# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071936
**Filing Date:** 2023-3
**Character Count:** 1291104
**Document Hash:** 3e4d9bd45501447dbeee1a7b30337a88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071936.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071936

**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:** 23774078

**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 Aaa - A Rated Corporate Bond ETF (Series ID: S000035916)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000110081 | iShares Aaa - A Rated Corporate Bond ETF | QLTA            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Aerospace & Defense — 0.8%** |  |  |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/01/26 (Call 05/01/26) | $215 | $194268 |
| &nbsp;&nbsp;&nbsp;2.13%, 08/15/26 (Call 05/15/26) | 210 | 195615 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/31 (Call 03/01/31) | 213 | 185178 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/24 (Call 09/15/24) | 105 | 101098 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 228 | 211698 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/01/41 (Call 12/01/40) | 105 | 83964 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/25 (Call 03/01/25) | 150 | 146340 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/25 (Call 03/15/25) | 169 | 165659 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 02/01/27) | 32 | 31093 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/42 (Call 05/14/42)<sup>(a)</sup> | 108 | 94944 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/30 (Call 01/01/30) | 240 | 231516 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/28 (Call 02/15/28) | 394 | 383587 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/40 (Call 10/01/39) | 344 | 334021 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/50 (Call 10/01/49) | 232 | 221938 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/50 (Call 12/15/49) | 184 | 135433 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/26 (Call 10/15/25) | 152 | 149443 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/35 (Call 09/01/34) | 178 | 164773 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/45 (Call 09/01/44) | 375 | 328046 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/15/32 (Call 03/15/32)<sup>(a)</sup> | 285 | 276781 |
| &nbsp;&nbsp;&nbsp;4.07%, 12/15/42 | 383 | 351885 |
| &nbsp;&nbsp;&nbsp;4.09%, 09/15/52 (Call 03/15/52) | 406 | 373459 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/15/53 (Call 12/15/52) | 190 | 174274 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/62 (Call 12/15/61) | 250 | 230190 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/36 (Call 11/15/35) | 235 | 234027 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/15/46 (Call 11/15/45) | 383 | 383843 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/25 (Call 09/15/25) | 50 | 50796 |
| &nbsp;&nbsp;&nbsp;5.10%, 11/15/27 (Call 10/15/27) | 145 | 150588 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/33 (Call 10/15/32) | 125 | 133421 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/15/54 (Call 05/15/54) | 315 | 357714 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/15/63 (Call 05/15/63) | 275 | 322157 |
| &nbsp;&nbsp;&nbsp;Series B, 6.15%, 09/01/36 | 210 | 238980 |
|  |  | 6636729 |
| **Agriculture — 0.9%** |  |  |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/11/26 (Call 05/11/26) | 458 | 431981 |
| &nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51) | 260 | 185333 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31) | 265 | 238378 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/30 (Call 12/27/29) | 410 | 382940 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 213 | 207498 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.00%, 11/17/29 (Call 09/17/29)<sup>(b)</sup> | 270 | 281999 |
| &nbsp;&nbsp;&nbsp;0.88%, 05/01/26 (Call 04/01/26) | 295 | 263187 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/25 (Call 04/01/25) | 240 | 224318 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/01/30 (Call 08/01/30)<sup>(a)</sup> | 205 | 165056 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/01/30 (Call 02/01/30) | 281 | 235146 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/25/26 (Call 11/25/25)<sup>(a)</sup> | 324 | 308257 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/01/24 (Call 04/01/24) | 145 | 141643 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 08/17/27 (Call 05/17/27)<sup>(a)</sup> | 195 | 184696 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/02/28 (Call 12/02/27)<sup>(a)</sup> | 60 | 56215 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 262 | 255340 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/11/25 (Call 05/11/25) | 240 | 232716 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/29 (Call 05/15/29) | 209 | 193559 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/21/42 | 310 | 250217 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/04/43 | 214 | 180002 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/10/44 | 448 | 381427 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/41 | 376 | 330639 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 03/20/42 | $291 | $258129 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/43 | 227 | 209750 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/25 | 300 | 304038 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/24 | 300 | 302178 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/27 (Call 10/17/27) | 335 | 342293 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/17/32 (Call 08/17/32) | 170 | 179019 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 05/16/38<sup>(a)</sup> | 465 | 518852 |
|  |  | 7244806 |
| **Airlines — 0.2%** |  |  |
| American Airlines 2021-1 Class A Pass Through Trust, Series A, Class A, 2.88%, 01/11/36 | 268 | 219684 |
| Delta Air Lines Pass Through Trust, Series 2020, Class AA, 2.00%, 12/10/29 | 68 | 59320 |
| JetBlue Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1A, Class A, 4.00%, 05/15/34<sup>(a)</sup> | 96 | 86724 |
| &nbsp;&nbsp;&nbsp;Series 2019-1, Class AA, 2.75%, 11/15/33 | 187 | 156660 |
| United Airlines Pass Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-1, Class AA, 3.10%, 01/07/30 | 170 | 154297 |
| &nbsp;&nbsp;&nbsp;Series 2018-1, Class AA, 3.50%, 09/01/31 | 188 | 166902 |
| &nbsp;&nbsp;&nbsp;Series 2019, Class AA, 4.15%, 02/25/33 | 62 | 56617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2, Class AA, 2.70%, 11/01/33<sup>(a)</sup> | 157 | 129634 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A, 5.88%, 04/15/29<sup>(a)</sup> | 596 | 602054 |
|  |  | 1631892 |
| **Apparel — 0.4%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 11/01/26 (Call 08/01/26) | 400 | 375648 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/27/25 (Call 02/27/25)<sup>(a)</sup> | 328 | 317393 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/27/27 (Call 01/27/27) | 406 | 385659 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/27/30 (Call 12/27/29) | 562 | 516669 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/27/40 (Call 09/27/39) | 367 | 314758 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/46 (Call 05/01/46) | 205 | 170865 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/27/50 (Call 09/27/49)<sup>(a)</sup> | 490 | 409841 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/01/43 (Call 11/01/42) | 172 | 151897 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/01/45 (Call 05/01/45)<sup>(a)</sup> | 345 | 316189 |
| Ralph Lauren Corp., 2.95%, 06/15/30 (Call 03/15/30) | 215 | 192713 |
|  |  | 3151632 |
| **Auto Manufacturers — 1.8%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 07/12/24 | 327 | 308027 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/09/24 | 472 | 444964 |
| &nbsp;&nbsp;&nbsp;1.00%, 09/10/25 | 305 | 278416 |
| &nbsp;&nbsp;&nbsp;1.20%, 07/08/25 | 285 | 262841 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/09/26<sup>(a)</sup> | 190 | 170365 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/13/25 | 405 | 382271 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 01/13/31<sup>(a)</sup> | 10 | 8249 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/24/28 | 325 | 289500 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 235 | 225859 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/12/29 | 265 | 234427 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 09/09/26<sup>(a)</sup> | 261 | 242362 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/27 | 177 | 163844 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/27/24 | 201 | 194556 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/16/24 | 244 | 239047 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/28 | 151 | 144687 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/12/28 | 85 | 85807 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 09/01/25 (Call 08/01/25)<sup>(a)</sup> | 247 | 224748 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/01/30 (Call 06/01/30) | 128 | 104628 |
| &nbsp;&nbsp;&nbsp;2.60%, 09/01/50 (Call 03/01/50) | 340 | 229017 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/01/43 (Call 04/01/43) | 155 | 156336 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.27%, 03/10/25 (Call 02/10/25) | $375 | $357157 |
| &nbsp;&nbsp;&nbsp;2.53%, 03/10/27 (Call 02/10/27) | 320 | 298506 |
| &nbsp;&nbsp;&nbsp;2.97%, 03/10/32 (Call 12/10/31) | 310 | 276241 |
| Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 370 | 472816 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 06/13/24 | 170 | 166819 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/11/25 | 382 | 374826 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.68%, 03/25/24 (Call 02/25/24) | 120 | 114642 |
| &nbsp;&nbsp;&nbsp;1.34%, 03/25/26 (Call 02/25/26) | 516 | 469663 |
| &nbsp;&nbsp;&nbsp;2.36%, 07/02/24 | 265 | 256650 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.36%, 03/25/31 (Call 12/25/30)<sup>(a)</sup> | 150 | 130440 |
| &nbsp;&nbsp;&nbsp;2.76%, 07/02/29 | 55 | 50365 |
| &nbsp;&nbsp;&nbsp;3.67%, 07/20/28 | 26 | 25288 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 06/18/24 | 150 | 141671 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/13/24 | 300 | 281670 |
| &nbsp;&nbsp;&nbsp;0.80%, 10/16/25 | 450 | 408208 |
| &nbsp;&nbsp;&nbsp;0.80%, 01/09/26 | 125 | 113098 |
| &nbsp;&nbsp;&nbsp;1.13%, 06/18/26 | 420 | 376778 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 08/13/27<sup>(a)</sup> | 325 | 282867 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/13/25<sup>(a)</sup> | 445 | 419648 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/10/31 | 160 | 131032 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 478 | 452178 |
| &nbsp;&nbsp;&nbsp;1.90%, 01/13/27 | 230 | 209535 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/06/28 | 250 | 222525 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/12/31 | 155 | 127954 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/07/24 | 235 | 225250 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 02/13/30<sup>(a)</sup> | 225 | 196362 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/22/24 | 325 | 317038 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 308 | 301618 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | 473 | 457434 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/22/27 | 195 | 185385 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/11/28 | 175 | 164792 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 312 | 299183 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/30 | 305 | 286700 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/14/25 | 70 | 68227 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/25 | 280 | 273960 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/08/29 | 165 | 159398 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/25 | 80 | 78969 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/24 | 455 | 453012 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/29/29 | 405 | 407738 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 310 | 312793 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/12/28 | 90 | 90909 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/12/33 | 120 | 121991 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/10/25 | 100 | 100355 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 11/10/25<sup>(a)</sup> | 100 | 102328 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 115 | 120013 |
|  |  | 15273983 |
| **Auto Parts & Equipment — 0.1%** |  |  |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 06/15/30 (Call 03/15/30)<sup>(a)</sup> | 161 | 137785 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 219 | 215141 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 363 | 356811 |
|  |  | 709737 |
| **Banks — 35.6%** |  |  |
| Australia & New Zealand Banking Group Ltd., 5.09%, 12/08/25 | 25 | 25299 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| Australia & New Zealand Banking Group Ltd./New York NY, 3.70%, 11/16/25 | $385 | $376318 |
| Banco Bilbao Vizcaya Argentaria SA, 1.13%, 09/18/25 | 435 | 394584 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(c)</sup> | 490 | 429274 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/25/26 | 535 | 481874 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 355 | 343991 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/28/25 | 610 | 577164 |
| &nbsp;&nbsp;&nbsp;2.96%, 03/25/31 | 305 | 256173 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.31%, 06/27/29<sup>(a)</sup> | 440 | 399045 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/28/30 | 385 | 341718 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/24/25 | 25 | 24222 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/23/28 | 443 | 416974 |
| &nbsp;&nbsp;&nbsp;3.89%, 05/24/24 | 410 | 404297 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 03/24/28 (Call 03/24/27)<sup>(c)</sup> | 365 | 347053 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 230 | 223917 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/12/28 | 483 | 466037 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/18/25 | 200 | 199712 |
| &nbsp;&nbsp;&nbsp;5.29%, 08/18/27 | 425 | 425399 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.98%, 04/22/25 (Call 04/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.690%)<sup>(c)</sup> | 410 | 388623 |
| &nbsp;&nbsp;&nbsp;0.98%, 09/25/25 (Call 09/25/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.910%)<sup>(c)</sup> | 421 | 392894 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/24/26 (Call 10/24/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.010%)<sup>(c)</sup> | 465 | 419425 |
| &nbsp;&nbsp;&nbsp;1.32%, 06/19/26 (Call 06/19/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.150%)<sup>(c)</sup> | 456 | 417582 |
| &nbsp;&nbsp;&nbsp;1.53%, 12/06/25 (Call 12/06/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.650%)<sup>(c)</sup> | 410 | 382965 |
| &nbsp;&nbsp;&nbsp;1.73%, 07/22/27 (Call 07/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.960%)<sup>(c)</sup> | 1000 | 895960 |
| &nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.670%)<sup>(c)</sup> | 400 | 386064 |
| &nbsp;&nbsp;&nbsp;1.90%, 07/23/31 (Call 07/23/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.530%)<sup>(c)</sup> | 400 | 323440 |
| &nbsp;&nbsp;&nbsp;1.92%, 10/24/31 (Call 10/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.370%)<sup>(c)</sup> | 480 | 385757 |
| &nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.640%)<sup>(c)</sup> | 250 | 234615 |
| &nbsp;&nbsp;&nbsp;2.09%, 06/14/29 (Call 06/14/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.060%)<sup>(c)</sup> | 565 | 491917 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(c)</sup> | 560 | 455862 |
| &nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.870%)<sup>(c)</sup> | 387 | 370080 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/13/31 (Call 02/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.990%)<sup>(c)</sup> | 525 | 447169 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.050%)<sup>(c)</sup> | 375 | 342427 |
| &nbsp;&nbsp;&nbsp;2.57%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.210%)<sup>(c)</sup> | 555 | 459607 |
| &nbsp;&nbsp;&nbsp;2.59%, 04/29/31 (Call 04/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.150%)<sup>(c)</sup> | 504 | 430920 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/19/41 (Call 06/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.930%)<sup>(c)</sup> | 770 | 568591 |
| &nbsp;&nbsp;&nbsp;2.69%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(c)</sup> | 735 | 621465 |
| &nbsp;&nbsp;&nbsp;2.83%, 10/24/51 (Call 10/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.880%)<sup>(c)</sup> | 180 | 123277 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 10/22/30 (Call 10/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.190%)<sup>(c)</sup> | $280 | $245406 |
| &nbsp;&nbsp;&nbsp;2.97%, 02/04/33 (Call 02/04/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(c)</sup> | 705 | 601259 |
| &nbsp;&nbsp;&nbsp;2.97%, 07/21/52 (Call 07/21/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(c)</sup> | 410 | 288788 |
| &nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.090%)<sup>(c)</sup> | 378 | 365715 |
| &nbsp;&nbsp;&nbsp;3.19%, 07/23/30 (Call 07/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.180%)<sup>(c)</sup> | 426 | 381743 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26)<sup>(a)</sup> | 469 | 447346 |
| &nbsp;&nbsp;&nbsp;3.31%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(c)</sup> | 530 | 426401 |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.810%)<sup>(c)</sup> | 315 | 304410 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/02/26 (Call 04/02/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.330%)<sup>(c)</sup> | 550 | 531844 |
| &nbsp;&nbsp;&nbsp;3.42%, 12/20/28 (Call 12/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.040%)<sup>(c)</sup> | 977 | 914189 |
| &nbsp;&nbsp;&nbsp;3.46%, 03/15/25 (Call 03/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.970%)<sup>(c)</sup> | 405 | 397232 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 520 | 506137 |
| &nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.060%)<sup>(c)</sup> | 532 | 509438 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.370%)<sup>(c)</sup> | 229 | 216483 |
| &nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.512%)<sup>(c)</sup> | 265 | 252738 |
| &nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.575%)<sup>(c)</sup> | 365 | 350922 |
| &nbsp;&nbsp;&nbsp;3.84%, 04/25/25 (Call 04/27/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.110%)<sup>(c)</sup> | 475 | 466621 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 548 | 540131 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.19%)<sup>(c)</sup> | 249 | 211705 |
| &nbsp;&nbsp;&nbsp;3.97%, 03/05/29 (Call 03/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(c)</sup> | 439 | 418661 |
| &nbsp;&nbsp;&nbsp;3.97%, 02/07/30 (Call 02/07/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.210%)<sup>(c)</sup> | 475 | 449426 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 | 90 | 89294 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/40 (Call 04/23/39), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.32%)<sup>(c)</sup> | 268 | 239678 |
| &nbsp;&nbsp;&nbsp;4.08%, 03/20/51 (Call 03/20/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 3.150%)<sup>(c)</sup> | 708 | 610707 |
| &nbsp;&nbsp;&nbsp;4.24%, 04/24/38 (Call 04/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.814%)<sup>(c)</sup> | 333 | 307093 |
| &nbsp;&nbsp;&nbsp;4.27%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(c)</sup> | 508 | 491221 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/15/50 (Call 03/15/49), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.520%)<sup>(c)</sup> | 344 | 312982 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(c)</sup> | 360 | 352084 |
| &nbsp;&nbsp;&nbsp;4.44%, 01/20/48 (Call 01/20/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.990%)<sup>(c)</sup> | 295 | 273046 |
| &nbsp;&nbsp;&nbsp;4.57%, 04/27/33 (Call 04/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.830%)<sup>(c)</sup> | 640 | 618611 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 07/22/26 (Call 07/22/25)<sup>(c)</sup> | 410 | 409012 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/44 | 20 | 19746 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/28 (Call 07/22/27)<sup>(c)</sup> | 490 | 491230 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/21/44 | 422 | 423186 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/22/33 (Call 07/22/32)<sup>(c)</sup> | $760 | $759597 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/20/27 | 605 | 607009 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/07/42 | 293 | 325494 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.20%, 11/10/28 (Call 11/10/27)<sup>(c)</sup> | 565 | 595872 |
| &nbsp;&nbsp;&nbsp;Series N, 1.66%, 03/11/27 (Call 03/11/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.910%)<sup>(c)</sup> | 525 | 474059 |
| &nbsp;&nbsp;&nbsp;Series N, 2.65%, 03/11/32 (Call 03/11/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.220%)<sup>(c)</sup> | 281 | 236914 |
| &nbsp;&nbsp;&nbsp;Series N, 3.48%, 03/13/52 (Call 03/11/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.650%)<sup>(c)</sup> | 180 | 139837 |
| Bank of America NA, 6.00%, 10/15/36 | 366 | 398779 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 07/09/24 | 469 | 441399 |
| &nbsp;&nbsp;&nbsp;0.95%, 01/22/27 (Call 01/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.603%)<sup>(c)</sup> | 480 | 429475 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | 430 | 381857 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/10/25 | 490 | 460458 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/25 | 717 | 674403 |
| &nbsp;&nbsp;&nbsp;2.15%, 03/08/24 | 470 | 456384 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 430 | 416253 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/08/27<sup>(a)</sup> | 480 | 446746 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/25 | 405 | 395531 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/12/24 | 5 | 5037 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/01/28 | 260 | 265200 |
| &nbsp;&nbsp;&nbsp;Series H, 4.25%, 09/14/24. | 275 | 272244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series H, 4.70%, 09/14/27 (Call 08/14/27)<sup>(a)</sup> | 190 | 190498 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 04/26/24 (Call 03/26/24) | 190 | 180523 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/28/26 (Call 12/28/25) | 330 | 297924 |
| &nbsp;&nbsp;&nbsp;1.05%, 10/15/26 (Call 09/15/26) | 300 | 264918 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 605 | 566576 |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/28 (Call 05/14/28) | 135 | 117307 |
| &nbsp;&nbsp;&nbsp;1.65%, 01/28/31 (Call 10/28/30) | 210 | 169842 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 07/28/31 (Call 04/28/31)<sup>(a)</sup> | 75 | 60485 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 30 | 27575 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 416 | 399339 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 358 | 334594 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 377 | 358388 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/28 (Call 07/30/28) | 206 | 188871 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 231 | 226147 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/16/27 (Call 02/16/27) | 198 | 190258 |
| &nbsp;&nbsp;&nbsp;3.30%, 08/23/29 (Call 05/23/29) | 375 | 347749 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/25/25 (Call 03/25/25) | 390 | 380277 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 336 | 330527 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/29/28 (Call 10/29/27) | 213 | 203164 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 06/13/25 (Call 06/13/24)<sup>(c)</sup> | 90 | 88466 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.069%)<sup>(c)</sup> | 356 | 340785 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/28/28 | 70 | 68304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 06/13/28 (Call 06/13/27)<sup>(a)(c)</sup> | 195 | 190059 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 06/13/33 (Call 06/13/32)<sup>(c)</sup> | 280 | 271048 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 07/24/26 (Call 07/24/25)<sup>(a)(c)</sup> | 105 | 104281 |
| &nbsp;&nbsp;&nbsp;4.54%, 02/01/29 | 155 | 154899 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 07/26/30 (Call 07/26/29)<sup>(a)(c)</sup> | 315 | 315750 |
| &nbsp;&nbsp;&nbsp;4.71%, 02/01/34 | 205 | 204168 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.22%, 11/21/25 (Call 11/21/24)<sup>(c)</sup> | 270 | 271885 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 10/25/28 (Call 10/25/27)<sup>(c)</sup> | 170 | 179209 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.83%, 10/25/33 (Call 10/25/32)<sup>(a)(c)</sup> | 480 | 519466 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 348 | 337609 |
| &nbsp;&nbsp;&nbsp;Series J, 0.85%, 10/25/24 (Call 09/25/24) | 220 | 206672 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | $455 | $427354 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 445 | 423498 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 330 | 295512 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(a)</sup> | 365 | 337278 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 355 | 314892 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 205 | 183467 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 475 | 445612 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 215 | 195330 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/01/31 | 165 | 135820 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 371 | 352828 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 310 | 301819 |
| &nbsp;&nbsp;&nbsp;2.45%, 02/02/32 | 310 | 259665 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 369 | 345742 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/11/27 | 235 | 219986 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 750 | 728205 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/30 | 150 | 150407 |
| Barclays Bank PLC, 3.75%, 05/15/24 | 255 | 251810 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/02/26 | 320 | 305546 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 535 | 528906 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/23/25 | 385 | 350057 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/18/24 | 405 | 380226 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/22/26 | 280 | 250404 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 453 | 430844 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/02/24<sup>(a)</sup> | 420 | 411776 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/07/25 | 475 | 460674 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/07/27 | 425 | 406971 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/07/32 (Call 03/07/32) | 180 | 165749 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 475 | 467229 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.98%, 05/01/25 (Call 05/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.669%)<sup>(c)</sup> | 715 | 677005 |
| &nbsp;&nbsp;&nbsp;1.12%, 01/28/27 (Call 01/28/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.765%)<sup>(c)</sup> | 815 | 726230 |
| &nbsp;&nbsp;&nbsp;1.28%, 11/03/25 (Call 11/03/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.528%)<sup>(c)</sup> | 435 | 405703 |
| &nbsp;&nbsp;&nbsp;1.46%, 06/09/27 (Call 06/09/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.770%)<sup>(c)</sup> | 836 | 744483 |
| &nbsp;&nbsp;&nbsp;2.01%, 01/25/26 (Call 01/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.694%)<sup>(c)</sup> | 660 | 620459 |
| &nbsp;&nbsp;&nbsp;2.52%, 11/03/32 (Call 11/03/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.177%)<sup>(c)</sup> | 595 | 488049 |
| &nbsp;&nbsp;&nbsp;2.56%, 05/01/32 (Call 05/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.167%)<sup>(c)</sup> | 900 | 749979 |
| &nbsp;&nbsp;&nbsp;2.57%, 06/03/31 (Call 06/03/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.107%)<sup>(c)</sup> | 1003 | 850303 |
| &nbsp;&nbsp;&nbsp;2.67%, 01/29/31 (Call 01/29/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.146%)<sup>(c)</sup> | 806 | 693595 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/03/42 (Call 11/03/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.379%)<sup>(c)</sup> | 420 | 314555 |
| &nbsp;&nbsp;&nbsp;2.98%, 11/05/30 (Call 11/05/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.422%)<sup>(c)</sup> | 748 | 657597 |
| &nbsp;&nbsp;&nbsp;3.06%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.351%)<sup>(c)</sup> | 955 | 818416 |
| &nbsp;&nbsp;&nbsp;3.07%, 02/24/28 (Call 02/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.280%)<sup>(c)</sup> | 710 | 659931 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.842%)<sup>(c)</sup> | 923 | 884742 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | $499 | $472693 |
| &nbsp;&nbsp;&nbsp;3.29%, 03/17/26 (Call 03/17/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.528%)<sup>(c)</sup> | 590 | 567993 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/27/25<sup>(a)</sup> | 574 | 556240 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.897%)<sup>(c)</sup> | 998 | 976224 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 635 | 611473 |
| &nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.151%)<sup>(c)</sup> | 711 | 666392 |
| &nbsp;&nbsp;&nbsp;3.67%, 07/24/28 (Call 07/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.390%)<sup>(c)</sup> | 724 | 685577 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 665 | 649904 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/16/24 | 461 | 455454 |
| &nbsp;&nbsp;&nbsp;3.79%, 03/17/33 (Call 03/17/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.939%)<sup>(c)</sup> | 920 | 832177 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/24/39 (Call 01/22/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.168%)<sup>(c)</sup> | 316 | 277145 |
| &nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.563%)<sup>(c)</sup> | 771 | 740846 |
| &nbsp;&nbsp;&nbsp;3.98%, 03/20/30 (Call 03/20/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.338%)<sup>(c)</sup> | 700 | 658840 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.192%)<sup>(c)</sup> | 674 | 644000 |
| &nbsp;&nbsp;&nbsp;4.14%, 05/24/25 (Call 05/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.372%)<sup>(a)(c)</sup> | 165 | 163033 |
| &nbsp;&nbsp;&nbsp;4.28%, 04/24/48 (Call 04/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.839%)<sup>(c)</sup> | 311 | 280634 |
| &nbsp;&nbsp;&nbsp;4.41%, 03/31/31 (Call 03/31/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.914%)<sup>(c)</sup> | 1024 | 983910 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/30/45 | 259 | 243250 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/23/48 (Call 06/23/48) | 758 | 724671 |
| &nbsp;&nbsp;&nbsp;4.66%, 05/24/28 (Call 05/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.887%)<sup>(c)</sup> | 405 | 401497 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 05/24/33 (Call 05/24/32)<sup>(c)</sup> | 780 | 769361 |
| &nbsp;&nbsp;&nbsp;5.32%, 03/26/41 (Call 03/26/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.548%)<sup>(c)</sup> | 325 | 333525 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 09/29/26 (Call 09/29/25)<sup>(a)(c)</sup> | 865 | 878226 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/30/42 | 365 | 397492 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.27%, 11/17/33 (Call 11/17/32)<sup>(c)</sup> | 890 | 968934 |
| &nbsp;&nbsp;&nbsp;8.13%, 07/15/39 | 518 | 686164 |
| Comerica Bank, 2.50%, 07/23/24 | 290 | 280070 |
| Comerica Inc., 4.00%, 02/01/29 (Call 10/31/28) | 225 | 218075 |
| Commonwealth Bank of Australia, 5.08%, 01/10/25 | 250 | 251962 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/13/25 | 500 | 503085 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/24/41<sup>(a)</sup> | 561 | 613083 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 01/10/25 | 455 | 427882 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/21/25 | 380 | 369862 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/24 | 327 | 323079 |
| Credit Suisse AG |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 02/15/28 | 660 | 692564 |
| &nbsp;&nbsp;&nbsp;7.95%, 01/09/25 | 300 | 307344 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/07/26 | 485 | 407497 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 | 645 | 595903 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/24 | 415 | 395586 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/21/25 | 440 | 414348 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/09/24 | 345 | 334864 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/09/27 | 440 | 418286 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 05/28/24 | $350 | $331282 |
| &nbsp;&nbsp;&nbsp;1.69%, 03/19/26 | 440 | 402389 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 05/13/25<sup>(a)</sup> | 230 | 227088 |
| Fifth Third Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27) | 230 | 211080 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 07/28/25 (Call 06/28/25)<sup>(a)</sup> | 405 | 400257 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 10/27/25 (Call 10/27/24)<sup>(c)</sup> | 75 | 76160 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.86%, 02/12/26 (Call 02/12/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.609%)<sup>(c)</sup> | 317 | 290467 |
| &nbsp;&nbsp;&nbsp;1.09%, 12/09/26 (Call 12/09/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.789%)<sup>(c)</sup> | 585 | 523066 |
| &nbsp;&nbsp;&nbsp;1.43%, 03/09/27 (Call 03/09/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.798%)<sup>(c)</sup> | 630 | 563926 |
| &nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (Call 09/10/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.818%)<sup>(c)</sup> | 697 | 615256 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/27 (Call 10/21/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.913%)<sup>(c)</sup> | 980 | 876973 |
| &nbsp;&nbsp;&nbsp;1.99%, 01/27/32 (Call 01/27/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.090%)<sup>(c)</sup> | 715 | 572386 |
| &nbsp;&nbsp;&nbsp;2.38%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.248%)<sup>(c)</sup> | 1017 | 833025 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/07/30 (Call 11/07/29) | 581 | 505325 |
| &nbsp;&nbsp;&nbsp;2.62%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.281%)<sup>(c)</sup> | 1070 | 895194 |
| &nbsp;&nbsp;&nbsp;2.64%, 02/24/28 (Call 02/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.114%)<sup>(c)</sup> | 800 | 733304 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/21/32 (Call 10/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.264%)<sup>(c)</sup> | 630 | 523158 |
| &nbsp;&nbsp;&nbsp;2.91%, 07/21/42 (Call 07/21/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.472%)<sup>(c)</sup> | 397 | 296896 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/24 | 300 | 294138 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/24/33 (Call 02/24/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(c)</sup> | 1095 | 938076 |
| &nbsp;&nbsp;&nbsp;3.21%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.513%)<sup>(c)</sup> | 572 | 449226 |
| &nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.201%)<sup>(c)</sup> | 717 | 695017 |
| &nbsp;&nbsp;&nbsp;3.44%, 02/24/43 (Call 02/24/42), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.632%)<sup>(c)</sup> | 515 | 414626 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 614 | 598226 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 863 | 838051 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25)<sup>(a)</sup> | 726 | 697207 |
| &nbsp;&nbsp;&nbsp;3.62%, 03/15/28 (Call 03/15/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.846%)<sup>(c)</sup> | 815 | 775978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 02/20/24 (Call 01/20/24)<sup>(a)</sup> | 151 | 148927 |
| &nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.510%)<sup>(c)</sup> | 650 | 619970 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 659 | 644008 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 560 | 547002 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/30 (Call 12/15/29) | 743 | 697907 |
| &nbsp;&nbsp;&nbsp;3.81%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.158%)<sup>(c)</sup> | 673 | 635716 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24) | 772 | 761053 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 897 | 867695 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 528 | 522963 |
| &nbsp;&nbsp;&nbsp;4.02%, 10/31/38 (Call 10/31/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.373%)<sup>(c)</sup> | 748 | 663469 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.22%, 05/01/29 (Call 05/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.301%)<sup>(c)</sup> | $822 | $793016 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 06/15/27 (Call 06/15/26)<sup>(c)</sup> | 180 | 176582 |
| &nbsp;&nbsp;&nbsp;4.41%, 04/23/39 (Call 04/23/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.430%)<sup>(c)</sup> | 445 | 411247 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/23/28 (Call 08/23/27)<sup>(c)</sup> | 665 | 653908 |
| &nbsp;&nbsp;&nbsp;4.75%, 10/21/45 (Call 04/21/45) | 360 | 348750 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/08/44 (Call 01/08/44) | 483 | 466805 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 90 | 91418 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 02/15/33<sup>(a)</sup> | 338 | 372023 |
| &nbsp;&nbsp;&nbsp;6.25%, 02/01/41 | 624 | 708109 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | 235 | 274017 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.98%, 05/24/25 (Call 05/24/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.708%)<sup>(c)</sup> | 800 | 752312 |
| &nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(c)</sup> | 510 | 452314 |
| &nbsp;&nbsp;&nbsp;1.65%, 04/18/26 (Call 04/18/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.538%)<sup>(c)</sup> | 833 | 767809 |
| &nbsp;&nbsp;&nbsp;2.01%, 09/22/28 (Call 09/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.732%)<sup>(a)(c)</sup> | 570 | 493472 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/04/26 (Call 06/04/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.929%)<sup>(c)</sup> | 690 | 640734 |
| &nbsp;&nbsp;&nbsp;2.21%, 08/17/29 (Call 08/17/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.285%)<sup>(c)</sup> | 605 | 512459 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.100%)<sup>(c)</sup> | 845 | 757906 |
| &nbsp;&nbsp;&nbsp;2.36%, 08/18/31 (Call 08/18/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.947%)<sup>(c)</sup> | 490 | 398850 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.401%)<sup>(c)</sup> | 635 | 605765 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/24/32 (Call 05/24/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.187%)<sup>(c)</sup> | 900 | 741978 |
| &nbsp;&nbsp;&nbsp;2.85%, 06/04/31 (Call 06/04/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.387%)<sup>(c)</sup> | 445 | 376265 |
| &nbsp;&nbsp;&nbsp;2.87%, 11/22/32 (Call 11/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.410%)<sup>(c)</sup> | 630 | 518332 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/26 (Call 03/10/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.430%)<sup>(c)</sup> | 410 | 390808 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.211%)<sup>(c)</sup> | 240 | 235598 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 840 | 811121 |
| &nbsp;&nbsp;&nbsp;3.97%, 05/22/30 (Call 05/22/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.610%)<sup>(c)</sup> | 1053 | 970108 |
| &nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.546%)<sup>(c)</sup> | 798 | 765386 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 12/09/25 (Call 12/09/24)<sup>(c)</sup> | 560 | 549366 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/15/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.348%)<sup>(c)</sup> | 690 | 671867 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 737 | 722260 |
| &nbsp;&nbsp;&nbsp;4.58%, 06/19/29 (Call 06/19/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.535%)<sup>(c)</sup> | 783 | 758594 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(c)</sup> | 725 | 712798 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/31/30 | 888 | 889447 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 08/11/28 (Call 08/11/27)<sup>(c)</sup> | 550 | 552662 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 08/11/33 (Call 08/11/32)<sup>(c)</sup> | 846 | 843868 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 01/14/42<sup>(a)</sup> | 215 | 242888 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(a)(c)</sup> | 700 | 739011 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(c)</sup> | 615 | 670079 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/23/24 | $295 | $289460 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 360 | 355644 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 05/16/25 (Call 05/16/24)<sup>(c)</sup> | 360 | 354391 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 05/17/28 (Call 05/17/27)<sup>(c)</sup> | 285 | 280380 |
| &nbsp;&nbsp;&nbsp;5.65%, 01/10/30 (Call 11/10/29) | 320 | 332778 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/18/25 (Call 11/18/24)<sup>(c)</sup> | 505 | 510166 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;1.73%, 04/01/27 (Call 04/01/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.005%)<sup>(c)</sup> | 330 | 296505 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/01/32 (Call 04/01/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.316%)<sup>(c)</sup> | 298 | 249179 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 335 | 329278 |
| &nbsp;&nbsp;&nbsp;3.87%, 03/28/26 (Call 03/28/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.640%)<sup>(c)</sup> | 420 | 408433 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 395 | 381933 |
| &nbsp;&nbsp;&nbsp;4.02%, 03/28/28 (Call 03/28/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.830%)<sup>(c)</sup> | 365 | 350108 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 04/09/29<sup>(a)</sup> | 390 | 370855 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/28/33 (Call 03/28/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.070%)<sup>(c)</sup> | 320 | 298253 |
| &nbsp;&nbsp;&nbsp;4.55%, 10/02/28 | 420 | 410164 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.56%, 02/16/25 (Call 02/16/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.420%)<sup>(c)</sup> | 155 | 147386 |
| &nbsp;&nbsp;&nbsp;0.77%, 08/09/25 (Call 08/09/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.490%)<sup>(c)</sup> | 90 | 83972 |
| &nbsp;&nbsp;&nbsp;0.82%, 06/01/25 (Call 06/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.540%)<sup>(c)</sup> | 235 | 221191 |
| &nbsp;&nbsp;&nbsp;0.97%, 06/23/25 (Call 06/23/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 0.580%)<sup>(c)</sup> | 375 | 352845 |
| &nbsp;&nbsp;&nbsp;1.04%, 02/04/27 (Call 02/04/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 0.695%)<sup>(c)</sup> | 140 | 124786 |
| &nbsp;&nbsp;&nbsp;1.05%, 11/19/26 (Call 11/19/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.800%)<sup>(c)</sup> | 355 | 318069 |
| &nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.765%)<sup>(c)</sup> | 455 | 403544 |
| &nbsp;&nbsp;&nbsp;1.56%, 12/10/25 (Call 12/10/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.605%)<sup>(c)</sup> | 430 | 402678 |
| &nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (Call 04/22/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.885%)<sup>(c)</sup> | 525 | 471870 |
| &nbsp;&nbsp;&nbsp;1.76%, 11/19/31 (Call 11/19/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.105%)<sup>(c)</sup> | 260 | 207054 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/04/32 (Call 02/04/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.065%)<sup>(c)</sup> | 494 | 396988 |
| &nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.585%)<sup>(c)</sup> | 375 | 352654 |
| &nbsp;&nbsp;&nbsp;2.07%, 06/01/29 (Call 06/01/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.015%)<sup>(c)</sup> | 310 | 268603 |
| &nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.850%)<sup>(c)</sup> | 600 | 563490 |
| &nbsp;&nbsp;&nbsp;2.18%, 06/01/28 (Call 06/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.890%)<sup>(c)</sup> | 301 | 270208 |
| &nbsp;&nbsp;&nbsp;2.30%, 10/15/25 (Call 10/15/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.160%)<sup>(c)</sup> | 400 | 380744 |
| &nbsp;&nbsp;&nbsp;2.52%, 04/22/31 (Call 04/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.040%)<sup>(c)</sup> | 385 | 329298 |
| &nbsp;&nbsp;&nbsp;2.53%, 11/19/41 (Call 11/19/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(c)</sup> | 410 | 294491 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/08/32 (Call 11/08/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.180%)<sup>(c)</sup> | $560 | $465069 |
| &nbsp;&nbsp;&nbsp;2.58%, 04/22/32 (Call 04/22/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.250%)<sup>(c)</sup> | 550 | 463342 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/24/26 (Call 02/24/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.915%)<sup>(a)(c)</sup> | 350 | 333427 |
| &nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(c)</sup> | 420 | 366992 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26)<sup>(a)</sup> | 377 | 359089 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/24/28 (Call 02/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.170%)<sup>(c)</sup> | 310 | 287354 |
| &nbsp;&nbsp;&nbsp;2.96%, 05/13/31 (Call 05/13/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.515%)<sup>(c)</sup> | 466 | 402605 |
| &nbsp;&nbsp;&nbsp;2.96%, 01/25/33 (Call 01/25/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.260%)<sup>(c)</sup> | 565 | 484318 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/41 (Call 04/22/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(c)</sup> | 270 | 213778 |
| &nbsp;&nbsp;&nbsp;3.11%, 04/22/51 (Call 04/22/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.440%)<sup>(c)</sup> | 320 | 235299 |
| &nbsp;&nbsp;&nbsp;3.13%, 01/23/25 (Call 10/23/24) | 415 | 404405 |
| &nbsp;&nbsp;&nbsp;3.16%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.460%)<sup>(c)</sup> | 290 | 228943 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 260 | 249418 |
| &nbsp;&nbsp;&nbsp;3.22%, 03/01/25 (Call 03/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.155%)<sup>(c)</sup> | 445 | 435406 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/26 (Call 01/01/26) | 408 | 393814 |
| &nbsp;&nbsp;&nbsp;3.33%, 04/22/52 (Call 04/22/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.580%)<sup>(c)</sup> | 535 | 407772 |
| &nbsp;&nbsp;&nbsp;3.51%, 01/23/29 (Call 01/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.945%)<sup>(c)</sup> | 320 | 299843 |
| &nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(a)(c)</sup> | 418 | 395988 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/13/24 | 105 | 103949 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/01/27 (Call 12/01/26) | 207 | 198960 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/06/30 (Call 05/06/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.160%)<sup>(c)</sup> | 381 | 354688 |
| &nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.337%)<sup>(c)</sup> | 499 | 479813 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/25 (Call 06/14/24)<sup>(c)</sup> | 425 | 417945 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/10/24 | 480 | 472752 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/24/38 (Call 07/24/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.360%)<sup>(c)</sup> | 431 | 381935 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/25 (Call 04/15/25) | 512 | 505221 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/23/49 (Call 01/23/48), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.220%)<sup>(c)</sup> | 280 | 238736 |
| &nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.245%)<sup>(c)</sup> | 195 | 190525 |
| &nbsp;&nbsp;&nbsp;3.96%, 11/15/48 (Call 11/15/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.380%)<sup>(c)</sup> | 520 | 449550 |
| &nbsp;&nbsp;&nbsp;4.01%, 04/23/29 (Call 04/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.120%)<sup>(c)</sup> | 365 | 349958 |
| &nbsp;&nbsp;&nbsp;4.03%, 07/24/48 (Call 07/24/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.460%)<sup>(c)</sup> | 253 | 221008 |
| &nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(c)</sup> | 380 | 373297 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 360 | 356515 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/23/29 (Call 07/23/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.260%)<sup>(c)</sup> | 490 | 472943 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/27 | 240 | 237046 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.26%, 02/22/48 (Call 02/22/47), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.580%)<sup>(c)</sup> | $328 | $296778 |
| &nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.560%)<sup>(c)</sup> | 460 | 449944 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/05/29 (Call 12/05/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.330%)<sup>(c)</sup> | 395 | 385386 |
| &nbsp;&nbsp;&nbsp;4.49%, 03/24/31 (Call 03/24/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.790%)<sup>(c)</sup> | 500 | 487270 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 06/14/30 (Call 06/14/29)<sup>(c)</sup> | 360 | 352620 |
| &nbsp;&nbsp;&nbsp;4.59%, 04/26/33 (Call 04/26/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.800%)<sup>(c)</sup> | 205 | 199004 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(c)</sup> | 560 | 559905 |
| &nbsp;&nbsp;&nbsp;4.85%, 02/01/44 | 143 | 143073 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 07/25/33 (Call 07/25/32)<sup>(c)</sup> | 805 | 801925 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/01/45 | 315 | 307802 |
| &nbsp;&nbsp;&nbsp;5.40%, 01/06/42 | 244 | 257230 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/15/40 | 95 | 101200 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 12/15/25 (Call 12/15/24)<sup>(c)</sup> | 500 | 504040 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/15/41 | 288 | 309194 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/16/43 | 300 | 316401 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.72%, 09/14/33 (Call 09/14/32)<sup>(c)</sup> | 415 | 426437 |
| &nbsp;&nbsp;&nbsp;6.40%, 05/15/38 | 472 | 542814 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 155 | 171199 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 184 | 209699 |
| KeyBank NA |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 01/26/26 | 500 | 500890 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/26/33 | 150 | 150344 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/25 | 282 | 273216 |
| &nbsp;&nbsp;&nbsp;4.15%, 08/08/25 | 410 | 405158 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/16/27) | 325 | 340600 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(c)</sup> | 395 | 351487 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(c)</sup> | 395 | 372465 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 03/18/26 (Call 03/18/25)<sup>(c)</sup> | 435 | 418918 |
| &nbsp;&nbsp;&nbsp;3.57%, 11/07/28 (Call 11/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.205%)<sup>(c)</sup> | 595 | 556295 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 | 450 | 428962 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/18/28 (Call 03/18/27)<sup>(c)</sup> | 320 | 303859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(c)</sup> | 374 | 366677 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/12/24 | 445 | 439856 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/22/28 | 280 | 271776 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 590 | 582430 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/16/28 | 285 | 277465 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 08/11/26 (Call 08/11/25)<sup>(c)</sup> | 585 | 576933 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 08/11/33 (Call 08/11/32)<sup>(a)(c)</sup> | 350 | 341964 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 08/16/28 (Call 08/16/27)<sup>(c)</sup> | 320 | 320378 |
| &nbsp;&nbsp;&nbsp;5.05%, 01/27/34 | 110 | 109702 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 02/06/25 (Call 01/06/25) | 5 | 4811 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/17/27 | 305 | 286346 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 25 | 24963 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/27/28 | 250 | 249457 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/21/25 (Call 10/21/25) | 310 | 316101 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/19/25 (Call 07/19/24)<sup>(c)</sup> | 695 | 651757 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.96%, 10/11/25 (Call 10/11/24)<sup>(c)</sup> | 355 | 329628 |
| &nbsp;&nbsp;&nbsp;1.41%, 07/17/25 | 580 | 531854 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 07/20/27 (Call 07/20/26)<sup>(c)</sup> | 795 | 704068 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 10/13/27 (Call 10/13/26)<sup>(c)</sup> | $480 | $423403 |
| &nbsp;&nbsp;&nbsp;2.05%, 07/17/30 | 320 | 263146 |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 730 | 690565 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 07/20/32 (Call 07/20/31)<sup>(c)</sup> | 800 | 648408 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(c)</sup> | 420 | 379260 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 10/13/32 (Call 10/13/31)<sup>(c)</sup> | 255 | 208628 |
| &nbsp;&nbsp;&nbsp;2.56%, 02/25/30 | 439 | 377290 |
| &nbsp;&nbsp;&nbsp;2.76%, 09/13/26 | 255 | 237173 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | 465 | 451017 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/19/33 (Call 01/19/32)<sup>(c)</sup> | 385 | 322815 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/18/29 | 590 | 533212 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 07/25/27<sup>(a)</sup> | 347 | 327096 |
| &nbsp;&nbsp;&nbsp;3.41%, 03/07/24 | 353 | 347394 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 02/22/27<sup>(a)</sup> | 392 | 380150 |
| &nbsp;&nbsp;&nbsp;3.74%, 03/07/29 | 455 | 431759 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/18/39 | 225 | 198880 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 194 | 189837 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/17/26 (Call 04/17/25)<sup>(c)</sup> | 205 | 199627 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/26 | 615 | 595320 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 03/02/28<sup>(a)</sup> | 457 | 441978 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 09/11/28<sup>(a)</sup> | 386 | 379370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/19/28 (Call 04/19/27)<sup>(c)</sup> | 300 | 288594 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 03/07/39<sup>(a)</sup> | 2 | 1815 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 07/26/38<sup>(a)</sup> | 10 | 9303 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/19/33 (Call 04/19/32)<sup>(c)</sup> | 215 | 202081 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 07/18/25 (Call 07/18/24)<sup>(c)</sup> | 475 | 472031 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/20/28 (Call 07/20/27)<sup>(c)</sup> | 490 | 490578 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 09/12/25 (Call 09/12/24)<sup>(c)</sup> | 505 | 504359 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 07/20/33 (Call 07/20/32)<sup>(c)</sup> | 490 | 491975 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 09/13/28 (Call 09/13/27)<sup>(c)</sup> | 530 | 538385 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.47%, 09/13/33 (Call 09/13/32)<sup>(a)(c)</sup> | 340 | 348806 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/22/27 (Call 05/22/26)<sup>(c)</sup> | 320 | 281709 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/09/27 (Call 07/09/26)<sup>(c)</sup> | 395 | 349927 |
| &nbsp;&nbsp;&nbsp;1.98%, 09/08/31 (Call 09/08/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.532%)<sup>(c)</sup> | 270 | 215244 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.17%, 05/22/32 (Call 05/22/31)<sup>(c)</sup> | 225 | 178877 |
| &nbsp;&nbsp;&nbsp;2.20%, 07/10/31 (Call 07/10/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.772%)<sup>(c)</sup> | 375 | 304916 |
| &nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.830%)<sup>(c)</sup> | 215 | 199944 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.26%, 07/09/32 (Call 07/09/31)<sup>(a)(c)</sup> | 245 | 195405 |
| &nbsp;&nbsp;&nbsp;2.56%, 09/13/25 (Call 09/13/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.362%)<sup>(c)</sup> | 270 | 257186 |
| &nbsp;&nbsp;&nbsp;2.59%, 05/25/31 (Call 05/25/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.070%)<sup>(c)</sup> | 140 | 117286 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 05/22/26 (Call 05/22/25)<sup>(c)</sup> | 185 | 173484 |
| &nbsp;&nbsp;&nbsp;2.84%, 07/16/25 (Call 07/16/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.242%)<sup>(c)</sup> | 205 | 196946 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/13/26 | 220 | 204072 |
| &nbsp;&nbsp;&nbsp;2.87%, 09/13/30 (Call 09/13/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.572%)<sup>(c)</sup> | 215 | 186059 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/16/30 (Call 07/16/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.130%)<sup>(c)</sup> | 235 | 207641 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.17%, 09/11/27<sup>(a)</sup> | 396 | 370387 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.26%, 05/22/30 (Call 05/22/29)<sup>(c)</sup> | 215 | 192373 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 222 | 211200 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/05/28<sup>(a)</sup> | 380 | 364644 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/11/29 (Call 09/11/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.270%)<sup>(c)</sup> | 280 | 267728 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 09/13/28 (Call 09/13/27)<sup>(a)(c)</sup> | $250 | $255440 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 09/13/33 (Call 09/13/32)<sup>(c)</sup> | 225 | 233347 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;0.79%, 05/30/25 (Call 05/30/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.525%)<sup>(c)</sup> | 620 | 582279 |
| &nbsp;&nbsp;&nbsp;0.99%, 12/10/26 (Call 12/10/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.720%)<sup>(c)</sup> | 842 | 749464 |
| &nbsp;&nbsp;&nbsp;1.16%, 10/21/25 (Call 10/21/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.560%)<sup>(c)</sup> | 685 | 638201 |
| &nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (Call 07/20/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.858%)<sup>(c)</sup> | 802 | 714975 |
| &nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 04/04/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.879%)<sup>(c)</sup> | 642 | 576702 |
| &nbsp;&nbsp;&nbsp;1.79%, 02/13/32 (Call 02/13/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.034%)<sup>(c)</sup> | 580 | 458589 |
| &nbsp;&nbsp;&nbsp;1.93%, 04/28/32 (Call 04/28/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(c)</sup> | 663 | 527165 |
| &nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.990%)<sup>(c)</sup> | 620 | 582478 |
| &nbsp;&nbsp;&nbsp;2.24%, 07/21/32 (Call 07/21/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.178%)<sup>(c)</sup> | 819 | 664774 |
| &nbsp;&nbsp;&nbsp;2.48%, 01/21/28 (Call 01/21/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.000%)<sup>(c)</sup> | 620 | 565421 |
| &nbsp;&nbsp;&nbsp;2.51%, 10/20/32 (Call 10/20/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.200%)<sup>(c)</sup> | 620 | 512281 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/18/26 (Call 02/18/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.940%)<sup>(c)</sup> | 575 | 546158 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/22/31 (Call 01/22/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.143%)<sup>(c)</sup> | 811 | 703194 |
| &nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.152%)<sup>(a)(c)</sup> | 688 | 664684 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/25/52 (Call 07/25/51), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.430%)<sup>(c)</sup> | 510 | 350870 |
| &nbsp;&nbsp;&nbsp;2.94%, 01/21/33 (Call 01/21/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.290%)<sup>(c)</sup> | 735 | 626610 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 548 | 519564 |
| &nbsp;&nbsp;&nbsp;3.22%, 04/22/42 (Call 04/22/41), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.485%)<sup>(a)(c)</sup> | 517 | 413574 |
| &nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.340%)<sup>(c)</sup> | 750 | 710190 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/17/25 (Call 04/17/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.160%)<sup>(c)</sup> | 685 | 672581 |
| &nbsp;&nbsp;&nbsp;3.62%, 04/01/31 (Call 04/01/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 3.120%)<sup>(c)</sup> | 675 | 620426 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 853 | 826506 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 608 | 597688 |
| &nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.140%)<sup>(c)</sup> | 737 | 700636 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 906 | 885126 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/22/38 (Call 07/22/37), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.455%)<sup>(c)</sup> | 469 | 421232 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 522 | 513841 |
| &nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.610%)<sup>(c)</sup> | 445 | 432531 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/27/45 | 690 | 634400 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/22/47 | 570 | 534027 |
| &nbsp;&nbsp;&nbsp;4.43%, 01/23/30 (Call 01/23/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.628%)<sup>(c)</sup> | 787 | 766200 |
| &nbsp;&nbsp;&nbsp;4.46%, 04/22/39 (Call 04/22/38), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.408%)<sup>(c)</sup> | 270 | 255331 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(c)</sup> | $290 | $287645 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 07/20/33 (Call 07/20/32)<sup>(c)</sup> | 515 | 510339 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 02/01/29 (Call 02/01/28)<sup>(c)</sup> | 225 | 227435 |
| &nbsp;&nbsp;&nbsp;5.60%, 03/24/51 (Call 03/24/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.480%)<sup>(c)</sup> | 466 | 509184 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.14%, 10/16/26 (Call 10/16/25)<sup>(c)</sup> | 95 | 97828 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/09/26 | 275 | 288995 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.30%, 10/18/28 (Call 10/18/27)<sup>(c)</sup> | 240 | 253673 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.34%, 10/18/33 (Call 10/18/32)<sup>(c)</sup> | 630 | 692609 |
| &nbsp;&nbsp;&nbsp;6.38%, 07/24/42 | 512 | 597719 |
| &nbsp;&nbsp;&nbsp;7.25%, 04/01/32 | 331 | 388491 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 641 | 633949 |
| &nbsp;&nbsp;&nbsp;Series I, 0.86%, 10/21/25 (Call 10/21/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.745%)<sup>(c)</sup> | 390 | 361865 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.91%, 06/09/27 | 140 | 136599 |
| &nbsp;&nbsp;&nbsp;4.94%, 01/12/28 | 250 | 255695 |
| &nbsp;&nbsp;&nbsp;4.97%, 01/12/26 | 275 | 278316 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/22/24 | 50 | 50497 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/12/26 | 280 | 261212 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 01/14/26<sup>(a)</sup> | 280 | 271118 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/09/25 | 270 | 263220 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 08/06/24 | 330 | 310530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/25 (Call 06/09/24)<sup>(c)</sup> | 376 | 369356 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/17/25 | 25 | 25163 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/14/27 (Call 06/14/26)<sup>(c)</sup> | 675 | 601270 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 05/22/28 (Call 05/22/27)<sup>(c)</sup> | 170 | 157111 |
| &nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.762%)<sup>(c)</sup> | 250 | 246610 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/30 (Call 05/08/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.871%)<sup>(c)</sup> | 380 | 361171 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 295 | 294147 |
| &nbsp;&nbsp;&nbsp;4.89%, 05/18/29 (Call 05/18/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.754%)<sup>(c)</sup> | 550 | 542393 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/27/30 (Call 01/27/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.905%)<sup>(c)</sup> | 610 | 601240 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 09/30/28 (Call 09/30/27)<sup>(c)</sup> | 425 | 433088 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.47%, 11/10/26 (Call 11/10/25)<sup>(c)</sup> | 525 | 555382 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 05/01/30 (Call 02/01/30) | 430 | 364907 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/03/29 (Call 02/03/29) | 205 | 191583 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/03/28 (Call 05/03/28) | 275 | 267074 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 440 | 432542 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/27 (Call 04/10/27) | 300 | 296961 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.13%, 11/02/32 (Call 08/02/32)<sup>(a)</sup> | 320 | 351642 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 10/22/29 | 290 | 254321 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/23/25 (Call 01/23/25) | 330 | 319882 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/25/27 (Call 09/25/27) | 280 | 267389 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/02/25) | 330 | 320955 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/22/28 (Call 12/23/27) | 160 | 152920 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 57 | 55816 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 265 | 259986 |
| &nbsp;&nbsp;&nbsp;4.05%, 07/26/28 | 395 | 381791 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/01/25 (Call 10/01/25) | 135 | 133487 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 315 | 304911 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | $275 | $245124 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 241 | 231950 |
| &nbsp;&nbsp;&nbsp;2.31%, 04/23/32 (Call 04/23/31), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.979%)<sup>(c)</sup> | 333 | 280286 |
| &nbsp;&nbsp;&nbsp;2.55%, 01/22/30 (Call 10/24/29) | 850 | 748017 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/24/26) | 300 | 282030 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(a)</sup> | 205 | 195488 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/23/29 (Call 01/23/29)<sup>(a)</sup> | 506 | 479319 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24)<sup>(a)</sup> | 327 | 323913 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 06/06/33 (Call 06/06/32)<sup>(a)(c)</sup> | 280 | 269833 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 01/26/27 (Call 01/26/26)<sup>(c)</sup> | 200 | 200262 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.07%, 01/24/34 (Call 01/24/33)<sup>(c)</sup> | 735 | 741078 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 12/02/28 (Call 12/02/27)<sup>(c)</sup> | 165 | 169542 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 10/28/25 (Call 10/28/24)<sup>(c)</sup> | 135 | 136689 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.04%, 10/28/33 (Call 10/28/32)<sup>(c)</sup> | 520 | 561980 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/29/24 | 402 | 378254 |
| &nbsp;&nbsp;&nbsp;0.75%, 10/07/24 | 425 | 398344 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/20/26 | 580 | 521664 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/10/25 | 622 | 573888 |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 405 | 362479 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/27/26 | 565 | 509415 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 380 | 338230 |
| &nbsp;&nbsp;&nbsp;1.60%, 01/21/25 | 285 | 268852 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/27 | 250 | 228467 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 508 | 487563 |
| &nbsp;&nbsp;&nbsp;2.30%, 11/03/31 | 275 | 228178 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 07/16/24<sup>(a)</sup> | 445 | 431125 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/14/25 | 175 | 170630 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/04/27 | 525 | 507433 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/04/32 | 390 | 366729 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/26/24 | 522 | 516263 |
| &nbsp;&nbsp;&nbsp;4.24%, 08/03/27 | 485 | 478103 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 243 | 241467 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/12/26 | 255 | 256433 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/12/28 | 230 | 232031 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/01/33 | 365 | 370504 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 250 | 254195 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/27 | 350 | 369435 |
| Santander UK PLC, 4.00%, 03/13/24 | 475 | 470112 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.68%, 11/18/27 (Call 11/18/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.560%)<sup>(c)</sup> | 55 | 49658 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/07/28 (Call 02/07/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.730%)<sup>(a)(c)</sup> | 135 | 123988 |
| &nbsp;&nbsp;&nbsp;2.20%, 03/03/31 | 382 | 318336 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.940%)<sup>(c)</sup> | 258 | 247871 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 01/24/30<sup>(a)</sup> | 125 | 110065 |
| &nbsp;&nbsp;&nbsp;2.62%, 02/07/33 (Call 02/07/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.002%)<sup>(c)</sup> | 215 | 182845 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 15 | 14268 |
| &nbsp;&nbsp;&nbsp;3.03%, 11/01/34 (Call 11/01/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.490%)<sup>(c)</sup> | 215 | 188663 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/16/24 | 423 | 414849 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 344 | 337223 |
| &nbsp;&nbsp;&nbsp;4.14%, 12/03/29 (Call 12/03/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.030%)<sup>(c)</sup> | 165 | 160557 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 08/04/33 (Call 08/04/32)<sup>(c)</sup> | 340 | 324863 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 05/13/33 (Call 05/13/32)<sup>(c)</sup> | $165 | $161720 |
| &nbsp;&nbsp;&nbsp;4.82%, 01/26/34 | 165 | 165878 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.86%, 01/26/26 (Call 01/26/25)<sup>(c)</sup> | 360 | 361267 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/04/26 (Call 11/04/25)<sup>(c)</sup> | 40 | 41097 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.82%, 11/04/28 (Call 11/04/27)<sup>(c)</sup> | 100 | 105057 |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 07/11/24 | 200 | 195696 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 07/23/25<sup>(a)</sup> | 55 | 53390 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 01/12/26 | 260 | 232219 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/17/26<sup>(a)</sup> | 725 | 640784 |
| &nbsp;&nbsp;&nbsp;1.47%, 07/08/25 | 725 | 665738 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 01/12/31<sup>(a)</sup> | 230 | 180900 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/17/28 | 650 | 556582 |
| &nbsp;&nbsp;&nbsp;2.13%, 07/08/30 | 545 | 450383 |
| &nbsp;&nbsp;&nbsp;2.17%, 01/14/27 | 100 | 90216 |
| &nbsp;&nbsp;&nbsp;2.22%, 09/17/31 | 340 | 277015 |
| &nbsp;&nbsp;&nbsp;2.30%, 01/12/41 | 100 | 67321 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/25 | 540 | 514609 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 267 | 256712 |
| &nbsp;&nbsp;&nbsp;2.47%, 01/14/29 | 235 | 204528 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 894 | 830285 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 305 | 295219 |
| &nbsp;&nbsp;&nbsp;2.72%, 09/27/29 | 215 | 186128 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/30 | 415 | 361851 |
| &nbsp;&nbsp;&nbsp;3.01%, 10/19/26 | 505 | 476053 |
| &nbsp;&nbsp;&nbsp;3.04%, 07/16/29 | 544 | 486717 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 01/14/42<sup>(a)</sup> | 90 | 68040 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 345 | 326077 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 514 | 487257 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 392 | 373494 |
| &nbsp;&nbsp;&nbsp;3.54%, 01/17/28 | 270 | 257585 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/26 | 84 | 81850 |
| &nbsp;&nbsp;&nbsp;3.94%, 07/19/28 | 291 | 281493 |
| &nbsp;&nbsp;&nbsp;4.31%, 10/16/28 | 215 | 209212 |
| &nbsp;&nbsp;&nbsp;5.46%, 01/13/26 | 25 | 25395 |
| &nbsp;&nbsp;&nbsp;5.52%, 01/13/28 | 770 | 794478 |
| &nbsp;&nbsp;&nbsp;5.71%, 01/13/30 | 225 | 234263 |
| &nbsp;&nbsp;&nbsp;5.77%, 01/13/33 | 550 | 581867 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 03/04/24 | 135 | 129076 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/10/24 | 505 | 473473 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/11/25 | 497 | 450297 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 01/06/26<sup>(a)</sup> | 497 | 445138 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/12/25 | 145 | 133401 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/26 | 478 | 426696 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | 140 | 131445 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/10/26 | 460 | 408609 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/10/25<sup>(a)</sup> | 395 | 371881 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 335 | 305215 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/10/31 | 395 | 322280 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/24 | 395 | 384766 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/12/32 | 180 | 151072 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 315 | 306564 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 370 | 347171 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/10/32 | 460 | 412574 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 561 | 551502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/31 (Call 09/15/26)<sup>(c)</sup> | 477 | 450302 |
| &nbsp;&nbsp;&nbsp;3.77%, 06/06/25 | 530 | 518971 |
| &nbsp;&nbsp;&nbsp;4.11%, 06/08/27 | 410 | 402964 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | $455 | $451483 |
| &nbsp;&nbsp;&nbsp;4.46%, 06/08/32 | 615 | 603745 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 500 | 502810 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/09/26 | 55 | 55721 |
| &nbsp;&nbsp;&nbsp;5.16%, 01/10/28 | 245 | 249981 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 (Call 02/10/25) | 480 | 450182 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/06/24) | 150 | 143619 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/11/30 (Call 12/11/29) | 367 | 308797 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(c)</sup> | 322 | 303672 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 588 | 578369 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 (Call 04/15/26) | 255 | 243140 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/16/25 (Call 08/16/25) | 435 | 422559 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/30/26 (Call 09/30/26) | 262 | 252987 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 239 | 236046 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 08/03/27 (Call 06/03/27) | 280 | 243676 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/05/25 (Call 07/03/25) | 245 | 225809 |
| &nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.609%)<sup>(c)</sup> | 347 | 314038 |
| &nbsp;&nbsp;&nbsp;1.89%, 06/07/29 (Call 06/07/28), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.862%)<sup>(c)</sup> | 355 | 306887 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/05/30 (Call 03/05/30) | 213 | 178049 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24) | 430 | 416016 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 410 | 399467 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 370 | 362826 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/19/29 (Call 02/19/29)<sup>(a)</sup> | 208 | 196891 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 297 | 292818 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 06/06/28 (Call 06/06/27)<sup>(a)(c)</sup> | 270 | 263860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 07/28/26 (Call 07/28/25)<sup>(c)</sup> | 230 | 227339 |
| &nbsp;&nbsp;&nbsp;4.87%, 01/26/29 | 225 | 226035 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.92%, 07/28/33 (Call 07/28/32)<sup>(c)</sup> | 360 | 354564 |
| &nbsp;&nbsp;&nbsp;5.12%, 01/26/34 | 230 | 232877 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/28/26 (Call 10/28/25)<sup>(c)</sup> | 250 | 257832 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.12%, 10/28/33 (Call 10/28/32)<sup>(c)</sup> | 345 | 375943 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 02/01/29 (Call 02/01/28)<sup>(c)</sup> | 250 | 249957 |
| &nbsp;&nbsp;&nbsp;4.84%, 02/01/34 | 250 | 249300 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 07/22/30 (Call 04/22/30) | 460 | 373414 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/12/25 (Call 04/12/25) | 444 | 415588 |
| &nbsp;&nbsp;&nbsp;2.22%, 01/27/28 (Call 01/27/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.730%)<sup>(c)</sup> | 440 | 403445 |
| &nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/30/24) | 392 | 379617 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 11/03/36 (Call 11/03/31)<sup>(c)</sup> | 410 | 327082 |
| &nbsp;&nbsp;&nbsp;2.68%, 01/27/33 (Call 01/27/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.020%)<sup>(c)</sup> | 320 | 275229 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/29 (Call 04/30/29) | 352 | 320503 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/27/26 (Call 03/27/26) | 58 | 55620 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24)<sup>(a)</sup> | 382 | 376858 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/26/28 (Call 03/26/28) | 265 | 261314 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/17/25 (Call 10/17/25) | 365 | 361178 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 07/22/28 (Call 07/22/27)<sup>(a)(c)</sup> | 605 | 603584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 07/22/33 (Call 07/22/32)<sup>(a)(c)</sup> | 435 | 431276 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.73%, 10/21/26 (Call 10/21/25)<sup>(c)</sup> | 205 | 210508 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 10/21/33 (Call 10/21/32)<sup>(c)</sup> | 280 | 300989 |
| &nbsp;&nbsp;&nbsp;Series V, 2.38%, 07/22/26 (Call 06/22/26) | 454 | 425752 |
| &nbsp;&nbsp;&nbsp;Series X, 3.15%, 04/27/27 (Call 03/27/27) | 449 | 429073 |
| U.S. Bank NA/Cincinnati OH |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/25 (Call 12/20/24) | 202 | 193076 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 01/27/25 (Call 12/27/24) | $429 | $415946 |
| Wachovia Corp., 5.50%, 08/01/35 | 235 | 241665 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.81%, 05/19/25 (Call 05/19/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.510%)<sup>(a)(c)</sup> | 370 | 350172 |
| &nbsp;&nbsp;&nbsp;2.16%, 02/11/26 (Call 02/11/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.750%)<sup>(c)</sup> | 835 | 787856 |
| &nbsp;&nbsp;&nbsp;2.19%, 04/30/26 (Call 04/29/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.000%)<sup>(c)</sup> | 829 | 779923 |
| &nbsp;&nbsp;&nbsp;2.39%, 06/02/28 (Call 06/02/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.100%)<sup>(c)</sup> | 860 | 779263 |
| &nbsp;&nbsp;&nbsp;2.41%, 10/30/25 (Call 10/30/24), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.087%)<sup>(c)</sup> | 835 | 797433 |
| &nbsp;&nbsp;&nbsp;2.57%, 02/11/31 (Call 02/11/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.262%)<sup>(c)</sup> | 563 | 486167 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/30/30 (Call 10/30/29), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. SOFR + 1.432%)<sup>(c)</sup> | 840 | 743114 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/19/25 | 687 | 662989 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/22/26 | 684 | 649513 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/23/26 | 650 | 613216 |
| &nbsp;&nbsp;&nbsp;3.07%, 04/30/41 (Call 04/30/40), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.530%)<sup>(c)</sup> | 1228 | 959522 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.170%)<sup>(c)</sup> | 737 | 697696 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 09/09/24<sup>(a)</sup> | 670 | 655240 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/02/33 (Call 03/02/32), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.500%)<sup>(c)</sup> | 950 | 837786 |
| &nbsp;&nbsp;&nbsp;3.53%, 03/24/28 (Call 03/24/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.510%)<sup>(c)</sup> | 905 | 860275 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/29/25 | 413 | 401523 |
| &nbsp;&nbsp;&nbsp;3.58%, 05/22/28 (Call 05/22/27), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 1.310%)<sup>(c)</sup> | 909 | 863959 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/01/45 | 583 | 496483 |
| &nbsp;&nbsp;&nbsp;3.91%, 04/25/26 (Call 04/25/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 1.320%)<sup>(c)</sup> | 740 | 722751 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 06/03/26<sup>(a)</sup> | 679 | 668197 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/24/29 (Call 10/24/28) | 670 | 650396 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/22/27 | 641 | 633949 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/14/46 | 475 | 419601 |
| &nbsp;&nbsp;&nbsp;4.48%, 04/04/31 (Call 04/04/30), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.032%)<sup>(c)</sup> | 546 | 531613 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.54%, 08/15/26 (Call 08/15/25)<sup>(c)</sup> | 225 | 222827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/25/53 (Call 04/25/52)<sup>(c)</sup> | 765 | 713554 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/04/44 | 517 | 476726 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/07/46 | 516 | 475086 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 07/25/28 (Call 07/25/27)<sup>(c)</sup> | 730 | 728584 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/25/33 (Call 07/25/32)<sup>(c)</sup> | 1005 | 1000980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 11/17/45<sup>(a)</sup> | 538 | 510454 |
| &nbsp;&nbsp;&nbsp;5.01%, 04/04/51 (Call 04/04/50), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 4.502%)<sup>(c)</sup> | 1262 | 1242754 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/02/43 | 625 | 630887 |
| &nbsp;&nbsp;&nbsp;5.61%, 01/15/44 | 555 | 575174 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;5.85%, 02/01/37 | 340 | 365401 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/26/36 | 300 | 320031 |
| &nbsp;&nbsp;&nbsp;6.60%, 01/15/38 | 408 | 469114 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.02%, 11/18/24 | 510 | 478691 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/03/26 | 550 | 492360 |
| &nbsp;&nbsp;&nbsp;1.95%, 11/20/28 | 430 | 378163 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.15%, 06/03/31<sup>(a)</sup> | $370 | $318063 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 02/19/25<sup>(a)</sup> | 313 | 298780 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/30 | 215 | 192950 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/19/26 | 415 | 390515 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 515 | 488117 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/26/24 | 271 | 267022 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 325 | 312101 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/25/28 | 390 | 372029 |
| &nbsp;&nbsp;&nbsp;3.74%, 08/26/25 | 218 | 213810 |
| &nbsp;&nbsp;&nbsp;4.04%, 08/26/27 | 305 | 302697 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/18/24 | 7 | 7087 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 265 | 276114 |
|  |  | 299353656 |
| **Beverages — 1.8%** |  |  |
| Brown-Forman Corp., 4.50%, 07/15/45 (Call 01/15/45) | 175 | 170523 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 03/15/28<sup>(a)</sup> | 440 | 379372 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 | 329 | 266000 |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/27 | 155 | 139759 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/05/28 | 281 | 249534 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/30 | 380 | 319930 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/24 | 279 | 268655 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/05/31 | 280 | 239058 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 | 313 | 276298 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/05/32 | 615 | 532153 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/01/40 | 374 | 287995 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/51 | 568 | 401258 |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/50 | 480 | 347160 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/60 | 277 | 201601 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/05/41 | 315 | 256624 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 254 | 243329 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/05/51 | 542 | 424641 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/25/27 | 381 | 371997 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/25/30 | 445 | 424445 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/25/50 | 155 | 152673 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/01/32 (Call 06/01/32) | 223 | 177570 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/22/30 (Call 10/22/29)<sup>(a)</sup> | 320 | 286509 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 275 | 253566 |
| &nbsp;&nbsp;&nbsp;2.00%, 04/29/30 (Call 01/29/30) | 368 | 314044 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24)<sup>(a)</sup> | 240 | 229675 |
| &nbsp;&nbsp;&nbsp;2.13%, 04/29/32 (Call 01/29/32) | 295 | 245464 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/24/29 (Call 07/24/29) | 248 | 218247 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/18/28 (Call 02/18/28)<sup>(a)</sup> | 85 | 83198 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/29/43 (Call 10/29/42) | 331 | 291816 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 200 | 204346 |
| &nbsp;&nbsp;&nbsp;5.88%, 09/30/36 | 214 | 236436 |
| Diageo Investment Corp., 4.25%, 05/11/42. | 148 | 140221 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 02/25/31 (Call 11/25/30) | 325 | 264823 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/30 (Call 02/01/30) | 125 | 104821 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/31 (Call 07/21/31) | 410 | 343576 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 539 | 516998 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 337 | 318253 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 160 | 151165 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/29/29 (Call 04/29/29) | 393 | 357524 |
| &nbsp;&nbsp;&nbsp;2.63%, 10/21/41 (Call 04/21/41) | 380 | 296541 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 434 | 420043 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/19/30 (Call 12/19/29) | 147 | 133751 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/21/51 (Call 04/21/51) | $325 | $241446 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 400 | 383504 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/49 (Call 04/15/49) | 340 | 261338 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | 530 | 506876 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/06/46 (Call 04/06/46) | 296 | 254095 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 81 | 79653 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/18/28 (Call 01/18/28) | 325 | 317596 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/19/50 (Call 09/19/49) | 244 | 214086 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/19/60 (Call 09/19/59) | 175 | 159747 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/18/32 (Call 04/18/32) | 440 | 429920 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/02/47 (Call 11/02/46) | 210 | 194237 |
| &nbsp;&nbsp;&nbsp;4.20%, 07/18/52 (Call 01/18/52) | 220 | 212331 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/14/46 (Call 10/14/45) | 100 | 100538 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 200 | 221408 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/29 | 75 | 86292 |
|  |  | 15204659 |
| **Chemicals — 0.5%** |  |  |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/15/25 (Call 09/15/25) | 345 | 319936 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/15/27 (Call 03/15/27) | 336 | 306193 |
| &nbsp;&nbsp;&nbsp;2.05%, 05/15/30 (Call 02/15/30) | 325 | 282500 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/15/40 (Call 11/15/39) | 267 | 211776 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/50 (Call 11/15/49) | 128 | 95314 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 01/30/31 (Call 10/30/30) | 160 | 127754 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/01/27 (Call 01/01/27) | 245 | 221081 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/01/32 (Call 11/01/31)<sup>(a)</sup> | 250 | 209023 |
| &nbsp;&nbsp;&nbsp;2.13%, 08/15/50 (Call 02/15/50) | 175 | 106649 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26) | 345 | 325614 |
| &nbsp;&nbsp;&nbsp;2.70%, 12/15/51 (Call 06/15/51) | 160 | 108526 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/18/55 (Call 02/18/55) | 245 | 161715 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/27 (Call 09/01/27)<sup>(a)</sup> | 222 | 211566 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/24/30 (Call 12/24/29)<sup>(a)</sup> | 212 | 217457 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 (Call 12/15/27) | 215 | 223389 |
| EI du Pont de Nemours and Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 07/15/25 (Call 06/15/25)<sup>(a)</sup> | 251 | 234487 |
| &nbsp;&nbsp;&nbsp;2.30%, 07/15/30 (Call 04/15/30) | 157 | 136105 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 08/10/30 (Call 05/10/30) | 265 | 212450 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/26 (Call 10/30/25) | 206 | 201478 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/07/42 (Call 05/07/42) | 252 | 215331 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 (Call 11/05/25) | 295 | 298667 |
|  |  | 4427011 |
| **Commercial Services — 1.4%** |  |  |
| American University (The), Series 2019, 3.67%, 04/01/49. | 183 | 151755 |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/01/30 (Call 06/01/30) | 511 | 414436 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/28 (Call 03/15/28) | 457 | 407338 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 411 | 401609 |
| Brown University in Providence in the State of Rhode Island and Providence Plant, Series A, 2.92%, 09/01/50 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/50) | 205 | 155503 |
| California Institute of Technology, 3.65%, 09/01/2119 (Call 03/01/2119) | 165 | 118488 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/27 (Call 01/01/27) | 353 | 344239 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/32 (Call 02/01/32) | 150 | 145711 |
| Duke University, Series 2020, 2.83%, 10/01/55. | 275 | 202166 |
| Ford Foundation (The), Series 2020, 2.82%, 06/01/70 (Call 12/01/69) | 235 | 153516 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Commercial Services (continued)** |  |  |
| George Washington University (The), Series 2018, 4.13%, 09/15/48 (Call 03/15/48) | $66 | $59298 |
| Leland Stanford Junior University (The), 3.65%, 05/01/48 (Call 11/01/47) | 289 | 254834 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp;3.07%, 04/01/52 (Call 10/01/51) | 125 | 99649 |
| &nbsp;&nbsp;&nbsp;3.89%, 07/01/2116 | 158 | 125858 |
| &nbsp;&nbsp;&nbsp;4.68%, 07/01/2114 | 140 | 133335 |
| &nbsp;&nbsp;&nbsp;5.60%, 07/01/2111 | 253 | 287147 |
| &nbsp;&nbsp;&nbsp;Series F, 2.99%, 07/01/50 (Call 01/01/50) | 200 | 157592 |
| Northwestern University, 4.64%, 12/01/44. | 234 | 235310 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/25 (Call 05/01/25) | 350 | 327565 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 06/01/30 (Call 03/01/30)<sup>(a)</sup> | 340 | 289585 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/24 (Call 09/01/24) | 450 | 434277 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 455 | 429434 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/01/29 (Call 07/01/29) | 485 | 436413 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/50 (Call 12/01/49) | 280 | 208774 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/27 (Call 05/01/27)<sup>(a)</sup> | 160 | 157349 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/01/32 (Call 03/01/32)<sup>(a)</sup> | 290 | 284145 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 06/01/52 (Call 12/01/51)<sup>(a)</sup> | 305 | 297097 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/62 (Call 12/01/61) | 115 | 113467 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp;2.52%, 10/15/50 (Call 04/15/50) | 121 | 85810 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/15/46 (Call 01/15/46) | 294 | 240545 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/56 (Call 01/15/56) | 180 | 144286 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/52 (Call 05/15/52) | 110 | 98666 |
| Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50) | 365 | 248674 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/15/30 (Call 05/15/30) | 90 | 71867 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/60 (Call 02/15/60) | 163 | 98677 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/01/27 (Call 02/01/27)<sup>(a)(d)</sup> | 200 | 185900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29)<sup>(a)</sup> | 275 | 243677 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 03/01/29 (Call 01/01/29)<sup>(d)</sup> | 535 | 484849 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/01/32 (Call 12/01/31)<sup>(d)</sup> | 550 | 487107 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/22/27 (Call 10/22/26)<sup>(a)</sup> | 318 | 302987 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/49 (Call 06/01/49) | 194 | 151339 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/52 (Call 09/01/51)<sup>(a)(d)</sup> | 360 | 303804 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/01/62 (Call 09/01/61)<sup>(d)</sup> | 180 | 152381 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/01/29 (Call 02/02/29)<sup>(a)(d)</sup> | 190 | 186850 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 08/01/28 (Call 05/01/28)<sup>(a)(d)</sup> | 80 | 81009 |
| Thomas Jefferson University, 3.85%, 11/01/57 (Call 05/01/57) | 115 | 90091 |
| Trustees of Princeton University (The) |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 03/01/39 | 174 | 198238 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.52%, 07/01/50 (Call 01/01/50) | 224 | 160308 |
| University of Miami, 4.06%, 04/01/52<sup>(a)</sup> | 160 | 142130 |
| University of Southern California, 3.03%, 10/01/39 | 244 | 204445 |
| Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.52%, 04/15/54 (Call 10/15/53) | 255 | 215220 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/2122 (Call 10/15/2121) | 115 | 100327 |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 0.87%, 04/15/25 (Call 03/15/25) | 78 | 72274 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020, 1.48%, 04/15/30 (Call 01/15/30)<sup>(a)</sup> | 205 | 169369 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.40%, 04/15/50 (Call 10/15/49) | 145 | 100217 |
|  |  | 11846937 |
| **Computers — 3.8%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 08/20/25 (Call 07/20/25) | 270 | 245641 |
| &nbsp;&nbsp;&nbsp;0.70%, 02/08/26 (Call 01/08/26) | 712 | 641754 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 05/11/25 (Call 04/11/25) | $727 | $677273 |
| &nbsp;&nbsp;&nbsp;1.20%, 02/08/28 (Call 12/08/27) | 413 | 359376 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/20/30 (Call 05/20/30) | 423 | 343827 |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/28 (Call 06/05/28) | 800 | 694776 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/11/30 (Call 02/11/30) | 551 | 464102 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/08/31 (Call 11/08/30) | 780 | 647392 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/05/31 (Call 05/05/31) | 290 | 238960 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/11/24 (Call 08/11/24) | 161 | 154322 |
| &nbsp;&nbsp;&nbsp;2.05%, 09/11/26 (Call 07/11/26) | 635 | 589432 |
| &nbsp;&nbsp;&nbsp;2.20%, 09/11/29 (Call 06/11/29) | 577 | 511909 |
| &nbsp;&nbsp;&nbsp;2.38%, 02/08/41 (Call 08/08/40) | 510 | 379991 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/20/50 (Call 02/20/50) | 355 | 239806 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/04/26 (Call 05/04/26) | 745 | 702952 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/09/25 | 91 | 87832 |
| &nbsp;&nbsp;&nbsp;2.55%, 08/20/60 (Call 02/20/60) | 405 | 264335 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/11/50 (Call 11/11/49) | 685 | 484727 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/08/51 (Call 08/08/50) | 1182 | 836324 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/05/51 (Call 02/05/51) | 598 | 425716 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/13/25 (Call 11/13/24) | 507 | 491902 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/08/61 (Call 02/08/60) | 515 | 352435 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/11/24 (Call 03/11/24) | 448 | 438596 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/05/61 (Call 02/05/61) | 420 | 292312 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/12/27 (Call 06/12/27) | 650 | 617058 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/11/49 (Call 03/11/49) | 438 | 331627 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/20/27 (Call 03/20/27) | 336 | 321955 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/13/27 (Call 08/13/27) | 534 | 509068 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/13/25 | 588 | 574223 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/11/27 (Call 02/11/27)<sup>(a)</sup> | 677 | 653908 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/23/26 (Call 11/23/25) | 1161 | 1127946 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/08/29 (Call 06/08/29) | 340 | 323017 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 02/09/27 (Call 11/09/26)<sup>(a)</sup> | 698 | 678805 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 08/08/32 (Call 05/08/32)<sup>(a)</sup> | 440 | 411074 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/06/24 | 566 | 560306 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/09/45 | 584 | 498263 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/47 (Call 03/12/47) | 360 | 316656 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/13/47 (Call 05/13/47) | 397 | 349007 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/04/43 | 882 | 801024 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/04/46 (Call 02/04/46) | 457 | 410395 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/08/52 (Call 02/08/52) | 620 | 556655 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/08/62 (Call 02/08/62) | 365 | 325635 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/09/47 (Call 08/09/46) | 368 | 353608 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/13/45 | 623 | 606204 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/06/44 | 369 | 368354 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/23/36 (Call 08/23/35) | 378 | 387091 |
| &nbsp;&nbsp;&nbsp;4.65%, 02/23/46 (Call 08/23/45) | 1152 | 1160248 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/27 (Call 03/15/27) | 440 | 393914 |
| &nbsp;&nbsp;&nbsp;1.95%, 05/15/30 (Call 02/15/30) | 375 | 315000 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/09/27 (Call 01/09/27) | 285 | 261730 |
| &nbsp;&nbsp;&nbsp;2.72%, 02/09/32 (Call 11/09/31) | 200 | 173532 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/15/40 (Call 11/15/39) | 228 | 173766 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/50 (Call 11/15/49) | 200 | 140846 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 773 | 755337 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 925 | 892856 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 170 | 163176 |
| &nbsp;&nbsp;&nbsp;3.43%, 02/09/52 (Call 08/09/51) | 315 | 239038 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 508 | 493999 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/29 | 955 | 897604 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/27/25<sup>(a)</sup> | 290 | 286389 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/20/42 | 390 | 339951 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 07/27/27 (Call 06/27/27) | $105 | $104121 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/39 | 800 | 723840 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/49 | 710 | 628904 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/27/32 (Call 04/27/32)<sup>(a)</sup> | 130 | 127890 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/26 | 200 | 200204 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/28 | 200 | 200366 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/19/46 | 250 | 233640 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/06/33 | 200 | 200900 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/27/52 (Call 01/27/52)<sup>(a)</sup> | 210 | 204303 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/06/53 | 200 | 199662 |
| &nbsp;&nbsp;&nbsp;5.60%, 11/30/39 | 259 | 277288 |
| &nbsp;&nbsp;&nbsp;5.88%, 11/29/32 | 187 | 205289 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 209 | 223388 |
|  |  | 31864752 |
| **Cosmetics & Personal Care — 1.2%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/25 | 257 | 250680 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/27 (Call 07/15/27) | 285 | 276316 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/24 | 137 | 135438 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/32 (Call 05/15/32) | 335 | 314676 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/01/47 (Call 02/01/47)<sup>(a)</sup> | 158 | 145341 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/45 | 242 | 232610 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 03/15/31 (Call 12/15/30) | 155 | 130419 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/24 (Call 11/01/24) | 202 | 193144 |
| &nbsp;&nbsp;&nbsp;2.38%, 12/01/29 (Call 09/01/29) | 260 | 230565 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/15/30 (Call 01/15/30) | 305 | 273448 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/49 (Call 06/01/49) | 199 | 156283 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/27 (Call 12/15/26) | 158 | 152265 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/47 (Call 09/15/46) | 200 | 186784 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/29/25 | 522 | 474357 |
| &nbsp;&nbsp;&nbsp;1.00%, 04/23/26 | 395 | 357898 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/29/30 | 485 | 394708 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 02/01/27<sup>(a)</sup> | 495 | 458677 |
| &nbsp;&nbsp;&nbsp;1.95%, 04/23/31 | 420 | 362565 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/32 | 345 | 302744 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 11/03/26<sup>(a)</sup> | 341 | 321184 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 369 | 354055 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | 227 | 216238 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 53 | 50634 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/25/30 | 590 | 551567 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/25/40 | 50 | 45363 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/26/28 | 250 | 249680 |
| &nbsp;&nbsp;&nbsp;4.05%, 01/26/33 | 110 | 110164 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/26/26 | 295 | 294911 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 08/12/24 (Call 03/03/23) | 235 | 221299 |
| &nbsp;&nbsp;&nbsp;1.38%, 09/14/30 (Call 06/14/30) | 195 | 157794 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/12/31 (Call 05/12/31) | 260 | 213021 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 295 | 273020 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/06/29 (Call 06/06/29) | 115 | 100362 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 370 | 360831 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 415 | 395146 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 363 | 351094 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/22/28 (Call 12/22/27) | 588 | 567091 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 11/15/32<sup>(a)</sup> | 293 | 329643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 30Y, 2.63%, 08/12/51 (Call 02/12/51)<sup>(a)</sup> | 175 | 124945 |
|  |  | 10316960 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Distribution & Wholesale — 0.1%** |  |  |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 02/15/25 (Call 01/15/25) | $179 | $169812 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/15/45 (Call 12/15/44) | 367 | 362390 |
|  |  | 532202 |
| **Diversified Financial Services — 4.0%** |  |  |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 315 | 284823 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/04/25 (Call 02/01/25) | 195 | 185589 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/29/24) | 717 | 693160 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 540 | 500899 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 659 | 641062 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 325 | 310791 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/02/27) | 744 | 708281 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/03/24 | 210 | 206390 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24) | 670 | 659715 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 461 | 452605 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/25 (Call 07/01/25) | 360 | 354740 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 05/03/29 (Call 03/03/29)<sup>(a)</sup> | 340 | 332245 |
| &nbsp;&nbsp;&nbsp;4.05%, 12/03/42 | 129 | 120203 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25) | 330 | 327505 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.42%, 08/03/33 (Call 08/03/32)<sup>(c)</sup> | 555 | 540370 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 05/26/33 (Call 05/26/32)<sup>(c)</sup> | 225 | 222946 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27) | 555 | 587218 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/15/26 (Call 06/15/26) | 290 | 273392 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 185 | 178566 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 435 | 427314 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 05/13/32 (Call 02/13/32)<sup>(a)</sup> | 135 | 135701 |
| Brookfield Finance I UK PLC, 2.34%, 01/30/32 (Call 10/30/31) | 210 | 169443 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.72%, 04/15/31 (Call 01/15/31) | 160 | 135006 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/51 (Call 09/30/50) | 213 | 149699 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/25/28 (Call 10/25/27) | 391 | 373397 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 125 | 123469 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 191 | 187986 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/30 (Call 01/15/30) | 186 | 175192 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/20/47 (Call 03/20/47) | 317 | 277242 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/29/29 (Call 12/29/28) | 410 | 408327 |
| Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49) | 164 | 114651 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 12/15/30 (Call 09/15/30)<sup>(a)</sup> | 150 | 122132 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 01/12/27 (Call 10/12/26)<sup>(a)</sup> | 379 | 369635 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/18/24 (Call 02/18/24) | 312 | 298203 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 03/11/26 (Call 02/11/26)<sup>(a)</sup> | 481 | 430812 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/13/26 (Call 04/13/26) | 270 | 242644 |
| &nbsp;&nbsp;&nbsp;1.65%, 03/11/31 (Call 12/11/30) | 260 | 210652 |
| &nbsp;&nbsp;&nbsp;1.95%, 12/01/31 (Call 09/01/31) | 345 | 282431 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/20/28 (Call 01/20/28) | 371 | 333525 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 05/13/31 (Call 02/13/31)<sup>(a)</sup> | 240 | 205464 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (Call 02/03/27) | 530 | 493112 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/32 (Call 12/03/31) | 365 | 323609 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/02/27 (Call 12/02/26)<sup>(a)</sup> | 345 | 329744 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/25/28 (Call 10/25/27) | 100 | 95356 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/22/29 (Call 02/22/29) | 211 | 197230 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 83 | 79920 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/21/25 (Call 03/21/25) | 161 | 158495 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/29 (Call 11/01/28) | 272 | 265165 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/24/25 (Call 02/22/25)<sup>(a)</sup> | 308 | 306700 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 03/22/30 (Call 12/22/29) | $206 | $208882 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 03/15/32 (Call 12/15/31) | 265 | 231488 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/25 (Call 12/15/24) | 437 | 425572 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/28 (Call 03/15/28) | 172 | 168859 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/15/48 (Call 12/15/47)<sup>(a)</sup> | 240 | 228643 |
| &nbsp;&nbsp;&nbsp;5.30%, 09/15/43 (Call 03/15/43) | 307 | 334688 |
| Credit Suisse USA Inc., 7.13%, 07/15/32<sup>(a)</sup> | 156 | 169028 |
| Franklin Resources Inc., 1.60%, 10/30/30 (Call 07/30/30) | 115 | 92176 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 09/15/32 (Call 06/15/32) | 470 | 369354 |
| &nbsp;&nbsp;&nbsp;2.10%, 06/15/30 (Call 03/15/30) | 465 | 393674 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/15/40 (Call 03/15/40) | 375 | 279221 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/50 (Call 12/15/49) | 235 | 169604 |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/60 (Call 03/15/60) | 565 | 383917 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 135 | 128168 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/23/25 (Call 04/23/25) | 440 | 433915 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/25 (Call 09/01/25)<sup>(a)</sup> | 550 | 540804 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 09/21/28 (Call 06/21/28)<sup>(a)</sup> | 175 | 169349 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/27 (Call 08/15/27) | 525 | 518159 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/21/48 (Call 03/21/48) | 180 | 161732 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 06/15/29 (Call 04/15/29)<sup>(a)</sup> | 495 | 491481 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/15/33 (Call 12/15/32)<sup>(a)</sup> | 680 | 674410 |
| &nbsp;&nbsp;&nbsp;4.95%, 06/15/52 (Call 12/15/51) | 500 | 492695 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/15/62 (Call 01/15/62) | 390 | 388764 |
| Invesco Finance PLC, 3.75%, 01/15/26 | 257 | 252634 |
| Legg Mason Inc., 5.63%, 01/15/44 | 178 | 185700 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/15/31 (Call 12/15/30) | 245 | 206883 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 03/03/25 (Call 02/03/25)<sup>(a)</sup> | 271 | 257922 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/18/31 (Call 08/18/31) | 195 | 163589 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 08/21/26) | 236 | 226109 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/29 (Call 03/01/29) | 376 | 350643 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/51 (Call 09/15/50) | 213 | 164623 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/26/27 (Call 01/26/27) | 495 | 481071 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/26/30 (Call 12/26/29) | 502 | 475504 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/24 | 174 | 171574 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/26/28 (Call 11/26/27) | 160 | 155643 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/01/49 (Call 12/01/48) | 360 | 316850 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 11/21/46 (Call 05/21/46)<sup>(a)</sup> | 226 | 202467 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/26/50 (Call 09/26/49) | 301 | 273091 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 02/26/48 (Call 08/26/47)<sup>(a)</sup> | 190 | 175606 |
| Morgan Stanley, 5.05%, 01/28/27 | 505 | 506672 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/09/31 | 160 | 131558 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/04/24<sup>(a)</sup> | 326 | 316852 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/18/27 | 185 | 178656 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/13/32 | 105 | 97427 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/13/27 | 150 | 152999 |
| &nbsp;&nbsp;&nbsp;5.20%, 09/13/32 | 160 | 162670 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/51 (Call 10/01/50) | 260 | 205743 |
| &nbsp;&nbsp;&nbsp;4.65%, 04/01/30 (Call 01/01/30) | 220 | 219001 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/46 | 275 | 265097 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/15/27 (Call 06/15/27)<sup>(a)</sup> | 257 | 224603 |
| &nbsp;&nbsp;&nbsp;1.10%, 02/15/31 (Call 11/15/30) | 395 | 314783 |
| &nbsp;&nbsp;&nbsp;1.90%, 04/15/27 (Call 02/15/27) | 496 | 455025 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/50 (Call 02/15/50) | 568 | 360635 |
| &nbsp;&nbsp;&nbsp;2.05%, 04/15/30 (Call 01/15/30) | 423 | 369562 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/40 (Call 10/15/39) | $346 | $276392 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/27 (Call 06/15/27) | 307 | 290873 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/25 (Call 09/14/25) | 1086 | 1054734 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/47 (Call 03/15/47) | 298 | 262464 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/14/35 (Call 06/14/35) | 462 | 456886 |
| &nbsp;&nbsp;&nbsp;4.30%, 12/14/45 (Call 06/14/45) | 956 | 929691 |
|  |  | 33749571 |
| **Electric — 5.8%** |  |  |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 12/01/47 (Call 06/01/47) | 185 | 155716 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/15/52 (Call 12/15/51)<sup>(a)</sup> | 170 | 161995 |
| &nbsp;&nbsp;&nbsp;Series M, 3.65%, 04/01/50 (Call 10/01/49) | 125 | 102829 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/52 (Call 09/15/51) | 150 | 106845 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 80 | 71430 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/15/51 (Call 01/15/51) | 235 | 171686 |
| &nbsp;&nbsp;&nbsp;3.45%, 10/01/49 (Call 04/01/49) | 265 | 204487 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/01/27 (Call 08/01/27) | 255 | 249540 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/01/45 (Call 09/01/44) | 233 | 192868 |
| &nbsp;&nbsp;&nbsp;6.00%, 03/01/39 | 137 | 149538 |
| &nbsp;&nbsp;&nbsp;Series 20-A, 1.45%, 09/15/30 (Call 06/15/30) | 245 | 197764 |
| &nbsp;&nbsp;&nbsp;Series A, 4.30%, 07/15/48 (Call 01/15/48) | 167 | 148243 |
| &nbsp;&nbsp;&nbsp;Series B, 3.70%, 12/01/47 (Call 06/01/47) | 199 | 162784 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 131 | 111180 |
| &nbsp;&nbsp;&nbsp;3.85%, 09/01/32 (Call 06/01/32) | 190 | 182366 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/15/49 (Call 09/15/48) | 195 | 189265 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 08/01/32 (Call 05/01/32) | 55 | 53494 |
| &nbsp;&nbsp;&nbsp;7.00%, 04/01/38 | 163 | 192143 |
| &nbsp;&nbsp;&nbsp;Series AA, 2.70%, 04/01/31 (Call 01/01/31) | 259 | 221023 |
| &nbsp;&nbsp;&nbsp;Series Z, 3.70%, 05/01/50 (Call 11/01/49) | 178 | 142380 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/50 (Call 11/15/49) | 214 | 153061 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/45 (Call 05/15/45) | 180 | 152329 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 06/15/31 (Call 03/15/31) | 253 | 212988 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/46 (Call 02/15/46) | 168 | 133286 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/01/52 (Call 12/01/51) | 148 | 139511 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 05/15/31 (Call 02/15/31) | 160 | 128648 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/15/51 (Call 11/15/50) | 450 | 317902 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/28 (Call 01/15/28) | 169 | 160660 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/30 (Call 04/15/30) | 195 | 186143 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/48 (Call 01/15/48) | 255 | 211780 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/25 (Call 03/15/25) | 20 | 19759 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/50 (Call 04/15/50) | 310 | 274989 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/49 (Call 07/15/48) | 247 | 229152 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/45 (Call 08/01/44) | 297 | 276991 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 05/01/53 (Call 11/01/52)<sup>(d)</sup> | 180 | 169218 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 11/15/43 (Call 05/15/43)<sup>(a)</sup> | 240 | 243130 |
| &nbsp;&nbsp;&nbsp;5.95%, 05/15/37 | 180 | 195680 |
| &nbsp;&nbsp;&nbsp;6.13%, 04/01/36 | 576 | 639631 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 08/01/42 (Call 02/01/42) | 110 | 92831 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/52 (Call 09/01/51) | 250 | 207130 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/44 (Call 10/01/43) | 269 | 255017 |
| &nbsp;&nbsp;&nbsp;Series AC, 4.25%, 02/01/49 (Call 08/01/48) | 143 | 131653 |
| &nbsp;&nbsp;&nbsp;Series AF, 3.35%, 04/01/51 (Call 10/01/50) | 68 | 53712 |
| &nbsp;&nbsp;&nbsp;Series ai., 4.45%, 10/01/32 (Call 07/01/32) | 165 | 165251 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/26 (Call 03/15/26) | $336 | $316509 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 215 | 157862 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/46 (Call 12/15/45) | 227 | 185536 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/28 (Call 05/15/28) | 198 | 191215 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 250 | 219847 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/53 (Call 08/01/52) | 165 | 176050 |
| &nbsp;&nbsp;&nbsp;5.90%, 03/15/36 | 55 | 59974 |
| &nbsp;&nbsp;&nbsp;Series 123, 3.75%, 08/15/47 (Call 02/15/47) | 201 | 167616 |
| &nbsp;&nbsp;&nbsp;Series 130, 3.13%, 03/15/51 (Call 09/15/50) | 186 | 138663 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/48 (Call 10/01/47) | 265 | 238717 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/53 | 165 | 176710 |
| &nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 20 | 19233 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 06/15/31 (Call 03/15/31)<sup>(a)</sup> | 280 | 239408 |
| &nbsp;&nbsp;&nbsp;3.20%, 12/01/51 (Call 06/01/51) | 145 | 107935 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/15/61 (Call 12/15/60) | 275 | 215479 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/59 (Call 05/15/59) | 135 | 105582 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/46 (Call 12/15/45) | 200 | 166740 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/43 (Call 09/01/42) | 247 | 211627 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/44 (Call 09/15/43) | 298 | 275087 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/01/45 (Call 06/01/45) | 193 | 176518 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/58 (Call 11/15/57) | 210 | 188280 |
| &nbsp;&nbsp;&nbsp;4.63%, 12/01/54 (Call 06/01/54) | 218 | 200931 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/15/52 (Call 05/15/52) | 235 | 273293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 07-A, 6.30%, 08/15/37<sup>(a)</sup> | 142 | 160304 |
| &nbsp;&nbsp;&nbsp;Series 08-B, 6.75%, 04/01/38 | 121 | 141735 |
| &nbsp;&nbsp;&nbsp;Series 09-C, 5.50%, 12/01/39 | 191 | 197253 |
| &nbsp;&nbsp;&nbsp;Series 2017, 3.88%, 06/15/47 (Call 12/15/46) | 175 | 144097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 20A, 3.35%, 04/01/30 (Call 01/01/30)<sup>(a)</sup> | 213 | 197779 |
| &nbsp;&nbsp;&nbsp;Series 20B, 3.95%, 04/01/50 (Call 10/01/49) | 394 | 338036 |
| &nbsp;&nbsp;&nbsp;Series A, 4.13%, 05/15/49 (Call 11/15/48) | 243 | 210958 |
| &nbsp;&nbsp;&nbsp;Series C, 3.00%, 12/01/60 (Call 06/01/60) | 70 | 47702 |
| &nbsp;&nbsp;&nbsp;Series C, 4.30%, 12/01/56 (Call 06/01/56) | 190 | 165296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.00%, 12/01/28 (Call 09/01/28)<sup>(a)</sup> | 210 | 206344 |
| &nbsp;&nbsp;&nbsp;Series E, 4.65%, 12/01/48 (Call 06/01/48) | 202 | 188409 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/01/60 (Call 11/01/59) | 118 | 71900 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/50 (Call 02/15/50) | 175 | 130431 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/01/51 (Call 02/01/51) | 167 | 134819 |
| &nbsp;&nbsp;&nbsp;4.05%, 05/15/48 (Call 11/15/47) | 225 | 200612 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/15/49 (Call 10/15/48) | 188 | 175410 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 06/01/65 (Call 12/01/64) | 119 | 121219 |
| &nbsp;&nbsp;&nbsp;6.05%, 01/15/38 | 95 | 105673 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/01/30 (Call 12/01/29) | 298 | 258759 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/50 (Call 09/01/49) | 157 | 115125 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/45 (Call 09/15/44) | 106 | 89963 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/49 (Call 09/01/48) | 240 | 211159 |
| &nbsp;&nbsp;&nbsp;Series A, 1.90%, 04/01/28 (Call 02/01/28) | 203 | 180288 |
| &nbsp;&nbsp;&nbsp;Series A, 3.00%, 03/01/32 (Call 12/01/31) | 215 | 191705 |
| &nbsp;&nbsp;&nbsp;Series A, 4.05%, 05/15/48 (Call 11/15/47) | 155 | 137704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.63%, 03/01/31 (Call 12/01/30)<sup>(a)</sup> | 285 | 250421 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/01/30 (Call 11/01/29) | 335 | 294076 |
| &nbsp;&nbsp;&nbsp;2.55%, 04/15/31 (Call 01/15/31) | 169 | 146185 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/15/32 (Call 12/15/31) | 310 | 271411 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 12/01/26 (Call 09/01/26)<sup>(a)</sup> | 220 | 210098 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/49 (Call 02/15/49) | $140 | $106084 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/52 (Call 09/15/51) | 225 | 181874 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 130 | 106678 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/45 (Call 12/01/44) | 197 | 165196 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/46 (Call 09/15/45) | 180 | 151580 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/28 (Call 08/15/28) | 145 | 142241 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/48 (Call 09/15/47) | 192 | 164423 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/30/42 (Call 03/30/42) | 220 | 193021 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/41 (Call 06/15/41) | 221 | 202792 |
| &nbsp;&nbsp;&nbsp;4.95%, 01/15/33 | 80 | 82149 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 02/15/40<sup>(a)</sup> | 231 | 241176 |
| &nbsp;&nbsp;&nbsp;5.35%, 01/15/53 | 50 | 52826 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/38 | 112 | 124660 |
| &nbsp;&nbsp;&nbsp;6.05%, 04/15/38 | 195 | 217507 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 06/15/30 (Call 03/15/30) | 225 | 186602 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 12/15/31 (Call 09/15/31)<sup>(a)</sup> | 265 | 225428 |
| &nbsp;&nbsp;&nbsp;2.50%, 12/01/29 (Call 09/01/29) | 235 | 208393 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/51 (Call 06/15/51) | 330 | 239715 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/27 (Call 10/15/26) | 227 | 218108 |
| &nbsp;&nbsp;&nbsp;3.40%, 10/01/46 (Call 04/01/46) | 220 | 170438 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 07/15/28 (Call 04/15/28)<sup>(a)</sup> | 195 | 190297 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/15/52 (Call 05/15/52) | 20 | 22719 |
| &nbsp;&nbsp;&nbsp;6.35%, 09/15/37 | 50 | 57265 |
| &nbsp;&nbsp;&nbsp;6.40%, 06/15/38 | 260 | 305154 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/50 (Call 10/01/49) | 250 | 169688 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 210 | 172227 |
| &nbsp;&nbsp;&nbsp;6.35%, 08/15/38 | 161 | 185374 |
| &nbsp;&nbsp;&nbsp;Series YYY, 3.25%, 10/01/49 (Call 04/01/49) | 190 | 141510 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | 130 | 106876 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/50 (Call 02/15/50) | 213 | 137907 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25) | 190 | 184152 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/01/32 (Call 01/01/32)<sup>(a)</sup> | 200 | 183370 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 180 | 170532 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 115 | 92068 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/01/28 (Call 06/01/28) | 199 | 192795 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/15/42 (Call 11/15/41) | 170 | 151757 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/43 (Call 09/15/42) | 176 | 156805 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/01/44 (Call 06/01/44) | 175 | 155482 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/45 (Call 02/15/45) | 195 | 173538 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 06/15/51 (Call 12/15/50) | 247 | 164346 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/26 (Call 01/01/26)<sup>(a)</sup> | 435 | 423868 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/49 (Call 10/01/48) | 105 | 92576 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 10/01/24 (Call 03/03/23) | 155 | 145666 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 06/15/32 (Call 03/15/32)<sup>(a)</sup> | 150 | 124743 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/51 (Call 09/15/50) | 250 | 174693 |
| &nbsp;&nbsp;&nbsp;3.10%, 06/15/41 (Call 12/15/40) | 55 | 43718 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/33 (Call 12/15/32) | 292 | 275855 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 178 | 157726 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/50 (Call 10/01/49) | 213 | 186939 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/52 (Call 03/15/52) | 200 | 193482 |
| Entergy Texas Inc., 1.75%, 03/15/31 (Call 12/15/30) | 200 | 162208 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 04/15/50 (Call 10/15/49) | 170 | 132984 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/42 (Call 09/01/41) | 171 | 151292 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/03/32 (Call 11/03/31) | $505 | $436128 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 328 | 316346 |
| &nbsp;&nbsp;&nbsp;2.88%, 12/04/51 (Call 06/04/51) | 195 | 141859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 12/01/25 (Call 06/01/25)<sup>(a)</sup> | 431 | 417609 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/49 (Call 04/01/49) | 279 | 216504 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/24 (Call 12/01/23) | 76 | 74588 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 316 | 269554 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 353 | 311681 |
| &nbsp;&nbsp;&nbsp;3.99%, 03/01/49 (Call 09/01/48) | 245 | 218138 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 06/01/42 (Call 12/01/41)<sup>(a)</sup> | 228 | 207136 |
| &nbsp;&nbsp;&nbsp;4.05%, 10/01/44 (Call 04/01/44) | 180 | 162535 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/01/42 (Call 08/01/41) | 217 | 198659 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/48 (Call 12/01/47) | 187 | 169502 |
| &nbsp;&nbsp;&nbsp;5.69%, 03/01/40 | 150 | 164535 |
| &nbsp;&nbsp;&nbsp;5.95%, 02/01/38 | 195 | 216606 |
| &nbsp;&nbsp;&nbsp;5.96%, 04/01/39 | 125 | 139908 |
| John Sevier Combined Cycle Generation LLC, 4.63%, 01/15/42 | 95 | 93217 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/50 (Call 12/01/49) | 190 | 143040 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/01/45 (Call 04/01/45) | 197 | 177787 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/01/40 (Call 05/01/40) | 204 | 205938 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 08/01/52 (Call 02/01/52) | 215 | 149956 |
| &nbsp;&nbsp;&nbsp;3.15%, 04/15/50 (Call 10/15/49) | 265 | 203658 |
| &nbsp;&nbsp;&nbsp;3.50%, 10/15/24 (Call 07/15/24) | 55 | 54068 |
| &nbsp;&nbsp;&nbsp;3.65%, 04/15/29 (Call 01/15/29) | 343 | 330443 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/48 (Call 02/01/48) | 258 | 216098 |
| &nbsp;&nbsp;&nbsp;4.25%, 07/15/49 (Call 01/15/49) | 357 | 326791 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 06/15/26 (Call 05/15/26) | 143 | 127728 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/07/25<sup>(a)</sup> | 260 | 246581 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/30 (Call 12/15/29) | 118 | 101380 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/32 (Call 01/15/32) | 125 | 107405 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/27/25 (Call 10/27/24) | 119 | 114866 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/07/28 (Call 11/07/27)<sup>(a)</sup> | 278 | 265735 |
| &nbsp;&nbsp;&nbsp;4.02%, 11/01/32 (Call 05/01/32) | 123 | 116410 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/49 (Call 09/15/48) | 177 | 158815 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | 155 | 158159 |
| Nevada Power Co., Series CC, 3.70%, 05/01/29 (Call 02/01/29)<sup>(a)</sup> | 85 | 81784 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 06/01/51 (Call 12/01/50) | 245 | 168004 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/50 (Call 09/01/49) | 193 | 140851 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/42 (Call 02/15/42) | 54 | 44885 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/47 (Call 03/15/47) | 228 | 187886 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/52 (Call 12/01/51) | 165 | 159760 |
| NSTAR Electric Co., 3.20%, 05/15/27 (Call 02/15/27) | 415 | 396640 |
| Ohio Power Co., Series R, 2.90%, 10/01/51 (Call 04/01/51) | 220 | 154557 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/30 (Call 02/15/30) | 180 | 160895 |
| &nbsp;&nbsp;&nbsp;3.10%, 09/15/49 (Call 03/15/49) | 239 | 180799 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/15/28 (Call 08/15/28) | 270 | 261101 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/45 (Call 10/01/44) | 178 | 152790 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/15/32 | 135 | 136413 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/52 (Call 12/15/51) | 290 | 207170 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/15/51 (Call 09/15/50) | 185 | 143479 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/49 (Call 07/15/48) | 217 | 191116 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 02/15/50 (Call 08/15/49) | $189 | $167545 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/01/53 (Call 06/01/53) | 240 | 256342 |
| &nbsp;&nbsp;&nbsp;5.75%, 04/01/37 | 172 | 184919 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/39 | 225 | 246375 |
| &nbsp;&nbsp;&nbsp;6.25%, 10/15/37 | 180 | 203112 |
| PECO Energy Co., 3.90%, 03/01/48 (Call 09/01/47) | 122 | 106794 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/43 (Call 09/15/42) | 235 | 213284 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 11/15/37<sup>(a)</sup> | 170 | 195840 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/15/31 (Call 12/15/30) | 155 | 128035 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 149 | 124853 |
| &nbsp;&nbsp;&nbsp;Series 34, 3.20%, 03/01/50 (Call 09/01/49) | 190 | 147144 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 255 | 231078 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/01/46 (Call 09/01/45) | 208 | 177963 |
| Puget Sound Energy Inc., 4.22%, 06/15/48 (Call 12/15/47) | 295 | 259031 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/26 (Call 02/15/26) | 362 | 339679 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 160 | 134299 |
| &nbsp;&nbsp;&nbsp;4.50%, 08/15/40 | 160 | 152438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series VVV, 1.70%, 10/01/30 (Call 07/01/30)<sup>(a)</sup> | 286 | 234589 |
| &nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 08/15/51 (Call 02/15/51) | 265 | 193039 |
| &nbsp;&nbsp;&nbsp;Series XXX, 3.00%, 03/15/32 (Call 12/15/31) | 145 | 128354 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 04/01/24 (Call 04/01/23) | 25 | 23922 |
| &nbsp;&nbsp;&nbsp;2.25%, 06/01/30 (Call 03/01/30) | 355 | 304040 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/01/32 (Call 11/01/31)<sup>(a)</sup> | 170 | 147132 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/01/29 (Call 05/01/29) | 77 | 68883 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/01/52 (Call 08/01/51) | 240 | 182818 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/50 (Call 08/01/49) | 252 | 198201 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/47 (Call 10/01/46) | 609 | 511061 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/01/40 (Call 03/01/40) | 165 | 149408 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/01/43 (Call 04/01/43) | 219 | 203821 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/15/40 | 169 | 173103 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 160 | 168475 |
| &nbsp;&nbsp;&nbsp;5.95%, 11/01/32 (Call 08/01/32) | 100 | 108957 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/34 | 210 | 228669 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/39 | 156 | 168324 |
| &nbsp;&nbsp;&nbsp;Series 08-A, 5.95%, 02/01/38 | 220 | 235044 |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.95%, 02/01/51 (Call 08/01/50) | 255 | 176452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 4.20%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 74 | 72087 |
| &nbsp;&nbsp;&nbsp;Series B, 4.88%, 03/01/49 (Call 09/01/48) | 210 | 199615 |
| &nbsp;&nbsp;&nbsp;Series C, 4.13%, 03/01/48 (Call 09/01/47) | 385 | 327820 |
| &nbsp;&nbsp;&nbsp;Series D, 4.70%, 06/01/27 (Call 05/01/27) | 135 | 135660 |
| &nbsp;&nbsp;&nbsp;Series E, 3.70%, 08/01/25 (Call 06/01/25) | 212 | 206547 |
| Southwestern Public Service Co., Series 8, 3.15%, 05/01/50 (Call 11/01/49) | 260 | 193955 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 03/15/32 (Call 12/15/31) | 210 | 172807 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/15/51 (Call 09/15/50) | 170 | 116571 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/52 (Call 10/01/51) | 180 | 155660 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/31 (Call 08/15/31) | 193 | 162207 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/30/32 (Call 12/30/31) | 225 | 190093 |
| &nbsp;&nbsp;&nbsp;2.45%, 12/15/50 (Call 06/15/50) | 483 | 310786 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/51 (Call 05/15/51) | 100 | 71348 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/49 (Call 06/01/49) | 202 | 155651 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/43 (Call 07/15/42) | 195 | 169285 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/44 (Call 08/15/43) | 181 | 165349 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/48 (Call 06/01/48) | $174 | $161681 |
| &nbsp;&nbsp;&nbsp;8.88%, 11/15/38 | 211 | 297141 |
| &nbsp;&nbsp;&nbsp;Series A, 2.88%, 07/15/29 (Call 04/15/29) | 190 | 172987 |
| &nbsp;&nbsp;&nbsp;Series A, 3.15%, 01/15/26 (Call 10/15/25) | 365 | 353900 |
| &nbsp;&nbsp;&nbsp;Series A, 3.50%, 03/15/27 (Call 12/15/26) | 348 | 335910 |
| &nbsp;&nbsp;&nbsp;Series A, 3.80%, 04/01/28 (Call 01/01/28) | 265 | 256112 |
| &nbsp;&nbsp;&nbsp;Series A, 6.00%, 05/15/37 | 82 | 89995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.75%, 05/15/27 (Call 04/15/27)<sup>(a)</sup> | 250 | 243755 |
| &nbsp;&nbsp;&nbsp;Series B, 3.80%, 09/15/47 (Call 03/15/47) | 200 | 164662 |
| &nbsp;&nbsp;&nbsp;Series B, 6.00%, 01/15/36 | 95 | 102135 |
| &nbsp;&nbsp;&nbsp;Series C, 4.00%, 11/15/46 (Call 05/15/46) | 180 | 151585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 4.63%, 05/15/52 (Call 11/15/51)<sup>(a)</sup> | 258 | 242342 |
| &nbsp;&nbsp;&nbsp;Series D, 4.65%, 08/15/43 (Call 02/15/43) | 165 | 155478 |
| Wisconsin Electric Power Co., 4.75%, 09/30/32 (Call 06/30/32) | 55 | 56075 |
| Wisconsin Power and Light Co., 3.95%, 09/01/32 (Call 06/01/32) | 185 | 176527 |
|  |  | 48548456 |
| **Electrical Components & Equipment — 0.2%** |  |  |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 10/15/26 (Call 09/15/26) | 247 | 218168 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/15/27 (Call 08/15/27)<sup>(a)</sup> | 137 | 122331 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/15/30 (Call 07/15/30) | 145 | 121197 |
| &nbsp;&nbsp;&nbsp;2.00%, 12/21/28 (Call 10/21/28) | 335 | 294653 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 12/21/31 (Call 09/21/31)<sup>(a)</sup> | 315 | 262880 |
| &nbsp;&nbsp;&nbsp;2.75%, 10/15/50 (Call 04/15/50) | 212 | 147484 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/21/51 (Call 06/21/51) | 388 | 272298 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/01/25 (Call 03/01/25) | 90 | 87461 |
|  |  | 1526472 |
| **Electronics — 0.5%** |  |  |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/01/27 (Call 02/01/27) | 410 | 363928 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/01/25 (Call 05/01/25) | 373 | 348099 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/31 (Call 06/01/31) | 650 | 532850 |
| &nbsp;&nbsp;&nbsp;1.95%, 06/01/30 (Call 03/01/30) | 326 | 278225 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 416 | 402172 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 609 | 573800 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 08/15/29 (Call 05/15/29)<sup>(a)</sup> | 250 | 227172 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 06/01/50 (Call 12/01/49)<sup>(a)</sup> | 254 | 196413 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/28 (Call 01/15/28) | 303 | 314765 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/33 (Call 11/15/32) | 338 | 355961 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/04/32 (Call 11/04/31) | 245 | 210377 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/13/26 | 50 | 50058 |
|  |  | 3853820 |
| **Food — 0.2%** |  |  |
| Hershey Co. (The), 2.30%, 08/15/26 (Call 05/15/26) | 370 | 344799 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 06/03/24 (Call 03/03/23) | 345 | 327157 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/03/28 (Call 04/03/28) | 325 | 288545 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 06/11/30 (Call 03/11/30)<sup>(a)</sup> | 331 | 279566 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/03/51 (Call 12/03/50) | 215 | 162252 |
| Walmart Inc., 3.90%, 09/09/25 | 185 | 184134 |
|  |  | 1586453 |
| **Forest Products & Paper — 0.0%** |  |  |
| Georgia-Pacific LLC, 7.75%, 11/15/29<sup>(a)</sup> | 226 | 263007 |
| **Gas — 0.4%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 01/15/31 (Call 10/15/30) | 357 | 288231 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 09/15/29 (Call 06/15/29) | $120 | $107048 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/15/52 (Call 08/15/51) | 245 | 172561 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/27 (Call 03/15/27)<sup>(a)</sup> | 337 | 320666 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/49 (Call 03/15/49) | 188 | 147193 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/44 (Call 04/15/44) | 129 | 113455 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/43 (Call 07/15/42) | 215 | 191567 |
| &nbsp;&nbsp;&nbsp;4.30%, 10/01/48 (Call 04/01/48) | 215 | 194569 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/15/52 (Call 04/15/52)<sup>(a)</sup> | 110 | 123638 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/01/30 (Call 07/01/30) | 160 | 131685 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 07/01/32 (Call 04/01/32)<sup>(a)</sup> | 245 | 243432 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27)<sup>(a)</sup> | 275 | 260260 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/24 (Call 06/15/24) | 300 | 292389 |
| &nbsp;&nbsp;&nbsp;6.35%, 11/15/52 (Call 05/15/52) | 120 | 140258 |
| &nbsp;&nbsp;&nbsp;Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 364 | 341680 |
| &nbsp;&nbsp;&nbsp;Series VV, 4.30%, 01/15/49 (Call 07/15/48) | 117 | 102665 |
| &nbsp;&nbsp;&nbsp;Series XX, 2.55%, 02/01/30 (Call 11/01/29) | 314 | 275384 |
|  |  | 3446681 |
| **Hand & Machine Tools — 0.2%** |  |  |
| Snap-on Inc., 3.10%, 05/01/50 (Call 11/01/49) | 108 | 83313 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/24/25 (Call 02/24/23) | 190 | 181030 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/15/30 (Call 12/15/29) | 277 | 234026 |
| &nbsp;&nbsp;&nbsp;2.75%, 11/15/50 (Call 05/15/50) | 260 | 168748 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/15/32 (Call 02/15/32)<sup>(a)</sup> | 140 | 121324 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/26 (Call 01/01/26) | 291 | 280123 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/15/28 (Call 08/15/28) | 30 | 29231 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 11/15/48 (Call 05/15/48)<sup>(a)</sup> | 260 | 241472 |
|  |  | 1339267 |
| **Health Care - Products — 1.1%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 01/30/28 (Call 11/30/27) | 324 | 281870 |
| &nbsp;&nbsp;&nbsp;1.40%, 06/30/30 (Call 03/30/30) | 238 | 196812 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 12/15/24) | 503 | 488639 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/30/26 (Call 08/30/26) | 727 | 717767 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/30/36 (Call 05/30/36) | 522 | 545605 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/43 (Call 10/15/42) | 238 | 243081 |
| &nbsp;&nbsp;&nbsp;4.90%, 11/30/46 (Call 05/30/46) | 746 | 778630 |
| &nbsp;&nbsp;&nbsp;5.30%, 05/27/40 | 262 | 284071 |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/39 | 165 | 190397 |
| &nbsp;&nbsp;&nbsp;6.15%, 11/30/37 | 230 | 269965 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/50 (Call 04/01/50) | 220 | 151818 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/10/51 (Call 06/10/51) | 400 | 287268 |
| DH Europe Finance II Sarl |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 11/15/24 (Call 10/15/24) | 365 | 350342 |
| &nbsp;&nbsp;&nbsp;2.60%, 11/15/29 (Call 08/15/29) | 50 | 44927 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/39 (Call 05/15/39) | 460 | 392661 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/49 (Call 05/15/49) | 335 | 272804 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/35 | 632 | 628739 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/15/45 | 547 | 549894 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.22%, 10/18/24 (Call 03/03/23) | 787 | 743274 |
| &nbsp;&nbsp;&nbsp;1.75%, 10/15/28 (Call 08/15/28) | 450 | 392148 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 10/15/31 (Call 07/15/31)<sup>(a)</sup> | 485 | 406648 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/01/29 (Call 07/01/29) | 140 | 126693 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/15/41 (Call 04/15/41) | 525 | 412209 |
| &nbsp;&nbsp;&nbsp;4.10%, 08/15/47 (Call 02/15/47) | 200 | 187726 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | $105 | $107824 |
| &nbsp;&nbsp;&nbsp;4.95%, 11/21/32 (Call 08/21/32) | 160 | 167979 |
|  |  | 9219791 |
| **Health Care - Services — 2.6%** |  |  |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 11/15/46 | 512 | 450289 |
| &nbsp;&nbsp;&nbsp;Series B, 2.53%, 11/15/29 (Call 08/15/29) | 242 | 212987 |
| &nbsp;&nbsp;&nbsp;Series B, 3.11%, 11/15/39 (Call 05/15/39) | 85 | 68984 |
| BayCare Health System Inc., Series 2020, 3.83%, 11/15/50 (Call 05/15/50) | 189 | 161260 |
| Baylor Scott & White Holdings, Series 2021, 2.84%, 11/15/50 (Call 11/15/49) | 270 | 192829 |
| Children's Hospital of Philadelphia (The), Series 2020, 2.70%, 07/01/50 (Call 01/01/50) | 175 | 118608 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp;2.78%, 10/01/30 (Call 04/01/30) | 200 | 170584 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/01/29 (Call 04/01/29) | 200 | 179520 |
| &nbsp;&nbsp;&nbsp;3.82%, 10/01/49 (Call 04/01/49) | 317 | 257274 |
| &nbsp;&nbsp;&nbsp;3.91%, 10/01/50 (Call 04/01/50) | 200 | 160318 |
| &nbsp;&nbsp;&nbsp;4.19%, 10/01/49 (Call 04/01/49) | 200 | 167458 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.07%, 11/01/27 (Call 08/01/27)<sup>(a)</sup> | 225 | 234808 |
| Cottage Health Obligated Group, Series 2020, 3.30%, 11/01/49 (Call 05/01/49) | 210 | 160627 |
| Duke University Health System Inc., Series 2017, 3.92%, 06/01/47 (Call 12/01/46) | 135 | 118566 |
| Hackensack Meridian Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.68%, 09/01/41 (Call 03/01/41) | 205 | 150607 |
| &nbsp;&nbsp;&nbsp;Series 2020, 2.88%, 09/01/50 (Call 03/01/50) | 185 | 129126 |
| Hoag Memorial Hospital Presbyterian, 3.80%, 07/15/52 (Call 01/15/52) | 190 | 160402 |
| Johns Hopkins Health System Corp. (The), 3.84%, 05/15/46 | 121 | 104527 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/27 (Call 02/01/27) | 52 | 49794 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/01/47 (Call 11/01/46) | 417 | 382723 |
| &nbsp;&nbsp;&nbsp;4.88%, 04/01/42 | 220 | 223546 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.27%, 11/01/49 (Call 05/12/49) | 350 | 273329 |
| &nbsp;&nbsp;&nbsp;Series 2021, 2.81%, 06/01/41 (Call 12/01/40) | 405 | 312822 |
| &nbsp;&nbsp;&nbsp;Series 2021, 3.00%, 06/01/51 (Call 12/01/50) | 405 | 300911 |
| Mass General Brigham Inc., Series 2020, 3.34%, 07/01/60 (Call 01/01/60) | 194 | 142510 |
| Mayo Clinic, Series 2021, 3.20%, 11/15/61 (Call 05/15/61) | 150 | 106854 |
| Memorial Sloan-Kettering Cancer Center, Series 2015, 4.20%, 07/01/55 | 155 | 138592 |
| Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 (Call 06/01/50) | 205 | 138758 |
| Mount Sinai Hospitals Group Inc., Series 2019, 3.74%, 07/01/49 (Call 01/01/49) | 245 | 196644 |
| New York and Presbyterian Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.02%, 08/01/45 | 266 | 236501 |
| &nbsp;&nbsp;&nbsp;Series 2019, 3.95%, 08/01/2119 (Call 02/01/2119) | 100 | 74888 |
| Northwell Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.98%, 11/01/46 (Call 11/01/45) | 185 | 150346 |
| &nbsp;&nbsp;&nbsp;4.26%, 11/01/47 (Call 11/01/46) | 278 | 237468 |
| Novant Health Inc., 3.17%, 11/01/51 (Call 05/01/51) | 226 | 167403 |
| Providence St Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;Series 19A, 2.53%, 10/01/29 (Call 07/01/29) | 136 | 117358 |
| &nbsp;&nbsp;&nbsp;Series 21A, 2.70%, 10/01/51 (Call 04/01/51) | 130 | 83641 |
| SSM Health Care Corp., Series A, 3.82%, 06/01/27 (Call 03/01/27)<sup>(a)</sup> | 50 | 48386 |
| Stanford Health Care, Series 2018, 3.80%, 11/15/48 (Call 05/15/48) | 230 | 196455 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp;Series 20A, 2.29%, 08/15/30 (Call 02/15/30) | $195 | $164054 |
| &nbsp;&nbsp;&nbsp;Series 20A, 3.36%, 08/15/50 (Call 02/15/50) | 59 | 44753 |
| Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28) | 176 | 174453 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/27 (Call 04/15/27) | 220 | 216412 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/15/26 (Call 04/15/26) | 225 | 203843 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/15/26 | 226 | 208300 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/15/30 | 365 | 311319 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/15/31 (Call 02/15/31) | 447 | 384469 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 190 | 183785 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/15/40 (Call 11/15/39) | 332 | 256543 |
| &nbsp;&nbsp;&nbsp;2.88%, 08/15/29 | 380 | 347263 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/50 (Call 11/15/49) | 425 | 310913 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/15/27 | 281 | 265354 |
| &nbsp;&nbsp;&nbsp;3.05%, 05/15/41 (Call 11/15/40) | 500 | 399660 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/26 | 446 | 431429 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/15/60 (Call 11/15/59) | 380 | 277191 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/15/51 (Call 11/15/50) | 527 | 412435 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/27 | 145 | 140344 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/27 | 36 | 35060 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/24 | 230 | 227194 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/39 (Call 02/15/39) | 385 | 334265 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/49 (Call 02/15/49) | 412 | 348770 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/25 | 235 | 231781 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/15/47 (Call 04/15/47) | 334 | 285810 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/15/28<sup>(a)</sup> | 432 | 422293 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/28 | 289 | 281651 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/59 (Call 02/15/59) | 295 | 250083 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/42 (Call 04/15/42) | 223 | 203380 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/29 (Call 03/15/29) | 335 | 328407 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/32 (Call 02/15/32) | 455 | 448475 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/47 (Call 07/15/46) | 272 | 248314 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/43 (Call 09/15/42) | 255 | 239850 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/47 (Call 10/15/46) | 263 | 242510 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 06/15/48 (Call 12/15/47)<sup>(a)</sup> | 445 | 410152 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/15/42 (Call 09/15/41) | 300 | 284352 |
| &nbsp;&nbsp;&nbsp;4.45%, 12/15/48 (Call 06/15/48) | 373 | 354320 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/15/35<sup>(a)</sup> | 407 | 411050 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/15/41 (Call 05/15/41) | 219 | 213148 |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/45 | 640 | 642630 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/52 (Call 11/15/51) | 580 | 574525 |
| &nbsp;&nbsp;&nbsp;4.95%, 05/15/62 (Call 11/15/61) | 315 | 317545 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/24<sup>(a)</sup> | 140 | 141397 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 10/15/25<sup>(a)</sup> | 70 | 71403 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/28 (Call 01/15/28) | 130 | 135412 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/15/30 (Call 12/15/29) | 160 | 167965 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 02/15/33 (Call 11/15/32)<sup>(a)</sup> | 625 | 665213 |
| &nbsp;&nbsp;&nbsp;5.80%, 03/15/36 | 170 | 188629 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/53 (Call 08/15/52) | 565 | 647592 |
| &nbsp;&nbsp;&nbsp;6.05%, 02/15/63 (Call 08/15/62) | 350 | 409374 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/15/37 | 122 | 142579 |
| &nbsp;&nbsp;&nbsp;6.63%, 11/15/37 | 244 | 289765 |
| &nbsp;&nbsp;&nbsp;6.88%, 02/15/38 | 345 | 421935 |
|  |  | 22127052 |
| **Household Products & Wares — 0.2%** |  |  |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 09/15/27 (Call 07/15/27) | 200 | 174590 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/02/31 (Call 08/02/31) | 120 | 100579 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 02/07/50 (Call 08/07/49)<sup>(a)</sup> | 146 | 109043 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Household Products & Wares (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/26/30 (Call 12/26/29) | $405 | $374625 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/25/29 (Call 01/25/29) | 215 | 201782 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/30/46 (Call 01/30/46) | 254 | 201630 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/01/28 (Call 08/01/28) | 235 | 232723 |
| &nbsp;&nbsp;&nbsp;6.63%, 08/01/37 | 221 | 269275 |
|  |  | 1664247 |
| **Insurance — 2.9%** |  |  |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 04/01/30 (Call 01/01/30)<sup>(a)</sup> | 373 | 354025 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 01/15/49 (Call 07/15/48)<sup>(a)</sup> | 278 | 271192 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/51 (Call 02/15/51) | 190 | 143986 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/30 (Call 02/15/30) | 25 | 23741 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/15/25 (Call 11/15/25)<sup>(a)</sup> | 336 | 302182 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 12/15/30 (Call 09/15/30)<sup>(a)</sup> | 225 | 179091 |
| &nbsp;&nbsp;&nbsp;3.28%, 12/15/26 (Call 09/15/26) | 165 | 159240 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/10/49 (Call 02/10/49) | 256 | 215409 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/15/46 (Call 06/15/46) | 161 | 142627 |
| &nbsp;&nbsp;&nbsp;4.50%, 06/15/43 | 140 | 131279 |
| &nbsp;&nbsp;&nbsp;5.55%, 05/09/35 | 150 | 160637 |
| AXA SA, 8.60%, 12/15/30 | 25 | 30959 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 10/15/30 (Call 07/15/30) | 107 | 87852 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/12/30 (Call 12/12/29) | 275 | 236208 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 03/15/27 (Call 02/15/27)<sup>(a)</sup> | 500 | 470880 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/51 (Call 07/15/50) | 285 | 193692 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/15/50 (Call 04/15/50) | 617 | 445301 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/15/32 (Call 12/15/31) | 385 | 344987 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/52 (Call 09/15/51) | 770 | 664009 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/48 (Call 02/15/48) | 681 | 636905 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/49 (Call 07/15/48) | 622 | 586546 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/15/43 | 213 | 205079 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/42 | 260 | 255476 |
| &nbsp;&nbsp;&nbsp;5.75%, 01/15/40 | 312 | 356750 |
| Berkshire Hathaway Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/26 (Call 12/15/25)<sup>(a)</sup> | 633 | 614959 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/11/43 | 337 | 335746 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 05/11/37 | 208 | 233626 |
| &nbsp;&nbsp;&nbsp;Series 1, 6.50%, 05/15/38 | 75 | 88884 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/15/30 (Call 06/15/30) | 415 | 336200 |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/51 (Call 06/15/51) | 175 | 126684 |
| &nbsp;&nbsp;&nbsp;3.05%, 12/15/61 (Call 06/15/61) | 345 | 245447 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/25 | 442 | 429421 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/24 | 255 | 250892 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/03/26 (Call 02/03/26) | 430 | 417087 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/03/45 (Call 05/03/45) | 480 | 455726 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 05/15/30 (Call 02/15/30) | 208 | 190314 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/26 (Call 01/01/26) | 185 | 180950 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/15/43 (Call 11/15/42) | 141 | 124225 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 05/19/27 (Call 03/19/27) | 59 | 54533 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/16/32 (Call 12/16/31) | 230 | 213493 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 389 | 384682 |
| &nbsp;&nbsp;&nbsp;5.38%, 03/04/46 | 222 | 232563 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/15/30 (Call 08/15/30)<sup>(a)</sup> | 270 | 228371 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | $226 | $222669 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 345 | 337369 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25) | 249 | 244219 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 283 | 280043 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/01/48 (Call 09/01/47) | 225 | 201834 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/30/47 (Call 07/30/46) | 148 | 135416 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/15/29 (Call 12/15/28)<sup>(a)</sup> | 514 | 508988 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/39 (Call 09/15/38) | 259 | 254574 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/15/49 (Call 09/15/48) | 353 | 351362 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/01/32 (Call 08/01/32) | 65 | 70487 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 11/01/52 (Call 05/01/52)<sup>(a)</sup> | 170 | 204721 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/25 | 450 | 436275 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/10/24 | 103 | 101854 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/13/25 (Call 08/13/25) | 242 | 236652 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/45 | 324 | 289267 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/13/42 | 396 | 359782 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/23/30 (Call 12/23/29)<sup>(a)</sup> | 375 | 381067 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/13/46 (Call 11/13/45) | 215 | 205374 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/13/43 | 355 | 352941 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 07/15/52 (Call 01/15/52)<sup>(a)</sup> | 330 | 334693 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/54 | 390 | 406111 |
| &nbsp;&nbsp;&nbsp;5.70%, 06/15/35 | 281 | 309148 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/06/41 | 130 | 141024 |
| &nbsp;&nbsp;&nbsp;6.38%, 06/15/34 | 209 | 244081 |
| &nbsp;&nbsp;&nbsp;6.50%, 12/15/32 | 126 | 145109 |
| PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29) | 100 | 93321 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 06/15/30 (Call 03/12/30)<sup>(a)</sup> | 231 | 194474 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/29 (Call 02/15/29) | 245 | 232853 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/15/36 | 75 | 80900 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/27 | 156 | 145520 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 03/15/27 (Call 02/15/27)<sup>(a)</sup> | 205 | 191575 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/32 (Call 12/15/31)<sup>(a)</sup> | 150 | 135501 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/26/30 (Call 12/26/29) | 269 | 249290 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 175 | 147684 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/26/50 (Call 09/26/49) | 53 | 46433 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 225 | 221611 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/15/47 (Call 10/15/46) | 253 | 229785 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/15/48 (Call 09/15/47) | 210 | 191165 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/26 (Call 02/10/26) | 220 | 200834 |
| &nbsp;&nbsp;&nbsp;2.10%, 03/10/30 (Call 12/10/29) | 160 | 137046 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/40 (Call 09/10/39) | 141 | 112079 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/13/51 (Call 09/13/50) | 522 | 430822 |
| &nbsp;&nbsp;&nbsp;3.91%, 12/07/47 (Call 06/07/47) | 283 | 241690 |
| &nbsp;&nbsp;&nbsp;3.94%, 12/07/49 (Call 06/07/49) | 298 | 253896 |
| &nbsp;&nbsp;&nbsp;4.35%, 02/25/50 (Call 08/25/49) | 313 | 284777 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/15/44 | 228 | 221479 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/14/36 | 155 | 170018 |
| Prudential PLC, 3.13%, 04/14/30 | 230 | 208336 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 04/27/50 (Call 10/27/49)<sup>(a)</sup> | 125 | 86176 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 06/08/51 (Call 12/08/50)<sup>(a)</sup> | 215 | 162235 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/15/46 (Call 11/15/45) | 133 | 111272 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/30/47 (Call 11/30/46) | 182 | 160340 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/07/48 (Call 09/07/47) | 149 | 131378 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/04/49 (Call 09/04/48) | 145 | 127545 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/01/43 | 125 | 119978 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 11/01/40 | $420 | $448413 |
| &nbsp;&nbsp;&nbsp;6.25%, 06/15/37 | 299 | 345420 |
| Travelers Property Casualty Corp., 6.38%, 03/15/33 | 188 | 214074 |
|  |  | 24824836 |
| **Internet — 3.3%** |  |  |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 02/09/31 (Call 11/09/30)<sup>(a)</sup> | 360 | 296532 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/09/41 (Call 08/09/40) | 320 | 221987 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/09/51 (Call 08/09/50) | 425 | 288826 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/09/61 (Call 08/09/60) | 320 | 212138 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 12/06/27 (Call 09/06/27)<sup>(a)</sup> | 710 | 666697 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/28/24 (Call 08/28/24) | 460 | 448735 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/06/37 (Call 06/06/37) | 230 | 200868 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/06/47 (Call 06/06/47) | 355 | 297195 |
| &nbsp;&nbsp;&nbsp;4.40%, 12/06/57 (Call 06/06/57) | 355 | 296794 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/28/34 (Call 05/28/34) | 200 | 188154 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 08/15/25 (Call 07/15/25) | 455 | 415037 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/27 (Call 06/15/27) | 420 | 365266 |
| &nbsp;&nbsp;&nbsp;1.10%, 08/15/30 (Call 05/15/30) | 532 | 432218 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 08/15/40 (Call 02/15/40)<sup>(a)</sup> | 484 | 340688 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/26 (Call 05/15/26) | 577 | 536985 |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 772 | 493787 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 635 | 391338 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/25/24 | 294 | 290613 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/12/24 | 562 | 533108 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/03/25 (Call 05/03/25) | 567 | 522717 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/12/26 (Call 04/12/26) | 790 | 711537 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/27 (Call 04/03/27) | 332 | 292821 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/03/30 (Call 03/03/30) | 706 | 585620 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/12/28 (Call 03/12/28) | 847 | 746842 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/12/31 (Call 02/12/31) | 992 | 845035 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/03/50 (Call 12/03/49) | 776 | 525949 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/03/60 (Call 12/03/59) | 776 | 507318 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/13/24 | 50 | 48967 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24) | 796 | 775463 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/12/41 (Call 11/12/40) | 642 | 506255 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/13/25 | 585 | 568234 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/12/51 (Call 11/12/50) | 990 | 752697 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27) | 1197 | 1144835 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/12/61 (Call 11/12/60) | 475 | 351011 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/13/27 (Call 03/13/27) | 690 | 667182 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/13/29 (Call 02/13/29) | 565 | 543327 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/13/32 (Call 01/13/32) | 840 | 798563 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24)<sup>(a)</sup> | 186 | 184609 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/37 (Call 02/22/37) | 849 | 790241 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/52 (Call 10/13/51) | 760 | 672281 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/22/47 (Call 02/22/47) | 1092 | 991012 |
| &nbsp;&nbsp;&nbsp;4.10%, 04/13/62 (Call 10/13/61) | 435 | 381556 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/22/57 (Call 02/22/57) | 682 | 624923 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/27 (Call 11/01/27) | 20 | 20256 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/25 | 20 | 20171 |
| &nbsp;&nbsp;&nbsp;4.65%, 12/01/29 (Call 10/01/29) | 130 | 132300 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 150 | 150681 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/01/32 (Call 09/01/32) | 130 | 133078 |
| &nbsp;&nbsp;&nbsp;4.80%, 12/05/34 (Call 06/05/34) | 434 | 450683 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/05/44 (Call 06/05/44) | 549 | 570005 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/03/25 (Call 09/03/25) | 421 | 430906 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Internet (continued)** |  |  |
| Baidu Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.72%, 04/09/26 (Call 03/09/26) | $220 | $197329 |
| &nbsp;&nbsp;&nbsp;3.08%, 04/07/25 (Call 03/07/25) | 200 | 190642 |
| &nbsp;&nbsp;&nbsp;3.63%, 07/06/27 | 215 | 203861 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/30/25 | 90 | 87612 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 05/14/24 (Call 04/14/24)<sup>(a)</sup> | 60 | 59368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 03/29/28 (Call 12/29/27)<sup>(a)</sup> | 35 | 34077 |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/28 (Call 12/15/27) | 200 | 191792 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 512 | 497986 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/25 (Call 12/15/24) | 367 | 359124 |
| &nbsp;&nbsp;&nbsp;4.63%, 04/13/30 (Call 01/13/30) | 273 | 274272 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/27 | 705 | 676751 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/15/32 | 985 | 917242 |
| &nbsp;&nbsp;&nbsp;4.45%, 08/15/52 | 710 | 619851 |
| &nbsp;&nbsp;&nbsp;4.65%, 08/15/62 (Call 02/15/62) | 475 | 417591 |
| Tencent Music Entertainment Group, 2.00%, 09/03/30 (Call 06/03/30) | 95 | 75434 |
|  |  | 28166973 |
| **Iron & Steel — 0.1%** |  |  |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/01/30 (Call 03/01/30) | 50 | 44370 |
| &nbsp;&nbsp;&nbsp;3.13%, 04/01/32 (Call 01/01/32) | 250 | 223457 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/52 (Call 10/01/51) | 225 | 189245 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 85 | 83792 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/01/28 (Call 02/01/28) | 50 | 48682 |
|  |  | 589546 |
| **Machinery — 1.6%** |  |  |
| ABB Finance USA Inc., 4.38%, 05/08/42 | 210 | 194038 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 05/17/24 | 40 | 37927 |
| &nbsp;&nbsp;&nbsp;0.60%, 09/13/24 | 240 | 225499 |
| &nbsp;&nbsp;&nbsp;0.80%, 11/13/25 | 95 | 86180 |
| &nbsp;&nbsp;&nbsp;0.90%, 03/02/26 | 505 | 455394 |
| &nbsp;&nbsp;&nbsp;1.10%, 09/14/27 | 249 | 217641 |
| &nbsp;&nbsp;&nbsp;1.15%, 09/14/26 | 255 | 228187 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/25 | 142 | 132742 |
| &nbsp;&nbsp;&nbsp;1.70%, 01/08/27 | 30 | 27527 |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 389 | 374059 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 219 | 214090 |
| &nbsp;&nbsp;&nbsp;3.25%, 12/01/24 | 55 | 53924 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/13/25 | 200 | 195520 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 08/12/27<sup>(a)</sup> | 145 | 141542 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/12/25 | 408 | 399979 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/06/26 | 20 | 20270 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 235 | 237430 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/12/31 (Call 12/12/30) | 120 | 100604 |
| &nbsp;&nbsp;&nbsp;2.60%, 09/19/29 (Call 06/19/29) | 296 | 268016 |
| &nbsp;&nbsp;&nbsp;2.60%, 04/09/30 (Call 01/09/30) | 341 | 308390 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/19/49 (Call 03/19/49) | 310 | 253623 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/09/50 (Call 10/09/49)<sup>(a)</sup> | 264 | 216137 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24)<sup>(a)</sup> | 500 | 492890 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/42 | 557 | 504915 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/15/44 (Call 11/15/43)<sup>(a)</sup> | 129 | 125525 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/64 (Call 11/15/63) | 162 | 164608 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/27/41 | 284 | 304831 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/25 (Call 03/15/25) | 362 | 349033 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/07/49 (Call 03/07/49) | $180 | $138838 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/15/30 (Call 01/15/30) | 283 | 262347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 234 | 212552 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/09/42 (Call 12/09/41) | 176 | 166112 |
| &nbsp;&nbsp;&nbsp;5.38%, 10/16/29 | 101 | 107352 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 06/07/24 | 290 | 274111 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/10/24 | 240 | 225871 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 01/15/26<sup>(a)</sup> | 365 | 328591 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 06/17/26<sup>(a)</sup> | 330 | 297343 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/10/25 | 320 | 300982 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/15/31<sup>(a)</sup> | 140 | 113613 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/06/28 | 235 | 205331 |
| &nbsp;&nbsp;&nbsp;1.70%, 01/11/27 | 115 | 104818 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 03/09/27<sup>(a)</sup> | 255 | 232244 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 06/17/31<sup>(a)</sup> | 195 | 163389 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 350 | 334296 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/09/30 | 205 | 182364 |
| &nbsp;&nbsp;&nbsp;2.60%, 03/07/24 | 356 | 348435 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/24/24 | 160 | 155701 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/10/26 | 275 | 260444 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 243 | 228665 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 07/18/29<sup>(a)</sup> | 225 | 205911 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/12/24 | 100 | 98499 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/18/29<sup>(a)</sup> | 243 | 230247 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/06/25 | 360 | 351464 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 77 | 75425 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/07/29 | 276 | 262984 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/07/32 | 105 | 101941 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/08/25 | 185 | 183285 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 225 | 224269 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/15/32 | 200 | 201236 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/11/24<sup>(a)</sup> | 230 | 230265 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/20/28 | 250 | 255360 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/09/26 | 220 | 222818 |
| Rockwell Automation Inc., 4.20%, 03/01/49 (Call 09/01/48) | 195 | 180950 |
|  |  | 13798574 |
| **Manufacturing — 0.4%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25) | 256 | 243553 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26)<sup>(a)</sup> | 237 | 220709 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 08/26/29 (Call 05/26/29)<sup>(a)</sup> | 163 | 142675 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 177 | 169947 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27)<sup>(a)</sup> | 230 | 215321 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/07/25<sup>(a)</sup> | 166 | 160343 |
| &nbsp;&nbsp;&nbsp;3.05%, 04/15/30 (Call 01/15/30) | 50 | 45041 |
| &nbsp;&nbsp;&nbsp;3.13%, 09/19/46 (Call 03/19/46) | 197 | 141206 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/26/49 (Call 02/26/49)<sup>(a)</sup> | 375 | 274657 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/01/29 (Call 12/01/28)<sup>(a)</sup> | 333 | 312071 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/14/28 (Call 06/14/28)<sup>(a)</sup> | 174 | 167050 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/47 (Call 04/15/47) | 170 | 134460 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 180 | 143966 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/14/48 (Call 03/14/48)<sup>(a)</sup> | 323 | 270025 |
| &nbsp;&nbsp;&nbsp;5.70%, 03/15/37 | 270 | 282463 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/15/26 (Call 08/15/26) | 505 | 478195 |
| &nbsp;&nbsp;&nbsp;3.90%, 09/01/42 (Call 03/01/42) | 220 | 201289 |
| &nbsp;&nbsp;&nbsp;4.88%, 09/15/41 (Call 03/15/41) | 205 | 212214 |
|  |  | 3815185 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Media — 3.7%** |  |  |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/31 (Call 11/15/30) | $585 | $472662 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/15/31 (Call 10/15/30) | 375 | 313774 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/27 (Call 10/15/26) | 264 | 245137 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/15/52 (Call 02/15/52) | 460 | 296097 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/01/30 (Call 11/01/29) | 535 | 478108 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 08/15/62 (Call 02/15/62)<sup>(a)</sup> | 425 | 267465 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/15/51 (Call 07/15/50) | 601 | 416559 |
| &nbsp;&nbsp;&nbsp;2.89%, 11/01/51 (Call 05/01/51) | 1495 | 1043061 |
| &nbsp;&nbsp;&nbsp;2.94%, 11/01/56 (Call 05/01/56) | 1703 | 1163370 |
| &nbsp;&nbsp;&nbsp;2.99%, 11/01/63 (Call 05/01/63) | 1087 | 725562 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/26 (Call 12/01/25) | 694 | 670022 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/28 (Call 11/15/27) | 650 | 615674 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/15/36 (Call 01/15/36) | 148 | 126874 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/01/39 (Call 05/01/39) | 495 | 411870 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/27 (Call 11/01/26) | 372 | 357656 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 02/01/27) | 204 | 195711 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 (Call 11/15/24) | 430 | 419788 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/25 (Call 05/15/25) | 540 | 525344 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/01/30 (Call 01/01/30) | 559 | 524879 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/46 (Call 01/15/46) | 392 | 312056 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/01/50 (Call 08/01/49)<sup>(a)</sup> | 393 | 311570 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 05/01/28 (Call 02/01/28)<sup>(a)</sup> | 335 | 322220 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/24 (Call 03/15/24) | 514 | 508218 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/40 (Call 10/01/39) | 529 | 467271 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/01/38 (Call 09/01/37) | 386 | 353240 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 10/15/25 (Call 08/15/25)<sup>(a)</sup> | 913 | 900675 |
| &nbsp;&nbsp;&nbsp;3.97%, 11/01/47 (Call 05/01/47) | 597 | 515623 |
| &nbsp;&nbsp;&nbsp;4.00%, 08/15/47 (Call 02/15/47) | 191 | 165332 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 264 | 229170 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/01/49 (Call 05/01/49) | 615 | 529509 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/01/52 (Call 05/01/52) | 428 | 369753 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/15/28 (Call 07/15/28) | 938 | 928789 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/15/34 (Call 02/15/34) | 343 | 333056 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/30 (Call 07/15/30) | 499 | 493586 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 01/15/33<sup>(a)</sup> | 630 | 616688 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/15/35 (Call 02/25/35) | 348 | 341402 |
| &nbsp;&nbsp;&nbsp;4.60%, 10/15/38 (Call 04/15/38) | 381 | 374233 |
| &nbsp;&nbsp;&nbsp;4.60%, 08/15/45 (Call 02/15/45) | 262 | 248908 |
| &nbsp;&nbsp;&nbsp;4.65%, 07/15/42 | 224 | 217851 |
| &nbsp;&nbsp;&nbsp;4.70%, 10/15/48 (Call 04/15/48) | 573 | 553163 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 10/15/58 (Call 04/15/58)<sup>(a)</sup> | 433 | 430025 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/07/25 | 100 | 102174 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 260 | 270759 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/15/32 (Call 08/15/32) | 360 | 387270 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 06/15/35<sup>(a)</sup> | 341 | 371854 |
| &nbsp;&nbsp;&nbsp;6.45%, 03/15/37 | 120 | 139736 |
| &nbsp;&nbsp;&nbsp;6.50%, 11/15/35 | 245 | 285540 |
| &nbsp;&nbsp;&nbsp;7.05%, 03/15/33 | 220 | 263133 |
| NBCUniversal Media LLC, 4.45%, 01/15/43 | 256 | 239306 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 07/30/26<sup>(a)</sup> | 274 | 251669 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(a)</sup> | 271 | 257377 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/13/26 | 260 | 249722 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/30/46 | 179 | 133792 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 268 | 258540 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/42 | 270 | 231557 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/01/44 | 327 | 299176 |
| &nbsp;&nbsp;&nbsp;Series B, 7.00%, 03/01/32 | 145 | 169402 |
| &nbsp;&nbsp;&nbsp;Series E, 4.13%, 12/01/41 | 211 | 193033 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Media (continued)** |  |  |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | $126 | $120428 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/13/26<sup>(a)</sup> | 441 | 408507 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/01/29 (Call 06/01/29) | 573 | 495198 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 01/13/28<sup>(a)</sup> | 355 | 323093 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/13/31<sup>(a)</sup> | 770 | 679194 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/49 (Call 03/01/49) | 647 | 461589 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/24/25 | 426 | 415376 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/13/40 (Call 11/13/39) | 578 | 494895 |
| &nbsp;&nbsp;&nbsp;3.60%, 01/13/51 (Call 07/13/50) | 816 | 673934 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 291 | 286152 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/25 (Call 07/15/25) | 269 | 263066 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | 120 | 117604 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/22/30<sup>(a)</sup> | 464 | 446020 |
| &nbsp;&nbsp;&nbsp;3.80%, 05/13/60 (Call 11/13/59) | 467 | 387661 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/23/40 (Call 09/23/39) | 227 | 223618 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/23/50 (Call 09/23/49)<sup>(a)</sup> | 591 | 583754 |
| &nbsp;&nbsp;&nbsp;4.75%, 09/15/44 (Call 03/15/44) | 275 | 269324 |
| &nbsp;&nbsp;&nbsp;5.40%, 10/01/43 | 166 | 176619 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/15/41 | 230 | 262856 |
| &nbsp;&nbsp;&nbsp;6.20%, 12/15/34 | 307 | 352083 |
| &nbsp;&nbsp;&nbsp;6.40%, 12/15/35 | 155 | 178362 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/15/37 | 283 | 334308 |
|  |  | 30849632 |
| **Metal Fabricate & Hardware — 0.1%** |  |  |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/25 (Call 03/15/25) | 309 | 300604 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/43 (Call 07/15/42) | 170 | 151453 |
|  |  | 452057 |
| **Mining — 0.3%** |  |  |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 02/24/42 | 360 | 336561 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/30/43 | 821 | 850605 |
| Rio Tinto Alcan Inc., 6.13%, 12/15/33 | 260 | 291863 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 11/02/51 (Call 05/02/51) | 380 | 271989 |
| &nbsp;&nbsp;&nbsp;5.20%, 11/02/40 | 342 | 361350 |
| &nbsp;&nbsp;&nbsp;7.13%, 07/15/28 | 281 | 316302 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 08/21/42 (Call 02/21/42) | 271 | 250157 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/22/42 (Call 09/22/41) | 190 | 190082 |
|  |  | 2868909 |
| **Oil & Gas — 4.2%** |  |  |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/10/30 (Call 05/10/30) | 380 | 315818 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 01/12/32 (Call 10/12/31)<sup>(a)</sup> | 595 | 520084 |
| &nbsp;&nbsp;&nbsp;2.77%, 11/10/50 (Call 05/10/50) | 450 | 312268 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 06/04/51 (Call 12/04/50)<sup>(a)</sup> | 682 | 487678 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/24/50 (Call 08/24/49) | 622 | 453886 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/17/52 (Call 09/17/51) | 480 | 345898 |
| &nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 329 | 312899 |
| &nbsp;&nbsp;&nbsp;3.06%, 06/17/41 (Call 12/17/40) | 465 | 370982 |
| &nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26) | 125 | 120205 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/08/61 (Call 08/08/60) | 578 | 432760 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 373 | 363093 |
| &nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 15 | 14564 |
| &nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27) | 196 | 190443 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/06/30 (Call 01/06/30) | 267 | 254144 |
| &nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25) | 425 | 420856 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.94%, 09/21/28 (Call 06/21/28) | $295 | $289528 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.23%, 11/06/28 (Call 08/06/28)<sup>(a)</sup> | 273 | 271911 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.28%, 09/19/27 (Call 06/19/27) | 349 | 334632 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.72%, 11/28/28 (Call 08/28/28)<sup>(a)</sup> | 404 | 393177 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 05/11/25 (Call 04/11/25) | 755 | 710787 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/11/27 (Call 03/11/27) | 503 | 461774 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.24%, 05/11/30 (Call 02/11/30)<sup>(a)</sup> | 584 | 518277 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/24 (Call 01/03/24) | 487 | 478404 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/16/26 (Call 02/16/26) | 766 | 736463 |
| &nbsp;&nbsp;&nbsp;3.08%, 05/11/50 (Call 11/11/49) | 292 | 227515 |
| &nbsp;&nbsp;&nbsp;3.33%, 11/17/25 (Call 08/17/25) | 331 | 323516 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.69%, 08/12/25 (Call 07/12/25) | 346 | 315656 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.02%, 08/12/27 (Call 06/12/27)<sup>(a)</sup> | 258 | 226251 |
| &nbsp;&nbsp;&nbsp;2.34%, 08/12/50 (Call 02/12/50) | 227 | 153622 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/28 (Call 10/15/27) | 330 | 325753 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 260 | 257787 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 03/08/24 (Call 03/03/23) | 220 | 213849 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/07/25 (Call 03/07/23) | 195 | 186599 |
| &nbsp;&nbsp;&nbsp;3.76%, 03/15/42 (Call 09/15/41) | 324 | 288354 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/52 (Call 09/15/51)<sup>(a)</sup> | 283 | 242421 |
| &nbsp;&nbsp;&nbsp;4.03%, 03/15/62 (Call 09/15/61) | 650 | 561626 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/15/44 (Call 05/15/44) | 220 | 205792 |
| &nbsp;&nbsp;&nbsp;5.90%, 10/15/32 | 101 | 112844 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/39 | 505 | 599980 |
| &nbsp;&nbsp;&nbsp;6.95%, 04/15/29 | 70 | 79307 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 04/01/25 (Call 01/01/25) | 90 | 87478 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/35 (Call 10/01/34)<sup>(a)</sup> | 219 | 206854 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/26 (Call 10/15/25) | 391 | 388713 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/30 (Call 01/15/30) | 272 | 271388 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 140 | 144522 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.02%, 08/16/24 (Call 07/16/24) | 414 | 399274 |
| &nbsp;&nbsp;&nbsp;2.28%, 08/16/26 (Call 06/16/26) | 393 | 367632 |
| &nbsp;&nbsp;&nbsp;2.44%, 08/16/29 (Call 05/16/29) | 524 | 475205 |
| &nbsp;&nbsp;&nbsp;2.61%, 10/15/30 (Call 07/15/30) | 667 | 601481 |
| &nbsp;&nbsp;&nbsp;2.71%, 03/06/25 (Call 12/06/24) | 578 | 560776 |
| &nbsp;&nbsp;&nbsp;2.99%, 03/19/25 (Call 02/19/25) | 864 | 840439 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/16/39 (Call 02/16/39) | 317 | 259724 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/01/26 (Call 12/01/25) | 817 | 787743 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/16/49 (Call 02/16/49) | 440 | 338307 |
| &nbsp;&nbsp;&nbsp;3.18%, 03/15/24 (Call 12/15/23) | 160 | 157461 |
| &nbsp;&nbsp;&nbsp;3.29%, 03/19/27 (Call 01/19/27) | 289 | 281576 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 04/15/51 (Call 10/15/50)<sup>(a)</sup> | 803 | 654774 |
| &nbsp;&nbsp;&nbsp;3.48%, 03/19/30 (Call 12/19/29) | 591 | 567821 |
| &nbsp;&nbsp;&nbsp;3.57%, 03/06/45 (Call 09/06/44) | 300 | 253650 |
| &nbsp;&nbsp;&nbsp;4.11%, 03/01/46 (Call 09/01/45) | 599 | 546132 |
| &nbsp;&nbsp;&nbsp;4.23%, 03/19/40 (Call 09/19/39) | 638 | 609775 |
| &nbsp;&nbsp;&nbsp;4.33%, 03/19/50 (Call 09/19/49) | 849 | 799401 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 11/07/24 (Call 10/07/24) | 485 | 465445 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/07/29 (Call 08/07/29) | 397 | 355648 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/12/26 | 329 | 309977 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 04/06/30 (Call 01/06/30)<sup>(a)</sup> | 452 | 412319 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/10/26 | 588 | 561346 |
| &nbsp;&nbsp;&nbsp;2.88%, 11/26/41 (Call 05/26/41) | 200 | 155802 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/26/51 (Call 05/26/51) | $338 | $248930 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/07/49 (Call 05/07/49) | 437 | 333955 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/11/25 | 856 | 836175 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/06/50 (Call 10/06/49) | 593 | 463607 |
| &nbsp;&nbsp;&nbsp;3.63%, 08/21/42 | 203 | 174954 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/12/46 | 378 | 322479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 11/13/28 (Call 08/23/28)<sup>(a)</sup> | 544 | 535465 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/10/46 | 531 | 472845 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/11/35 | 518 | 503175 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/11/45 | 792 | 747894 |
| &nbsp;&nbsp;&nbsp;4.55%, 08/12/43 | 498 | 482193 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/25/40 | 323 | 348210 |
| &nbsp;&nbsp;&nbsp;6.38%, 12/15/38 | 865 | 1010778 |
| Total Energies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24) | 465 | 447930 |
| &nbsp;&nbsp;&nbsp;2.83%, 01/10/30 (Call 10/10/29) | 474 | 432169 |
| &nbsp;&nbsp;&nbsp;2.99%, 06/29/41 (Call 12/29/40) | 247 | 197780 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/29/50 (Call 11/29/49) | 741 | 566198 |
| &nbsp;&nbsp;&nbsp;3.39%, 06/29/60 (Call 12/29/59) | 178 | 136268 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/29 (Call 11/19/28) | 485 | 462816 |
| &nbsp;&nbsp;&nbsp;3.46%, 07/12/49 (Call 01/12/49) | 276 | 222975 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 579 | 573355 |
| Total Energies Capital SA, 3.88%, 10/11/28<sup>(a)</sup> | 433 | 427990 |
|  |  | 35240207 |
| **Oil & Gas Services — 0.3%** |  |  |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | 434 | 428063 |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 12/15/26 (Call 11/15/26) | 140 | 127537 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.14%, 11/07/29 (Call 08/07/29)<sup>(a)</sup> | 218 | 198341 |
| &nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 487 | 461705 |
| &nbsp;&nbsp;&nbsp;4.08%, 12/15/47 (Call 06/15/47) | 323 | 270981 |
| &nbsp;&nbsp;&nbsp;4.49%, 05/01/30 (Call 02/01/30) | 168 | 165388 |
| Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25) | 130 | 120795 |
| Schlumberger Investment SA, 2.65%, 06/26/30 (Call 03/26/30)<sup>(a)</sup> | 530 | 471991 |
|  |  | 2244801 |
| **Pharmaceuticals — 5.4%** |  |  |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 05/28/24 (Call 03/03/23) | 515 | 489023 |
| &nbsp;&nbsp;&nbsp;1.20%, 05/28/26 (Call 04/28/26) | 650 | 587405 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/28/28 (Call 03/28/28) | 440 | 387297 |
| &nbsp;&nbsp;&nbsp;2.25%, 05/28/31 (Call 02/28/31) | 350 | 302750 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 04/08/26 (Call 03/08/26) | 435 | 388238 |
| &nbsp;&nbsp;&nbsp;1.38%, 08/06/30 (Call 05/06/30) | 320 | 262637 |
| &nbsp;&nbsp;&nbsp;2.13%, 08/06/50 (Call 02/06/50) | 50 | 32032 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/28/51 (Call 11/28/50) | 230 | 175173 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 215 | 205792 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 405 | 395503 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/17/29 (Call 10/17/28) | 185 | 183165 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/18/42 | 350 | 324625 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/16/45 | 370 | 358134 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/17/48 (Call 02/17/48) | 195 | 187611 |
| &nbsp;&nbsp;&nbsp;6.45%, 09/15/37 | 815 | 975196 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/13/25 (Call 10/13/25)<sup>(a)</sup> | 111 | 100789 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.13%, 11/13/27 (Call 09/13/27)<sup>(a)</sup> | 395 | 346364 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 11/13/30 (Call 08/13/30)<sup>(a)</sup> | 400 | 327320 |
| &nbsp;&nbsp;&nbsp;2.35%, 11/13/40 (Call 05/13/40) | 141 | 102971 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 11/13/50 (Call 05/13/50) | $588 | $400704 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 675 | 659198 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/32 (Call 12/15/31) | 410 | 371636 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 04/15/26) | 738 | 715004 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/01/42 | 165 | 135138 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/26/29 (Call 04/26/29) | 678 | 646459 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 280 | 271872 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/42 (Call 09/15/41) | 335 | 290070 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/15/52 (Call 09/15/51) | 585 | 494138 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/20/28 (Call 11/20/27) | 530 | 522474 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/62 (Call 09/15/61) | 300 | 253563 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/39 (Call 12/15/38) | 550 | 517319 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/26/49 (Call 04/26/49) | 1172 | 1079717 |
| &nbsp;&nbsp;&nbsp;4.35%, 11/15/47 (Call 05/15/47) | 430 | 405512 |
| &nbsp;&nbsp;&nbsp;4.55%, 02/20/48 (Call 08/20/47) | 489 | 475587 |
| &nbsp;&nbsp;&nbsp;4.63%, 05/15/44 (Call 11/15/43) | 265 | 260010 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 08/15/45 (Call 02/15/45)<sup>(a)</sup> | 65 | 67362 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 05/15/50 (Call 11/15/49) | 339 | 229011 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/15/60 (Call 03/15/60) | 275 | 183662 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/25 (Call 03/01/25) | 396 | 381764 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 12/15/28) | 486 | 466497 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/49 (Call 09/15/48) | 245 | 231743 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/59 (Call 09/15/58) | 178 | 167429 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/15/25<sup>(a)</sup> | 537 | 529230 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/28 | 690 | 676759 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/18/43 | 189 | 174706 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/34 | 136 | 146016 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.38%, 05/15/38<sup>(a)</sup> | 834 | 997447 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/01/24 (Call 05/01/24)<sup>(a)</sup> | 402 | 393538 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/01/29 (Call 03/01/29) | 350 | 332248 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 09/01/25 (Call 08/01/25) | 42 | 38410 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 09/01/27 (Call 07/01/27)<sup>(a)</sup> | 350 | 307902 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/01/30 (Call 06/01/30) | 550 | 458914 |
| &nbsp;&nbsp;&nbsp;2.10%, 09/01/40 (Call 03/01/40) | 270 | 197870 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/01/50 (Call 03/01/50) | 365 | 247999 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/01/26 (Call 12/01/25) | 817 | 779876 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/01/60 (Call 03/01/60)<sup>(a)</sup> | 340 | 227028 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/25 (Call 11/15/24) | 155 | 150198 |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/28 (Call 10/15/27) | 584 | 556348 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/03/27 (Call 12/03/26) | 413 | 398066 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/38 (Call 07/15/37) | 205 | 185447 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/48 (Call 07/15/47) | 259 | 225138 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/01/36 (Call 09/01/35) | 240 | 224066 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/03/37 (Call 09/03/36) | 393 | 367655 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/46 (Call 09/01/45) | 643 | 578732 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/03/47 (Call 09/03/46)<sup>(a)</sup> | 363 | 328479 |
| &nbsp;&nbsp;&nbsp;4.38%, 12/05/33 (Call 06/05/33) | 100 | 102678 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/01/40<sup>(a)</sup> | 157 | 158502 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/05/43 (Call 06/05/43) | 230 | 236711 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 05/15/33<sup>(a)</sup> | 228 | 247284 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/38 | 306 | 358929 |
| &nbsp;&nbsp;&nbsp;5.95%, 08/15/37 | 201 | 234780 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 08/15/25) | 289 | 285853 |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/44 (Call 12/01/43) | 190 | 180468 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 02/24/26 (Call 01/24/26)<sup>(a)</sup> | $280 | $251966 |
| &nbsp;&nbsp;&nbsp;1.45%, 06/24/30 (Call 03/24/30) | 300 | 249102 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 510 | 460744 |
| &nbsp;&nbsp;&nbsp;1.90%, 12/10/28 (Call 10/10/28) | 315 | 277988 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/10/31 (Call 09/10/31) | 545 | 462498 |
| &nbsp;&nbsp;&nbsp;2.35%, 06/24/40 (Call 12/24/39) | 371 | 275456 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/24/50 (Call 12/24/49) | 425 | 291100 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/10/25 (Call 11/10/24) | 628 | 608695 |
| &nbsp;&nbsp;&nbsp;2.75%, 12/10/51 (Call 06/10/51) | 601 | 433555 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/10/61 (Call 06/10/61) | 505 | 351788 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/07/29 (Call 12/07/28) | 573 | 550676 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/42 (Call 03/15/42) | 194 | 169389 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/10/45 (Call 08/10/44) | 570 | 504359 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/07/39 (Call 09/07/38) | 390 | 359978 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/07/49 (Call 09/07/48) | 346 | 315248 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/18/43 | 333 | 316200 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 12/01/33<sup>(a)</sup> | 148 | 174163 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/25 (Call 01/14/25) | 234 | 222129 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/27 (Call 12/14/26) | 580 | 537295 |
| &nbsp;&nbsp;&nbsp;2.20%, 08/14/30 (Call 05/14/30) | 520 | 458422 |
| &nbsp;&nbsp;&nbsp;2.75%, 08/14/50 (Call 02/14/50) | 279 | 209091 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/25 (Call 08/20/25) | 590 | 569639 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/17/27 (Call 02/17/27) | 445 | 428700 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/24 | 610 | 601466 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/21/42 | 208 | 185247 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/20/45 (Call 05/20/45) | 340 | 319994 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/06/44 | 590 | 586100 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 05/28/25 (Call 04/28/25)<sup>(a)</sup> | 451 | 416674 |
| &nbsp;&nbsp;&nbsp;1.70%, 05/28/30 (Call 02/28/30) | 370 | 314075 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/18/31 (Call 05/18/31) | 145 | 121227 |
| &nbsp;&nbsp;&nbsp;2.55%, 05/28/40 (Call 11/28/39) | 304 | 234281 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/01/30 (Call 01/01/30) | 475 | 430055 |
| &nbsp;&nbsp;&nbsp;2.70%, 05/28/50 (Call 11/28/49) | 413 | 301527 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/03/26 | 511 | 488920 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/24 (Call 02/15/24) | 288 | 282632 |
| &nbsp;&nbsp;&nbsp;3.00%, 12/15/26 | 632 | 608603 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 | 433 | 426773 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 381 | 367475 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/28 (Call 06/15/28) | 425 | 415459 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/39 (Call 09/15/38) | 263 | 244148 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/36 | 220 | 212590 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 03/15/49 (Call 09/15/48)<sup>(a)</sup> | 394 | 364911 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/38 (Call 03/15/38) | 272 | 261683 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/46 | 359 | 339154 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/15/48 (Call 03/15/48) | 315 | 299187 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/43 | 294 | 285850 |
| &nbsp;&nbsp;&nbsp;4.40%, 05/15/44 | 314 | 309818 |
| &nbsp;&nbsp;&nbsp;7.20%, 03/15/39 | 877 | 1125112 |
| Pharmacia LLC, 6.60%, 12/01/28. | 154 | 173476 |
| Sanofi, 3.63%, 06/19/28 (Call 03/19/28) | 503 | 491260 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 04/01/37<sup>(a)</sup> | 541 | 613662 |
| &nbsp;&nbsp;&nbsp;6.00%, 02/15/36 | 141 | 158460 |
| &nbsp;&nbsp;&nbsp;6.50%, 02/01/34 | 207 | 242041 |
|  |  | 45385212 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Pipelines — 0.1%** |  |  |
| Columbia Pipeline Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/25 (Call 03/01/25) | $491 | $486900 |
| &nbsp;&nbsp;&nbsp;5.80%, 06/01/45 (Call 12/01/44) | 60 | 63425 |
|  |  | 550325 |
| **Real Estate — 0.0%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24) | 215 | 212358 |
| **Real Estate Investment Trusts — 1.5%** |  |  |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/15/32 (Call 10/15/31) | 140 | 115392 |
| &nbsp;&nbsp;&nbsp;2.30%, 03/01/30 (Call 12/01/29) | 345 | 298304 |
| &nbsp;&nbsp;&nbsp;2.45%, 01/15/31 (Call 10/15/30) | 151 | 130443 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/25 (Call 03/03/25)<sup>(a)</sup> | 440 | 427671 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/15/30 (Call 02/15/30) | 337 | 302710 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/01/29 (Call 04/01/29) | 145 | 133932 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;1.85%, 08/01/31 (Call 05/01/31) | 135 | 109442 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/15/30 (Call 11/15/29) | 280 | 243692 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 11/01/26 (Call 08/01/26)<sup>(a)</sup> | 55 | 51736 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/01/29 (Call 04/01/29) | 176 | 159319 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/28 (Call 12/01/27) | 166 | 156849 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/01/44 (Call 01/01/44) | 182 | 169757 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/27 (Call 03/01/27) | 145 | 140331 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/29 (Call 12/15/28) | 25 | 24204 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 10/15/30 (Call 07/15/30) | 230 | 181935 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 04/15/27 (Call 02/15/27)<sup>(a)</sup> | 240 | 219826 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/15/50 (Call 04/15/50) | 137 | 83415 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/30 (Call 01/15/30) | 278 | 239872 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/50 (Call 10/15/49)<sup>(a)</sup> | 215 | 156131 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/15/33 (Call 10/15/32) | 285 | 287457 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 02/15/26 (Call 01/15/26) | 225 | 203040 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/09/26 (Call 10/09/26) | 205 | 185455 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/01/28 (Call 03/01/28) | 233 | 206531 |
| &nbsp;&nbsp;&nbsp;1.95%, 11/09/28 (Call 09/09/28) | 270 | 237111 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/09/31 (Call 08/09/31) | 160 | 134627 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/01/31 (Call 02/01/31) | 159 | 135675 |
| &nbsp;&nbsp;&nbsp;3.09%, 09/15/27 (Call 06/15/27) | 237 | 225634 |
| &nbsp;&nbsp;&nbsp;3.39%, 05/01/29 (Call 02/01/29) | 139 | 130905 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 12/15/32 (Call 09/15/32) | 210 | 179651 |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/27 (Call 10/15/26) | 223 | 210164 |
| &nbsp;&nbsp;&nbsp;3.10%, 12/15/29 (Call 09/15/29) | 261 | 237314 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/29 (Call 03/15/29) | 45 | 41459 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/31 (Call 10/15/30) | 376 | 339814 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/28 (Call 11/15/27) | 205 | 195146 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 135 | 129614 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/25 (Call 02/15/25) | 255 | 250260 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/27 (Call 05/15/27) | 195 | 190230 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/26 (Call 07/15/26) | 125 | 123239 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/25 (Call 09/01/25) | 75 | 74789 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/47 (Call 09/15/46) | 151 | 143618 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/30 | 120 | 120252 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/26 (Call 03/01/26) | 55 | 55322 |
| &nbsp;&nbsp;&nbsp;5.05%, 01/13/26 | 25 | 25053 |
| &nbsp;&nbsp;&nbsp;5.63%, 10/13/32 (Call 07/13/32) | 280 | 296923 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 01/15/27 (Call 10/15/26) | $132 | $117726 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/01/28 (Call 11/01/27) | 355 | 311690 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/13/24 (Call 06/13/24) | 434 | 415915 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/01/31 (Call 11/01/30)<sup>(a)</sup> | 287 | 236921 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/15/32 (Call 10/15/31) | 340 | 276593 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/13/29 (Call 06/13/29) | 300 | 260427 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/30 (Call 04/15/30) | 202 | 175677 |
| &nbsp;&nbsp;&nbsp;2.65%, 02/01/32 (Call 11/01/31) | 230 | 194044 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/26 (Call 08/30/26) | 79 | 75132 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/13/49 (Call 03/13/49) | 305 | 222290 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/15/26 (Call 10/15/25) | 310 | 298174 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/01/24 (Call 07/01/24)<sup>(a)</sup> | 497 | 486031 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (Call 03/15/27) | 310 | 295064 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/01/27 (Call 09/01/27)<sup>(a)</sup> | 300 | 284004 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/25 (Call 06/01/25) | 510 | 495577 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/15/50 (Call 01/15/50) | 248 | 199759 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/30/46 (Call 05/30/46) | 205 | 177327 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/42 (Call 09/15/41) | 131 | 120600 |
| &nbsp;&nbsp;&nbsp;6.75%, 02/01/40 (Call 11/01/39) | 196 | 226817 |
|  |  | 12574012 |
| **Retail — 2.7%** |  |  |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 06/20/27 (Call 04/20/27) | 302 | 270725 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/20/30 (Call 01/20/30) | 472 | 399529 |
| &nbsp;&nbsp;&nbsp;1.75%, 04/20/32 (Call 01/20/32) | 320 | 263885 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/18/24 (Call 03/18/24) | 449 | 439993 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/18/27 (Call 02/18/27) | 543 | 521302 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 03/15/28 (Call 01/15/28) | 80 | 68110 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 (Call 12/15/30) | 505 | 406884 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/15/28 (Call 07/15/28) | 402 | 350335 |
| &nbsp;&nbsp;&nbsp;1.88%, 09/15/31 (Call 06/15/31) | 352 | 291709 |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 403 | 373690 |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/51 (Call 09/15/50) | 300 | 196053 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27) | 348 | 325805 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/25 (Call 03/15/25) | 40 | 38574 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/30 (Call 01/15/30) | 397 | 357383 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/51 (Call 03/15/51) | 352 | 249469 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27)<sup>(a)</sup> | 455 | 428214 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/15/27 (Call 03/15/27) | 325 | 308386 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/15/29 (Call 03/15/29) | 522 | 484390 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 97 | 93389 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/49 (Call 06/15/49) | 502 | 384005 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/32 (Call 01/15/32) | 160 | 147158 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/15/40 (Call 10/15/39) | 422 | 357438 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 371 | 362096 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/15/50 (Call 10/15/49) | 593 | 474554 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/15/56 (Call 03/15/56) | 213 | 173077 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/52 (Call 10/15/51) | 435 | 363007 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 423 | 418981 |
| &nbsp;&nbsp;&nbsp;3.90%, 12/06/28 (Call 09/06/28) | 383 | 378178 |
| &nbsp;&nbsp;&nbsp;3.90%, 06/15/47 (Call 12/15/46) | 350 | 309194 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 08/15/25) | 85 | 84650 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/01/43 (Call 10/01/42) | 401 | 373395 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/46 (Call 10/01/45) | 547 | 509197 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/45 (Call 09/15/44) | 342 | 326306 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32)<sup>(a)</sup> | 460 | 465566 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/06/48 (Call 06/06/48) | 542 | 524201 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/44 (Call 08/15/43) | 342 | 348156 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Retail (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 09/15/52 (Call 03/15/52)<sup>(a)</sup> | $350 | $360234 |
| &nbsp;&nbsp;&nbsp;5.40%, 09/15/40 (Call 03/15/40) | 125 | 135090 |
| &nbsp;&nbsp;&nbsp;5.88%, 12/16/36 | 574 | 645440 |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/41 (Call 10/01/40) | 295 | 336294 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 01/15/27 (Call 12/15/26) | 390 | 359927 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 528 | 503385 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/15/30 (Call 11/15/29) | 305 | 267769 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 467 | 443935 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/52 (Call 07/15/51) | 345 | 255662 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/29 (Call 01/15/29) | 482 | 460059 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 288 | 283481 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/46 | 236 | 200588 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/47 (Call 05/15/47) | 171 | 150162 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 07/01/42<sup>(a)</sup> | 255 | 239284 |
| &nbsp;&nbsp;&nbsp;4.40%, 01/15/33 | 210 | 210029 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/32 (Call 06/15/32)<sup>(a)</sup> | 145 | 146208 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/15/53 | 305 | 308328 |
| &nbsp;&nbsp;&nbsp;7.00%, 01/15/38 | 130 | 160515 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 05/15/28 (Call 03/15/28) | 182 | 156826 |
| &nbsp;&nbsp;&nbsp;1.60%, 05/15/31 (Call 02/15/31) | 65 | 52725 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 570 | 530527 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/22/41 (Call 03/22/41) | 445 | 340723 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/15/24 (Call 10/15/24) | 95 | 92611 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 09/22/51 (Call 03/22/51)<sup>(a)</sup> | 425 | 310735 |
| &nbsp;&nbsp;&nbsp;2.85%, 07/08/24 (Call 06/08/24) | 135 | 132126 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/24/49 (Call 03/24/49) | 230 | 178064 |
| &nbsp;&nbsp;&nbsp;3.05%, 07/08/26 (Call 05/08/26) | 45 | 43655 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/08/29 (Call 04/08/29) | 353 | 338001 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/22/24 (Call 01/22/24) | 411 | 404847 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 06/26/25 (Call 04/26/25)<sup>(a)</sup> | 435 | 429854 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/26/28 (Call 03/26/28) | 140 | 138425 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/28/38 (Call 12/28/37) | 350 | 336256 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/29/48 (Call 12/29/47) | 496 | 471934 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/09/32 (Call 06/09/32) | 60 | 60112 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/09/52 (Call 03/09/52) | 300 | 301293 |
| &nbsp;&nbsp;&nbsp;5.25%, 09/01/35 | 370 | 404817 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/01/40 | 280 | 314000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 04/15/41<sup>(a)</sup> | 225 | 255971 |
| &nbsp;&nbsp;&nbsp;6.20%, 04/15/38 | 140 | 165875 |
| &nbsp;&nbsp;&nbsp;6.50%, 08/15/37 | 285 | 348475 |
|  |  | 23141226 |
| **Semiconductors — 3.3%** |  |  |
| Advanced Micro Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.92%, 06/01/32 (Call 03/01/32)<sup>(a)</sup> | 250 | 239123 |
| &nbsp;&nbsp;&nbsp;4.39%, 06/01/52 (Call 12/01/51) | 185 | 172400 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 10/01/28 (Call 08/01/28) | 265 | 230539 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/01/31 (Call 07/01/31) | 390 | 328279 |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/41 (Call 04/01/41) | 270 | 209331 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/51 (Call 04/01/51) | 315 | 231465 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 12/05/26 (Call 09/05/26)<sup>(a)</sup> | 147 | 142734 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 06/01/30 (Call 03/01/30) | 305 | 256285 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/50 (Call 12/01/49) | 372 | 273104 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 190 | 183779 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25)<sup>(a)</sup> | 167 | 164911 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/01/47 (Call 10/01/46) | 249 | 238557 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.10%, 10/01/35 (Call 04/01/35) | $177 | $186473 |
| &nbsp;&nbsp;&nbsp;5.85%, 06/15/41 | 275 | 312309 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.60%, 08/12/28 (Call 06/12/28) | 335 | 291976 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/12/31 (Call 05/12/31) | 295 | 241909 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/15/29 (Call 08/15/29) | 588 | 517152 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 509 | 481942 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/12/41 (Call 02/12/41) | 288 | 211663 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24) | 529 | 517674 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/12/51 (Call 02/12/51) | 430 | 298648 |
| &nbsp;&nbsp;&nbsp;3.10%, 02/15/60 (Call 08/15/59) | 249 | 165279 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 475 | 454779 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/12/61 (Call 02/12/61) | 235 | 158517 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/15/49 (Call 05/15/49) | 702 | 506886 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 545 | 532291 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25)<sup>(a)</sup> | 590 | 577716 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 12/08/47 (Call 06/08/47)<sup>(a)</sup> | 659 | 523622 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27) | 327 | 320156 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/05/27 (Call 07/05/27) | 210 | 205311 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/25/30 (Call 12/25/29) | 508 | 487507 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/05/29 (Call 06/05/29)<sup>(a)</sup> | 270 | 263266 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 12/15/32<sup>(a)</sup> | 194 | 184224 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/19/46 (Call 11/19/45) | 435 | 375431 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/11/47 (Call 11/11/46) | 325 | 276825 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/05/32 (Call 05/05/32)<sup>(a)</sup> | 320 | 305750 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/15/42 | 200 | 178752 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/25/40 (Call 09/25/39) | 246 | 232682 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 03/25/50 (Call 09/25/49)<sup>(a)</sup> | 660 | 609926 |
| &nbsp;&nbsp;&nbsp;4.80%, 10/01/41 | 215 | 208374 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 07/29/45 (Call 01/29/45)<sup>(a)</sup> | 267 | 260418 |
| &nbsp;&nbsp;&nbsp;4.90%, 08/05/52 (Call 02/05/52) | 550 | 518886 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/25/60 (Call 09/25/59)<sup>(a)</sup> | 177 | 168038 |
| &nbsp;&nbsp;&nbsp;5.05%, 08/05/62 (Call 02/05/62) | 258 | 241395 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/01/50 (Call 08/28/49) | 250 | 194243 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/15/29 (Call 12/15/28) | 145 | 143166 |
| &nbsp;&nbsp;&nbsp;4.65%, 11/01/24 (Call 08/01/24) | 184 | 183229 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 07/15/32 (Call 04/15/32)<sup>(a)</sup> | 385 | 391091 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/52 (Call 01/15/52) | 490 | 492622 |
| &nbsp;&nbsp;&nbsp;5.25%, 07/15/62 (Call 01/15/62) | 255 | 264083 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/15/30 (Call 03/15/30) | 150 | 126381 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/50 (Call 12/15/49) | 236 | 170059 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/15/60 (Call 12/15/59) | 137 | 97489 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 232 | 227406 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 255 | 251142 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/29 (Call 12/15/28) | 365 | 358667 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/49 (Call 09/15/48) | 242 | 243125 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.58%, 06/14/24 (Call 06/14/23) | 185 | 175317 |
| &nbsp;&nbsp;&nbsp;1.55%, 06/15/28 (Call 04/15/28) | 390 | 342615 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/15/31 (Call 03/15/31) | 475 | 397418 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/30 (Call 01/01/30) | 576 | 523037 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 419 | 405211 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/40 (Call 10/01/39) | 520 | 452197 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/01/50 (Call 10/01/49)<sup>(a)</sup> | 547 | 447594 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/60 (Call 10/01/59) | 100 | 81549 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 05/20/28 (Call 02/20/28) | 402 | 349627 |
| &nbsp;&nbsp;&nbsp;1.65%, 05/20/32 (Call 02/20/32) | 380 | 305197 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 05/20/30 (Call 02/20/30) | $383 | $334547 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/20/24 (Call 03/20/24) | 251 | 245834 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/20/27 (Call 02/20/27) | 135 | 130112 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/20/50 (Call 11/20/49)<sup>(a)</sup> | 223 | 175588 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/20/25 (Call 02/20/25) | 332 | 325353 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/20/32 (Call 02/20/32) | 185 | 184682 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/20/47 (Call 11/20/46)<sup>(a)</sup> | 539 | 499486 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/20/52 (Call 11/20/51) | 295 | 279167 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/20/35 (Call 11/20/34) | 241 | 246697 |
| &nbsp;&nbsp;&nbsp;4.80%, 05/20/45 (Call 11/20/44) | 567 | 566586 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 05/20/33 (Call 02/20/33)<sup>(a)</sup> | 120 | 129008 |
| &nbsp;&nbsp;&nbsp;6.00%, 05/20/53 (Call 11/20/52) | 340 | 390269 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/15/26 (Call 08/15/26) | 165 | 148117 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 195 | 183249 |
| &nbsp;&nbsp;&nbsp;1.75%, 05/04/30 (Call 02/04/30) | 239 | 203351 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/15/31 (Call 06/15/31) | 210 | 175764 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/04/29 (Call 06/04/29) | 285 | 253049 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 09/15/51 (Call 03/15/51)<sup>(a)</sup> | 100 | 73940 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27)<sup>(a)</sup> | 81 | 77108 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/39 (Call 09/15/38) | 310 | 289583 |
| &nbsp;&nbsp;&nbsp;4.15%, 05/15/48 (Call 11/15/47) | 556 | 528306 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 100 | 102038 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/25/26 (Call 09/25/26) | 383 | 345711 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/25/31 (Call 07/25/31) | 518 | 443367 |
| &nbsp;&nbsp;&nbsp;3.13%, 10/25/41 (Call 04/25/41) | 260 | 213619 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/25/51 (Call 04/25/51)<sup>(a)</sup> | 395 | 314693 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/22/27 (Call 03/22/27)<sup>(a)</sup> | 255 | 250356 |
| &nbsp;&nbsp;&nbsp;4.13%, 04/22/29 (Call 02/22/29) | 15 | 14715 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/22/32 (Call 01/22/32) | 265 | 263540 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/22/52 (Call 10/22/51)<sup>(a)</sup> | 225 | 224780 |
| Xilinx Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 06/01/30 (Call 03/01/30) | 173 | 150520 |
| &nbsp;&nbsp;&nbsp;2.95%, 06/01/24 (Call 04/01/24) | 99 | 96735 |
|  |  | 27968619 |
| **Software — 1.8%** |  |  |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 198 | 188286 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 269 | 250116 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/30 (Call 11/01/29) | 500 | 441650 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 152 | 148603 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 07/15/25 (Call 06/15/25) | 313 | 287500 |
| &nbsp;&nbsp;&nbsp;1.35%, 07/15/27 (Call 05/15/27) | 80 | 70935 |
| &nbsp;&nbsp;&nbsp;1.65%, 07/15/30 (Call 04/15/30) | 270 | 223927 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 766 | 722660 |
| &nbsp;&nbsp;&nbsp;2.53%, 06/01/50 (Call 12/01/49) | 1949 | 1389403 |
| &nbsp;&nbsp;&nbsp;2.68%, 06/01/60 (Call 12/01/59) | 1103 | 765835 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 713 | 692851 |
| &nbsp;&nbsp;&nbsp;2.92%, 03/17/52 (Call 09/17/51) | 2039 | 1558633 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/17/62 (Call 09/17/61) | 574 | 434656 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 824 | 802716 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 1117 | 1087723 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/08/36 (Call 02/08/36) | 400 | 370928 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/12/35 (Call 08/12/34)<sup>(a)</sup> | 455 | 428705 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/08/46 (Call 02/08/46) | 569 | 516140 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/12/55 (Call 08/12/54)<sup>(a)</sup> | 200 | 188138 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/06/37 (Call 08/06/36) | 333 | 330020 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Software (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.20%, 11/03/35 (Call 05/03/35) | $335 | $338122 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/06/47 (Call 08/06/46) | 385 | 378694 |
| &nbsp;&nbsp;&nbsp;4.45%, 11/03/45 (Call 05/03/45) | 260 | 264584 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/57 (Call 08/06/56) | 265 | 270536 |
| &nbsp;&nbsp;&nbsp;5.20%, 06/01/39 | 215 | 240727 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/08/41 | 295 | 331250 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 07/15/24 (Call 03/03/23) | 185 | 174638 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 07/15/28 (Call 05/15/28)<sup>(a)</sup> | 405 | 353703 |
| &nbsp;&nbsp;&nbsp;1.95%, 07/15/31 (Call 04/15/31) | 510 | 422943 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 07/15/41 (Call 01/15/41)<sup>(a)</sup> | 330 | 249034 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/15/51 (Call 01/15/51) | 645 | 460730 |
| &nbsp;&nbsp;&nbsp;3.05%, 07/15/61 (Call 01/15/61) | 365 | 252003 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/11/28 (Call 01/11/28) | 573 | 560755 |
|  |  | 15197144 |
| **Telecommunications — 0.6%** |  |  |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 05/07/30 (Call 02/07/30) | 295 | 260364 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/22/29 (Call 01/22/29) | 403 | 376462 |
| &nbsp;&nbsp;&nbsp;4.38%, 07/16/42 | 354 | 323885 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/22/49 (Call 10/22/48) | 410 | 372198 |
| &nbsp;&nbsp;&nbsp;4.70%, 07/21/32 (Call 04/21/32) | 283 | 279180 |
| &nbsp;&nbsp;&nbsp;6.13%, 03/30/40 | 617 | 679144 |
| &nbsp;&nbsp;&nbsp;6.38%, 03/01/35 | 312 | 349300 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26)<sup>(a)</sup> | 618 | 584622 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 172 | 165980 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/25 | 245 | 241274 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/04/24 | 301 | 298652 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/40 | 681 | 752389 |
| &nbsp;&nbsp;&nbsp;5.90%, 02/15/39 | 698 | 798142 |
|  |  | 5481592 |
| **Transportation — 2.4%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/52 (Call 12/15/51) | 195 | 140718 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 30 | 29034 |
| &nbsp;&nbsp;&nbsp;3.05%, 02/15/51 (Call 08/15/50) | 220 | 164846 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27)<sup>(a)</sup> | 284 | 273844 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/51 (Call 03/15/51) | 226 | 177828 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/24 (Call 06/01/24) | 257 | 252328 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/15/50 (Call 08/15/49) | 301 | 247624 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 01/01/24)<sup>(a)</sup> | 485 | 480150 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/01/46 (Call 02/01/46) | 178 | 154527 |
| &nbsp;&nbsp;&nbsp;4.05%, 06/15/48 (Call 12/15/47) | 263 | 234591 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/47 (Call 12/15/46) | 285 | 258447 |
| &nbsp;&nbsp;&nbsp;4.15%, 04/01/45 (Call 10/01/44) | 337 | 308264 |
| &nbsp;&nbsp;&nbsp;4.15%, 12/15/48 (Call 06/15/48) | 240 | 217418 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/01/42 (Call 03/01/42) | 147 | 138869 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/42 (Call 09/15/41) | 242 | 228934 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/15/43 (Call 09/15/42) | 272 | 259823 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/15/53 (Call 07/15/52) | 165 | 157427 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/01/44 (Call 03/01/44) | 290 | 280085 |
| &nbsp;&nbsp;&nbsp;4.70%, 09/01/45 (Call 03/01/45) | 243 | 237892 |
| &nbsp;&nbsp;&nbsp;4.90%, 04/01/44 (Call 10/01/43) | 344 | 345617 |
| &nbsp;&nbsp;&nbsp;5.05%, 03/01/41 (Call 09/01/40) | 212 | 217031 |
| &nbsp;&nbsp;&nbsp;5.15%, 09/01/43 (Call 03/01/43) | 254 | 263312 |
| &nbsp;&nbsp;&nbsp;5.40%, 06/01/41 (Call 12/01/40) | 200 | 212148 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/01/40 (Call 11/01/39) | 121 | 133140 |
| &nbsp;&nbsp;&nbsp;6.15%, 05/01/37 | 115 | 131544 |

---

---

| | | |
|:---|:---|:---|
|  | *Par* |  |
| *Security* | *(000)* | *Value* |
| **Transportation (continued)** |  |  |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 05/01/50 (Call 11/01/49) | $170 | $115296 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 416 | 396431 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/02/46 (Call 02/02/46) | 146 | 115560 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/03/48 (Call 08/03/47) | 221 | 188831 |
| &nbsp;&nbsp;&nbsp;3.85%, 08/05/32 (Call 05/05/32) | 275 | 265793 |
| &nbsp;&nbsp;&nbsp;4.40%, 08/05/52 (Call 02/05/52) | 290 | 275503 |
| &nbsp;&nbsp;&nbsp;4.45%, 01/20/49 (Call 07/20/48) | 196 | 187939 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/01/34 | 185 | 211100 |
| FedEx Corp. Class AA Pass Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35 | 384 | 315521 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 02/05/27 (Call 12/05/26) | 40 | 36887 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/20/31 (Call 02/20/31) | 310 | 269034 |
| &nbsp;&nbsp;&nbsp;2.40%, 02/05/30 (Call 11/05/29) | 250 | 220023 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 215 | 205261 |
| &nbsp;&nbsp;&nbsp;2.80%, 02/14/32 (Call 11/14/31) | 495 | 438332 |
| &nbsp;&nbsp;&nbsp;2.89%, 04/06/36 (Call 01/06/36) | 340 | 283767 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/10/52 (Call 09/10/51) | 295 | 213365 |
| &nbsp;&nbsp;&nbsp;2.97%, 09/16/62 (Call 03/16/62) | 260 | 179083 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/27 (Call 01/15/27)<sup>(a)</sup> | 70 | 66764 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/24 (Call 02/01/24) | 280 | 275268 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/20/41 (Call 11/20/40) | 20 | 16560 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25)<sup>(a)</sup> | 15 | 14589 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/05/50 (Call 08/05/49) | 405 | 315722 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/14/42 (Call 08/14/41) | 220 | 185618 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/14/53 (Call 08/14/52) | 395 | 319239 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/15/39 (Call 02/15/39) | 220 | 192456 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/20/61 (Call 11/20/60) | 205 | 159921 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/15/37 (Call 03/15/37) | 135 | 119799 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/01/29 (Call 12/01/28) | 365 | 354747 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/25 (Call 05/15/25) | 165 | 162297 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/05/70 (Call 08/05/69) | 30 | 23573 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/51 (Call 04/01/51) | 365 | 312407 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/06/71 (Call 10/06/70)<sup>(a)</sup> | 255 | 202702 |
| &nbsp;&nbsp;&nbsp;3.84%, 03/20/60 (Call 09/20/59) | 595 | 492862 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/14/72 (Call 08/14/71) | 145 | 116829 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/10/28 (Call 06/10/28) | 525 | 516715 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/59 (Call 02/15/59) | 155 | 130228 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/47 (Call 10/15/46) | 215 | 188469 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/01/46 (Call 09/01/45) | 195 | 169954 |
| &nbsp;&nbsp;&nbsp;4.10%, 09/15/67 (Call 03/15/67) | 165 | 140479 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/49 (Call 09/01/48) | 245 | 223881 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/20/33 (Call 10/20/32)<sup>(a)</sup> | 260 | 262267 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/09/52 (Call 03/09/52) | 240 | 245690 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 11/15/26 (Call 08/15/26) | 339 | 319670 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/15/24 (Call 09/15/24) | 52 | 50592 |
| &nbsp;&nbsp;&nbsp;3.05%, 11/15/27 (Call 08/15/27) | 575 | 550097 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/15/29 (Call 12/15/28) | 318 | 304450 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/46 (Call 05/15/46) | 200 | 163724 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 09/01/49 (Call 03/01/49)<sup>(a)</sup> | 218 | 180253 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/47 (Call 05/15/47) | 418 | 366473 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/25 (Call 03/01/25) | 87 | 86169 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/49 (Call 09/15/48) | 268 | 252043 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/01/30 (Call 01/01/30) | 271 | 274065 |
| &nbsp;&nbsp;&nbsp;4.88%, 11/15/40 (Call 05/15/40) | 174 | 177428 |
| &nbsp;&nbsp;&nbsp;5.20%, 04/01/40 (Call 10/01/39) | 208 | 222431 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 04/01/50 (Call 10/01/49)<sup>(a)</sup> | 234 | 256122 |
| &nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 511 | 594012 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares<br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 09/17/26 (Call 08/17/26) | $575 | $515413 |
| &nbsp;&nbsp;&nbsp;1.50%, 09/22/28 (Call 07/22/28) | 577 | 507195 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/22/31 (Call 06/22/31) | 870 | 731365 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/09/27 (Call 08/09/27) | 137 | 136988 |
|  |  | 20360693 |
| **Total Long-Term Investments — 98.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $931,506,354)** |  | 829241674 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 7.3%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(e)(f)(g)</sup> | 58972 | 59007176 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(e)(f)</sup> | 2047 | 2047000 |
| **Total Short-Term Securities — 7.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $61,006,969)** |  | 61054176 |
| **Total Investments — 105.8%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $992,513,323)** |  | 890295850 |
| **Liabilities in Excess of Other Assets — (5.8)%** |  | (48530664) |
| **Net Assets — 100.0%** |  | $841765186 |

---

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

<sup>(b)</sup> Zero-coupon bond.

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

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

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended 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<br> Gain<br> Distributions<br> from<br> Underlying<br> Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $58846512 | $111167 <sup>(a)</sup> | $— | $3737 | $45760 | $59007176 | 58972 | $59069 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 1497000 | 550000 <sup>(a)</sup> |  |  |  | 2047000 | 2047 | 22892 | 1 |
|  |  |  |  | $3737 | $45760 | $61054176 |  | $81961 | $1 |

---

<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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **Aaa - A Rated Corporate Bond ETF** |
| January 31, 2023 |  |

---

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

or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $829241674 | $— | $829241674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 61054176 |  | **—** | 61054176 |
|  | $61054176 | $829241674 | $— | $890295850 |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Aaa - A Rated Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000035916

- **c. LEI of Series:** 5493009W1LC1TK28CL24

**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:** $964067966.56

**Total Liabilities:** $122295713.52

**Net Assets:** $841772253.04

**Delayed Delivery Securities:** $1348057.50

**Cash Not Reported:** $6269.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.48000000 | **1-Year:** 25867.93000000 | **5-Year:** 167218.57000000 | **10-Year:** 109486.70000000 | **30-Year:** 319904.07000000

**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 C000110081 | 5.06%                | -0.75%               | 3.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3739395.36             | $40774524.96                               |
| Month 2  | $-7199869.32             | $278837.26                                 |
| Month 3  | $-124691.18              | $27494586.48                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352083.60    | 0.04%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                               | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $34076.70     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Manulife Financial Corp                        | Manulife Financial Corp                                 | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    389000 | PA      | $384682.10    | 0.05%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    213000 | PA      | $164623.44    | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $406971.50    | 0.05%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                      | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    270000 | PA      | $209331.00    | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128167.65    | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $147131.60    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    256000 | PA      | $243553.28    | 0.03%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $349926.55    | 0.04%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146207.85    | 0.02%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322219.75    | 0.04%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191165.10    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220022.50    | 0.03%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    685000 | PA      | $484726.55    | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $295855.60    | 0.04%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263065.86    | 0.03%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    525000 | PA      | $471870.00    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    675000 | PA      | $620426.25    | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    938000 | PA      | $928788.84    | 0.11%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                      | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    985000 | PA      | $917241.85    | 0.11%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                               | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148602.80    | 0.02%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $255440.00    | 0.03%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $288825.75    | 0.03%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246610.00    | 0.03%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                 | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $587405.00    | 0.07%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                       | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    301000 | PA      | $298652.20    | 0.04%             | 2024-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                            | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $323516.09    | 0.04%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $185618.40    | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    465000 | PA      | $447929.85    | 0.05%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132299.70    | 0.02%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $504358.65    | 0.06%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186784.00    | 0.02%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    715000 | PA      | $677004.90    | 0.08%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                          | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261100.80    | 0.03%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                              | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $138837.60    | 0.02%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    343000 | PA      | $333056.43    | 0.04%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199003.75    | 0.02%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                               | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    373000 | PA      | $354025.49    | 0.04%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    737000 | PA      | $697695.79    | 0.08%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $263145.60    | 0.03%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                 | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260444.25    | 0.03%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $363007.50    | 0.04%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    635000 | PA      | $611473.25    | 0.07%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    522000 | PA      | $430822.26    | 0.05%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                               | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    151000 | PA      | $130442.86    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $131444.60    | 0.02%             | 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        |    240000 | PA      | $229675.20    | 0.03%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    522000 | PA      | $474357.06    | 0.06%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    313000 | PA      | $276297.62    | 0.03%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                          | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    270000 | PA      | $237111.30    | 0.03%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $271776.40    | 0.03%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    392000 | PA      | $402497.76    | 0.05%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $68040.00     | 0.01%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| WACHOVIA CORP                                  | Wachovia Corp                                           | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241664.60    | 0.03%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282030.00    | 0.03%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    508000 | PA      | $487563.16    | 0.06%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $252738.45    | 0.03%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361178.45    | 0.04%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $171199.05    | 0.02%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    212000 | PA      | $147484.16    | 0.02%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $318063.10    | 0.04%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613216.50    | 0.07%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    506000 | PA      | $479318.62    | 0.06%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    472000 | PA      | $542814.16    | 0.06%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165296.20    | 0.02%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    318000 | PA      | $304450.02    | 0.04%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                 | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $472815.60    | 0.06%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $245124.00    | 0.03%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269833.20    | 0.03%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| AMERIPRISE FINANCIAL INC                       | Ameriprise Financial Inc                                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135700.65    | 0.02%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                 | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $201289.00    | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    326000 | PA      | $278224.70    | 0.03%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107824.50    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    584000 | PA      | $498262.96    | 0.06%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47701.50     | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $366728.70    | 0.04%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    329000 | PA      | $309977.22    | 0.04%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    548000 | PA      | $519564.28    | 0.06%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $712798.25    | 0.08%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257832.50    | 0.03%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     83000 | PA      | $79919.87     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    665000 | PA      | $649904.50    | 0.08%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                             | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    537000 | PA      | $529229.61    | 0.06%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    202000 | PA      | $193144.32    | 0.02%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                  | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $277241.86    | 0.03%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                          | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    396000 | PA      | $381763.80    | 0.05%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    347000 | PA      | $327096.08    | 0.04%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    352000 | PA      | $320503.04    | 0.04%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157460.80    | 0.02%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    555000 | PA      | $540370.20    | 0.06%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $534027.30    | 0.06%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    574000 | PA      | $645440.04    | 0.08%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    353000 | PA      | $311681.35    | 0.04%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184681.80    | 0.02%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                          | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    128000 | PA      | $95313.92     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                              | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44691.50     | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419787.50    | 0.05%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    495000 | PA      | $411869.70    | 0.05%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    176000 | PA      | $156805.44    | 0.02%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $341964.00    | 0.04%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                            | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    532000 | PA      | $432218.08    | 0.05%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    909000 | PA      | $863959.05    | 0.10%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    532000 | PA      | $509437.88    | 0.06%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    490000 | PA      | $429274.30    | 0.05%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55816.11     | 0.01%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    335000 | PA      | $294076.40    | 0.03%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                       | Brookfield Finance LLC / Brookfield Finance Inc         | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    164000 | PA      | $114650.76    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    383000 | PA      | $334546.67    | 0.04%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133421.25    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48967.50     | 0.01%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                              | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $430055.50    | 0.05%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209534.60    | 0.02%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                          | Kentucky Utilities Co                                   | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205938.00    | 0.02%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | NUSS              | AU        |    270000 | PA      | $263220.30    | 0.03%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435405.80    | 0.05%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674410.40    | 0.08%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $217418.40    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                            | Ford Foundation/The                                     | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $153516.10    | 0.02%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653907.80    | 0.08%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                | SSM Health Care Corp                                    | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48385.50     | 0.01%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                              | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44369.50     | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185384.55    | 0.02%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $223387.56    | 0.03%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $329628.15    | 0.04%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    863000 | PA      | $838050.67    | 0.10%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    199000 | PA      | $156282.66    | 0.02%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    435000 | PA      | $429853.95    | 0.05%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                     | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100579.20    | 0.01%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                            | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    294000 | PA      | $290613.12    | 0.03%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53923.65     | 0.01%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    894000 | PA      | $830284.62    | 0.10%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                        | JetBlue 2019-1 Class AA Pass Through Trust              | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187030 | PA      | $156659.88    | 0.02%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215321.40    | 0.03%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    355000 | PA      | $239806.05    | 0.03%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $299843.20    | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    905000 | PA      | $860274.90    | 0.10%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    272000 | PA      | $248314.24    | 0.03%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                            | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $298252.80    | 0.04%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    816000 | PA      | $673934.40    | 0.08%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    421000 | PA      | $430906.13    | 0.05%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    687000 | PA      | $662989.35    | 0.08%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    314000 | PA      | $309817.52    | 0.04%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                  | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    633000 | PA      | $614959.50    | 0.07%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                              | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    304000 | PA      | $234280.64    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    530000 | PA      | $426400.90    | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                  | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    201000 | PA      | $167615.91    | 0.02%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    772000 | PA      | $761053.04    | 0.09%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                               | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    289000 | PA      | $285852.79    | 0.03%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93388.69     | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER FIN CA                            | Schlumberger Finance Canada Ltd                         | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $120794.70    | 0.01%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                               | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    326000 | PA      | $316852.44    | 0.04%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    511000 | PA      | $594011.95    | 0.07%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $106648.50    | 0.01%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142240.65    | 0.02%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     77000 | PA      | $68882.66     | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $138869.43    | 0.02%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                        | Delta Air Lines 2020-1 Class AA Pass Through Trust      | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68041 | PA      | $59320.37     | 0.01%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    344000 | PA      | $312981.52    | 0.04%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                      | Wyeth LLC                                               | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    141000 | PA      | $158460.03    | 0.02%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    738000 | PA      | $715003.92    | 0.08%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $421935.00    | 0.05%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                          | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    101000 | PA      | $112844.27    | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    298000 | PA      | $262463.50    | 0.03%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                  | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    215000 | PA      | $157861.60    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    369000 | PA      | $368354.25    | 0.04%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $213618.60    | 0.03%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    697000 | PA      | $615255.84    | 0.07%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                           | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    411000 | PA      | $401608.65    | 0.05%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    522000 | PA      | $484389.90    | 0.06%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $277015.00    | 0.03%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    395000 | PA      | $314783.40    | 0.04%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                        | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24962.50     | 0.00%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    217000 | PA      | $198659.16    | 0.02%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    565000 | PA      | $595871.60    | 0.07%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                          | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    178000 | PA      | $167428.58    | 0.02%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    174000 | PA      | $167050.44    | 0.02%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    295000 | PA      | $279167.35    | 0.03%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $262880.10    | 0.03%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    344000 | PA      | $334020.56    | 0.04%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $388237.50    | 0.05%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    760000 | PA      | $672280.80    | 0.08%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $447168.75    | 0.05%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    374000 | PA      | $287994.96    | 0.03%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    335000 | PA      | $290069.80    | 0.03%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                        | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71430.40     | 0.01%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $378253.86    | 0.04%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225499.20    | 0.03%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Public Storage                                 | Public Storage                                          | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    139000 | PA      | $130904.64    | 0.02%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $209212.20    | 0.02%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $521663.60    | 0.06%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                              | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70935.20     | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134459.80    | 0.02%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191574.55    | 0.02%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ORIX Corp                                      | ORIX Corp                                               | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $178656.35    | 0.02%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                   | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273019.55    | 0.03%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                           | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    253000 | PA      | $212988.05    | 0.03%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14912L5X5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144096.75    | 0.02%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                    | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    512000 | PA      | $497986.56    | 0.06%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334295.50    | 0.04%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    865000 | PA      | $878225.85    | 0.10%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $217030.76    | 0.03%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $379260.00    | 0.05%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CA                               | TotalEnergies Capital SA                                | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    433000 | PA      | $427990.19    | 0.05%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $108526.40    | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    477000 | PA      | $450302.31    | 0.05%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    469000 | PA      | $441399.35    | 0.05%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    358000 | PA      | $334593.96    | 0.04%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                       | Precision Castparts Corp                                | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    309000 | PA      | $300604.47    | 0.04%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                          | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    225000 | PA      | $203040.00    | 0.02%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231516.00    | 0.03%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200262.00    | 0.02%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    514000 | PA      | $487256.58    | 0.06%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307802.25    | 0.04%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    235000 | PA      | $205331.25    | 0.02%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309193.50    | 0.04%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $983910.40    | 0.12%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $445611.75    | 0.05%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                     | CUSIP: 291011BG8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87461.10     | 0.01%             | 2025-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    205000 | PA      | $182363.90    | 0.02%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                            | Toledo Hospital/The                                     | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174452.96    | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $140717.85    | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                          | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    345000 | PA      | $319935.75    | 0.04%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434277.00    | 0.05%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $352653.75    | 0.04%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                    | Snap-on Inc                                             | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    108000 | PA      | $83313.36     | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                      | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    223000 | PA      | $210164.12    | 0.02%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                            | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $336560.40    | 0.04%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $473472.85    | 0.06%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                         | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    157000 | PA      | $115124.96    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1043061.50   | 0.12%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241472.40    | 0.03%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193021.40    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $833024.70    | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    418000 | PA      | $366473.14    | 0.04%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284352.00    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $556582.00    | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                   | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360831.40    | 0.04%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    573000 | PA      | $553162.74    | 0.07%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    247000 | PA      | $211627.13    | 0.03%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                       | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    681000 | PA      | $752389.23    | 0.09%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212590.40    | 0.03%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $67321.00     | 0.01%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90909.00     | 0.01%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426437.40    | 0.05%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    504000 | PA      | $430920.00    | 0.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                     | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232722.85    | 0.03%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    310000 | PA      | $271411.20    | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                          | Credit Suisse USA Inc                                   | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    156000 | PA      | $169027.56    | 0.02%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    650000 | PA      | $532850.50    | 0.06%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                        | AEP Transmission Co LLC                                 | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102828.75    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $249980.85    | 0.03%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $304916.25    | 0.04%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $404405.05    | 0.05%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $381762.30    | 0.05%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    811000 | PA      | $703193.77    | 0.08%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    573000 | PA      | $550675.92    | 0.07%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                              | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $143478.60    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    308000 | PA      | $301618.24    | 0.04%             | 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        |    137000 | PA      | $135438.20    | 0.02%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    416000 | PA      | $396431.36    | 0.05%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    249000 | PA      | $211704.78    | 0.03%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158158.90    | 0.02%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $275502.90    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                              | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    362000 | PA      | $349033.16    | 0.04%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     25000 | PA      | $25053.25     | 0.00%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    457000 | PA      | $410395.14    | 0.05%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    255000 | PA      | $243139.95    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                       | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $50365.15     | 0.01%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140344.05    | 0.02%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    415000 | PA      | $395586.30    | 0.05%             | 2024-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                     | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174590.00    | 0.02%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                            | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $410163.60    | 0.05%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                            | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $370854.90    | 0.04%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                              | EOG Resources Inc                                       | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87478.20     | 0.01%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $215479.00    | 0.03%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    467000 | PA      | $387661.37    | 0.05%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    559000 | PA      | $524878.64    | 0.06%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    356000 | PA      | $348435.00    | 0.04%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                          | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    370000 | PA      | $344799.30    | 0.04%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    780000 | PA      | $647392.20    | 0.08%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    560000 | PA      | $547002.40    | 0.06%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420856.25    | 0.05%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                               | Brown University                                        | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    205000 | PA      | $155502.75    | 0.02%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    650000 | PA      | $619970.00    | 0.07%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                         | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    298000 | PA      | $258759.36    | 0.03%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188662.50    | 0.02%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $336294.10    | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    645000 | PA      | $460729.95    | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                          | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    178000 | PA      | $152789.86    | 0.02%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    333000 | PA      | $312070.95    | 0.04%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    201000 | PA      | $194555.94    | 0.02%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264583.80    | 0.03%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136688.85    | 0.02%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                   | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    382000 | PA      | $374826.04    | 0.04%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                     | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    146000 | PA      | $109043.02    | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    293000 | PA      | $325493.70    | 0.04%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                             | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    834000 | PA      | $997447.32    | 0.12%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                       | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    110000 | PA      | $123637.80    | 0.01%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60485.25     | 0.01%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169841.70    | 0.02%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                 | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    369000 | PA      | $354055.50    | 0.04%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                              | Novant Health Inc                                       | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    226000 | PA      | $167402.72    | 0.02%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                          | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1389403.12   | 0.17%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                   | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164910.83    | 0.02%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141541.75    | 0.02%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    735000 | PA      | $621464.55    | 0.07%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                         | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    227000 | PA      | $153622.25    | 0.02%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232877.30    | 0.03%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    499000 | PA      | $493585.85    | 0.06%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $245463.60    | 0.03%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68110.40     | 0.01%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    771000 | PA      | $740846.19    | 0.09%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $512459.20    | 0.06%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    605000 | PA      | $471633.80    | 0.06%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                               | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $152998.50    | 0.02%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                     | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267074.50    | 0.03%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                   | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    302000 | PA      | $270724.88    | 0.03%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    209000 | PA      | $244080.65    | 0.03%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    888000 | PA      | $889447.44    | 0.11%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    267000 | PA      | $254143.95    | 0.03%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212330.80    | 0.03%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49657.85     | 0.01%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $314692.55    | 0.04%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    990000 | PA      | $752697.00    | 0.09%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129008.40    | 0.02%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276780.60    | 0.03%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294138.00    | 0.03%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    331000 | PA      | $388491.39    | 0.05%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    378000 | PA      | $387090.90    | 0.05%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    181000 | PA      | $178368.26    | 0.02%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173532.00    | 0.02%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56214.60     | 0.01%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                        | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249457.50    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                  | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    336000 | PA      | $316508.64    | 0.04%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    405000 | PA      | $264335.40    | 0.03%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                    | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53494.10     | 0.01%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                 | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    505000 | PA      | $478194.60    | 0.06%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $429475.20    | 0.05%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    439000 | PA      | $418661.13    | 0.05%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                     | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    659000 | PA      | $641062.02    | 0.08%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    568000 | PA      | $401257.92    | 0.05%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                               | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    460000 | PA      | $392660.60    | 0.05%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                       | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    331000 | PA      | $279565.91    | 0.03%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co                               | Alabama Power Co                                        | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    167000 | PA      | $148242.56    | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $234590.74    | 0.03%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $207641.30    | 0.02%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                              | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $314074.50    | 0.04%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    289000 | PA      | $281575.59    | 0.03%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255476.00    | 0.03%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    815000 | PA      | $775977.80    | 0.09%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237429.90    | 0.03%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167964.80    | 0.02%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                   | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    357000 | PA      | $326790.66    | 0.04%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    520000 | PA      | $561979.60    | 0.07%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    574000 | PA      | $556240.44    | 0.07%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723840.00    | 0.09%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                              | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292389.00    | 0.03%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    218000 | PA      | $180253.30    | 0.02%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                          | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $231743.05    | 0.03%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                       | Southwestern Public Service Co                          | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    260000 | PA      | $193954.80    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                          | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    574000 | PA      | $434655.76    | 0.05%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    642000 | PA      | $576702.18    | 0.07%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    373000 | PA      | $363093.12    | 0.04%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    710000 | PA      | $628903.80    | 0.07%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $272244.50    | 0.03%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370928.00    | 0.04%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179208.90    | 0.02%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    505000 | PA      | $436128.10    | 0.05%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $267727.60    | 0.03%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                        | Magna International Inc                                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $137785.41    | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114865.94    | 0.01%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    429000 | PA      | $415945.53    | 0.05%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    280000 | PA      | $251966.40    | 0.03%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                 | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500890.00    | 0.06%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    370000 | PA      | $404817.00    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                   | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $319994.40    | 0.04%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    378000 | PA      | $365715.00    | 0.04%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431276.40    | 0.05%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23922.25     | 0.00%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    264000 | PA      | $229170.48    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $573888.30    | 0.07%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    228000 | PA      | $207135.72    | 0.02%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    247000 | PA      | $197780.31    | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    529000 | PA      | $467270.99    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    411000 | PA      | $404847.33    | 0.05%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84649.80     | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    245000 | PA      | $195404.65    | 0.02%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    196000 | PA      | $187938.52    | 0.02%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92067.85     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $395502.75    | 0.05%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    508000 | PA      | $487507.28    | 0.06%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                    | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207948.00    | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    573000 | PA      | $495198.06    | 0.06%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    572000 | PA      | $449225.92    | 0.05%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143965.80    | 0.02%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    796000 | PA      | $775463.20    | 0.09%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                              | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172399.65    | 0.02%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151757.30    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                              | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $203112.00    | 0.02%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $362479.05    | 0.04%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $445138.05    | 0.05%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2018-1 AA PTT                       | United Airlines 2018-1 Class AA Pass Through Trust      | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188523 | PA      | $166901.71    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $452313.90    | 0.05%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc                                 | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    379000 | PA      | $369634.91    | 0.04%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    535000 | PA      | $484849.10    | 0.06%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $238980.00    | 0.03%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525344.40    | 0.06%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    310000 | PA      | $250216.50    | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354564.00    | 0.04%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA                        | University of Southern California                       | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    244000 | PA      | $204445.16    | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                     | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191582.75    | 0.02%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $427354.20    | 0.05%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $472031.25    | 0.06%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25394.50     | 0.00%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                               | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    342000 | PA      | $361350.36    | 0.04%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205310.70    | 0.02%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    555000 | PA      | $575174.25    | 0.07%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                         | Rockefeller Foundation/The                              | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    365000 | PA      | $248674.50    | 0.03%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                     | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76159.50     | 0.01%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                       | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    423000 | PA      | $414848.79    | 0.05%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                               | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    335000 | PA      | $272803.90    | 0.03%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                 | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    341000 | PA      | $321184.49    | 0.04%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    440000 | PA      | $403444.80    | 0.05%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                         | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169368.95    | 0.02%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1127946.33   | 0.13%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                   | HSBC USA Inc                                            | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289459.90    | 0.03%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    181000 | PA      | $165348.93    | 0.02%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    267000 | PA      | $256712.49    | 0.03%             | 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        |    360000 | PA      | $355644.00    | 0.04%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    490000 | PA      | $472943.10    | 0.06%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                       | Baylor Scott & White Holdings                           | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $192828.60    | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143619.00    | 0.02%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    225000 | PA      | $255971.25    | 0.03%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170532.00    | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    230000 | PA      | $178063.70    | 0.02%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    360000 | PA      | $296532.00    | 0.04%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    222000 | PA      | $211199.70    | 0.03%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    107000 | PA      | $87852.35     | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                    | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    257000 | PA      | $250680.37    | 0.03%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $274988.60    | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                      | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123238.75    | 0.01%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    313000 | PA      | $284776.79    | 0.03%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    535000 | PA      | $407771.65    | 0.05%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $348475.20    | 0.04%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    480000 | PA      | $423403.20    | 0.05%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $670079.40    | 0.08%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55620.26     | 0.01%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    515000 | PA      | $352435.10    | 0.04%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262267.20    | 0.03%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55721.05     | 0.01%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                            | American University/The                                 | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    183000 | PA      | $151754.58    | 0.02%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155643.20    | 0.02%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                        | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    254000 | PA      | $243329.46    | 0.03%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227338.90    | 0.03%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                      | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189265.05    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    178000 | PA      | $164772.82    | 0.02%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $665738.50    | 0.08%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                   | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    363000 | PA      | $351093.60    | 0.04%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    300000 | PA      | $284004.00    | 0.03%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163589.40    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $561626.00    | 0.07%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174638.15    | 0.02%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    360000 | PA      | $303804.00    | 0.04%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    617000 | PA      | $445301.24    | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    480000 | PA      | $347160.00    | 0.04%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $261729.75    | 0.03%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $208773.60    | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    495000 | PA      | $458676.90    | 0.05%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    544000 | PA      | $535464.64    | 0.06%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    422000 | PA      | $423185.82    | 0.05%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $237172.95    | 0.03%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89293.50     | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $749979.00    | 0.09%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    324000 | PA      | $308256.84    | 0.04%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105057.00    | 0.01%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                   | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $586100.10    | 0.07%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                               | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $87612.30     | 0.01%             | 2025-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                             | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239284.35    | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86176.25     | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213848.80    | 0.03%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $502810.00    | 0.06%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    365000 | PA      | $328591.25    | 0.04%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $294490.70    | 0.03%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    510000 | PA      | $379990.80    | 0.05%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $242887.65    | 0.03%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1144834.74   | 0.14%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    445000 | PA      | $419648.35    | 0.05%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NUCOR CORP                                     | Nucor Corp                                              | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83792.15     | 0.01%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    288000 | PA      | $282631.68    | 0.03%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                        | Magna International Inc                                 | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    363000 | PA      | $356810.85    | 0.04%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                 | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    295000 | PA      | $260364.05    | 0.03%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336255.50    | 0.04%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    226000 | PA      | $202466.62    | 0.02%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    214000 | PA      | $153061.36    | 0.02%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45363.50     | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184608.72    | 0.02%             | 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        |    330000 | PA      | $310530.00    | 0.04%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    535000 | PA      | $478108.10    | 0.06%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sanofi                                         | Sanofi                                                  | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    503000 | PA      | $491259.98    | 0.06%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                           | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    220000 | PA      | $154556.60    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $232219.00    | 0.03%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $205464.00    | 0.02%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $243677.50    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CME Group Inc                                  | CME Group Inc                                           | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    307000 | PA      | $334688.33    | 0.04%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $263187.20    | 0.03%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388763.70    | 0.05%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $322280.50    | 0.04%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $194267.55    | 0.02%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492695.00    | 0.06%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    269000 | PA      | $249290.37    | 0.03%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                               | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $197329.00    | 0.02%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                       | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    215000 | PA      | $194568.55    | 0.02%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group             | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $83640.70     | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563490.00    | 0.07%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135501.00    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $208628.25    | 0.02%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100538.00    | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $803248.36    | 0.10%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    305000 | PA      | $256172.55    | 0.03%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                          | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106793.92    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    215000 | PA      | $162234.70    | 0.02%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73940.00     | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    269000 | PA      | $255017.38    | 0.03%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141670.50    | 0.02%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    608000 | PA      | $597688.32    | 0.07%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                       | United Airlines 2016-1 Class AA Pass Through Trust      | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170349 | PA      | $154296.93    | 0.02%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274110.90    | 0.03%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    377000 | PA      | $359088.73    | 0.04%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50796.50     | 0.01%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $339951.30    | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $516715.50    | 0.06%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                              | Ralph Lauren Corp                                       | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192713.10    | 0.02%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                       | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271388.00    | 0.03%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22719.00     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    518000 | PA      | $686163.52    | 0.08%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    437000 | PA      | $333955.40    | 0.04%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    163000 | PA      | $98676.94     | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $523158.30    | 0.06%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    297000 | PA      | $276991.11    | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $133139.93    | 0.02%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    246000 | PA      | $232681.56    | 0.03%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101853.61    | 0.01%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    410000 | PA      | $327081.60    | 0.04%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    353000 | PA      | $347394.36    | 0.04%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    315000 | PA      | $284823.00    | 0.03%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    420000 | PA      | $314554.80    | 0.04%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                             | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $168003.85    | 0.02%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    397000 | PA      | $349006.67    | 0.04%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    588000 | PA      | $517151.88    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $411776.40    | 0.05%             | 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        |    472000 | PA      | $444963.84    | 0.05%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                 | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    312000 | PA      | $349299.60    | 0.04%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    365000 | PA      | $354747.15    | 0.04%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    356000 | PA      | $340784.56    | 0.04%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                             | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    482000 | PA      | $460059.36    | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    197000 | PA      | $141205.66    | 0.02%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    402000 | PA      | $349627.44    | 0.04%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    412000 | PA      | $348770.36    | 0.04%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    410000 | PA      | $404296.90    | 0.05%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                    | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    515000 | PA      | $488117.00    | 0.06%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255695.00    | 0.03%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    615000 | PA      | $529508.85    | 0.06%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249300.00    | 0.03%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                      | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176710.05    | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    414000 | PA      | $399274.02    | 0.05%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                   | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    108000 | PA      | $94943.88     | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                           | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    168000 | PA      | $133286.16    | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    510000 | PA      | $478691.10    | 0.06%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    359000 | PA      | $339154.48    | 0.04%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                               | Ascension Health                                        | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $212986.62    | 0.03%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                          | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68203.80     | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    457000 | PA      | $441978.41    | 0.05%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                   | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101098.20    | 0.01%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                        | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316100.80    | 0.04%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    524000 | PA      | $475205.12    | 0.06%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                     | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234807.75    | 0.03%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    228000 | PA      | $221479.20    | 0.03%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    383000 | PA      | $345711.12    | 0.04%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    737000 | PA      | $722260.00    | 0.09%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                   | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    472000 | PA      | $399529.12    | 0.05%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    642000 | PA      | $506255.52    | 0.06%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                             | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    417000 | PA      | $382722.60    | 0.05%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    798000 | PA      | $765385.74    | 0.09%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225871.20    | 0.03%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                              | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    313000 | PA      | $287499.89    | 0.03%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                     | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101398.00    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    340000 | PA      | $276593.40    | 0.03%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $326076.75    | 0.04%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $271118.40    | 0.03%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    440000 | PA      | $411074.40    | 0.05%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                     | Intuit Inc                                              | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $223927.20    | 0.03%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282867.00    | 0.03%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    317000 | PA      | $290467.10    | 0.03%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175605.60    | 0.02%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131279.40    | 0.02%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                            | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354391.20    | 0.04%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                            | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    577000 | PA      | $536985.05    | 0.06%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    410000 | PA      | $371636.30    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    111000 | PA      | $100789.11    | 0.01%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                           | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    231000 | PA      | $194474.28    | 0.02%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    545000 | PA      | $532290.60    | 0.06%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                       | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    236000 | PA      | $170059.24    | 0.02%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106678.00    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                             | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    690000 | PA      | $676758.90    | 0.08%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     55000 | PA      | $55322.30     | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    157000 | PA      | $136104.87    | 0.02%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    395000 | PA      | $381791.20    | 0.05%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127954.05    | 0.02%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    394000 | PA      | $338036.24    | 0.04%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                   | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    158000 | PA      | $125858.06    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    955000 | PA      | $897604.50    | 0.11%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518886.50    | 0.06%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                             | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    405000 | PA      | $300910.95    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    378000 | PA      | $322479.36    | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                 | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $369356.08    | 0.04%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $975196.40    | 0.12%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    346000 | PA      | $276391.72    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    177000 | PA      | $163843.59    | 0.02%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504040.00    | 0.06%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    272000 | PA      | $265164.64    | 0.03%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    682000 | PA      | $624923.42    | 0.07%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91417.50     | 0.01%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                     | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296961.00    | 0.04%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                       | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    344000 | PA      | $337223.20    | 0.04%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    641000 | PA      | $633949.00    | 0.08%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $436275.00    | 0.05%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110065.00    | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68303.90     | 0.01%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                              | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    314000 | PA      | $275384.28    | 0.03%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                  | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    404000 | PA      | $393176.84    | 0.05%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    177000 | PA      | $169946.55    | 0.02%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CME Group Inc                                  | CME Group Inc                                           | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    172000 | PA      | $168859.28    | 0.02%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                             | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    362000 | PA      | $339679.08    | 0.04%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    148000 | PA      | $135415.56    | 0.02%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    219000 | PA      | $203821.11    | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                       | Northwell Healthcare Inc                                | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    278000 | PA      | $237467.60    | 0.03%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    193000 | PA      | $176517.80    | 0.02%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300982.40    | 0.04%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124743.00    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    211000 | PA      | $193033.35    | 0.02%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                            | CUSIP: 865622BN3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195696.00    | 0.02%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $129076.20    | 0.02%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $250083.30    | 0.03%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    239000 | PA      | $236045.96    | 0.03%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193482.00    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178752.00    | 0.02%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105582.15    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135411.90    | 0.02%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    575000 | PA      | $515412.75    | 0.06%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    448000 | PA      | $381427.20    | 0.05%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    730000 | PA      | $690565.40    | 0.08%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71402.80     | 0.01%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    340000 | PA      | $289584.80    | 0.03%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152328.60    | 0.02%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                              | EOG Resources Inc                                       | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144522.00    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $279221.25    | 0.03%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                 | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155700.80    | 0.02%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    435000 | PA      | $381555.90    | 0.05%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    992000 | PA      | $845035.20    | 0.10%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                            | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $287268.00    | 0.03%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                             | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259986.20    | 0.03%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                         | Hoag Memorial Hospital Presbyterian                     | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160401.80    | 0.02%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    605000 | PA      | $566576.45    | 0.07%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    327000 | PA      | $299175.57    | 0.04%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                          | Thomas Jefferson University                             | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90091.00     | 0.01%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95356.00     | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                  | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $373397.18    | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    333000 | PA      | $316200.15    | 0.04%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144686.69    | 0.02%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280690.20    | 0.03%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    778000 | PA      | $582504.16    | 0.07%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    445000 | PA      | $424445.45    | 0.05%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                      | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    230000 | PA      | $223916.50    | 0.03%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453011.65    | 0.05%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121196.80    | 0.01%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380277.30    | 0.05%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317037.50    | 0.04%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    299000 | PA      | $345419.75    | 0.04%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    182000 | PA      | $160340.18    | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    702000 | PA      | $506886.12    | 0.06%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332244.60    | 0.04%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    607000 | PA      | $599072.58    | 0.07%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37926.80     | 0.00%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                              | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    413000 | PA      | $301527.17    | 0.04%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                             | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    189000 | PA      | $174705.93    | 0.02%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                            | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    539000 | PA      | $499485.91    | 0.06%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                 | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    283000 | PA      | $279179.50    | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                              | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    283000 | PA      | $262346.66    | 0.03%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                   | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289583.40    | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                          | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    159000 | PA      | $135674.70    | 0.02%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224779.50    | 0.03%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    717000 | PA      | $674403.03    | 0.08%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    373000 | PA      | $354320.16    | 0.04%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                     | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    430000 | PA      | $364906.60    | 0.04%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    410000 | PA      | $430229.40    | 0.05%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    406000 | PA      | $373459.10    | 0.04%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    271000 | PA      | $257921.54    | 0.03%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                   | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    258000 | PA      | $216098.22    | 0.03%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    423000 | PA      | $369562.41    | 0.04%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159398.25    | 0.02%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102174.00    | 0.01%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    397000 | PA      | $355648.48    | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    244000 | PA      | $257229.68    | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    444000 | PA      | $415588.44    | 0.05%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    727000 | PA      | $717767.10    | 0.09%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275268.00    | 0.03%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $347748.75    | 0.04%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177427.80    | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                   | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133334.60    | 0.02%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                    | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    367000 | PA      | $359124.18    | 0.04%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    522000 | PA      | $516263.22    | 0.06%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    440000 | PA      | $418286.00    | 0.05%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $647591.70    | 0.08%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222525.00    | 0.03%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                             | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $369861.60    | 0.04%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    465000 | PA      | $370981.65    | 0.04%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    336000 | PA      | $302181.60    | 0.04%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $542393.50    | 0.06%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149407.50    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $728583.80    | 0.09%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                    | Citibank NA                                             | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2K2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    505000 | PA      | $455393.85    | 0.05%             | 2026-03-02      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    650000 | PA      | $615673.50    | 0.07%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $262841.25    | 0.03%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320954.70    | 0.04%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164662.00    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    166000 | PA      | $160342.72    | 0.02%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                            | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $391337.80    | 0.05%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    376000 | PA      | $350642.56    | 0.04%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $257185.80    | 0.03%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206672.40    | 0.02%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136987.67    | 0.02%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $250404.00    | 0.03%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    395000 | PA      | $319239.00    | 0.04%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                | Brookfield Corp                                         | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $212357.65    | 0.03%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                   | CUSIP: 882508AW4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199712.00    | 0.02%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249418.00    | 0.03%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    435000 | PA      | $375431.10    | 0.04%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69349LAQ1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133486.65    | 0.02%             | 2025-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    498000 | PA      | $482193.48    | 0.06%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                         | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191704.75    | 0.02%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14589.00     | 0.00%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    259000 | PA      | $243250.21    | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    221000 | PA      | $188831.24    | 0.02%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104821.25    | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    490000 | PA      | $491229.90    | 0.06%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    698000 | PA      | $678805.00    | 0.08%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    694000 | PA      | $670022.30    | 0.08%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151585.20    | 0.02%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66763.90     | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                 | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $305154.20    | 0.04%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $390807.90    | 0.05%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                  | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219847.50    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $210376.60    | 0.02%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $228178.50    | 0.03%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    288000 | PA      | $211662.72    | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                               | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    320000 | PA      | $286508.80    | 0.03%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $187611.45    | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249722.20    | 0.03%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110163.90    | 0.01%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                       | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $256649.85    | 0.03%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    460000 | PA      | $296097.40    | 0.04%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    441000 | PA      | $408507.12    | 0.05%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $233347.50    | 0.03%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    274000 | PA      | $251669.00    | 0.03%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102328.00    | 0.01%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5036.90      | 0.00%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    143000 | PA      | $127727.60    | 0.02%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104121.15    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143165.75    | 0.02%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                       | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172806.90    | 0.02%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107405.00    | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     25000 | PA      | $24221.50     | 0.00%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    392000 | PA      | $373493.68    | 0.04%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759597.20    | 0.09%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    287000 | PA      | $236921.37    | 0.03%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $288787.60    | 0.03%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                             | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    350000 | PA      | $273329.00    | 0.03%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    386000 | PA      | $379370.39    | 0.05%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                         | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325752.90    | 0.04%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    387000 | PA      | $370080.36    | 0.04%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87832.29     | 0.01%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304409.70    | 0.04%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $327819.80    | 0.04%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    455000 | PA      | $428705.55    | 0.05%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $178877.25    | 0.02%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162534.60    | 0.02%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333427.50    | 0.04%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231780.50    | 0.03%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $237892.14    | 0.03%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                       | Mead Johnson Nutrition Co                               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180467.70    | 0.02%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    342000 | PA      | $326305.62    | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                       | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    391000 | PA      | $388712.65    | 0.05%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    279000 | PA      | $268654.68    | 0.03%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $312268.50    | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                               | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151292.25    | 0.02%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $382964.60    | 0.05%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $478103.30    | 0.06%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243129.60    | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                     | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432542.00    | 0.05%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224318.40    | 0.03%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    860000 | PA      | $779263.20    | 0.09%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $402964.40    | 0.05%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103948.95    | 0.01%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     45000 | PA      | $41458.95     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                        | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106845.00    | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165250.80    | 0.02%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                   | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $213020.60    | 0.03%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                     | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $291863.00    | 0.03%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    340000 | PA      | $390269.00    | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    336000 | PA      | $321955.20    | 0.04%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282463.20    | 0.03%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $183466.80    | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $518851.65    | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                   | ING Groep NV                                            | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $381933.40    | 0.05%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    348000 | PA      | $325804.56    | 0.04%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74587.92     | 0.01%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    172000 | PA      | $151896.64    | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    641000 | PA      | $633949.00    | 0.08%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                     | Xilinx Inc                                              | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96734.88     | 0.01%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $198340.76    | 0.02%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    507000 | PA      | $491901.54    | 0.06%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                           | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109701.90    | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    345000 | PA      | $375943.05    | 0.04%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    430000 | PA      | $298647.90    | 0.04%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70487.30     | 0.01%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139758.85    | 0.02%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares   | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  60282709 | NS      | $60318879.00  | 7.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    480000 | PA      | $519465.60    | 0.06%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $265200.00    | 0.03%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $265793.00    | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $323609.00    | 0.04%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    585000 | PA      | $523066.05    | 0.06%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                              | Mount Sinai Hospitals Group Inc                         | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $196644.35    | 0.02%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                       | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    698000 | PA      | $798142.06    | 0.09%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                  | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $408327.20    | 0.05%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236651.80    | 0.03%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147158.40    | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    425000 | PA      | $291099.50    | 0.03%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    244000 | PA      | $289764.64    | 0.03%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                             | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    193000 | PA      | $140851.40    | 0.02%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                          | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    205000 | PA      | $185455.30    | 0.02%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $353702.70    | 0.04%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239850.45    | 0.03%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                  | Sutter Health                                           | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164053.50    | 0.02%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    260000 | PA      | $230565.40    | 0.03%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                      | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    705000 | PA      | $676750.65    | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150681.00    | 0.02%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $938075.55    | 0.11%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    580000 | PA      | $531854.20    | 0.06%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                    | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    247000 | PA      | $164346.39    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    577000 | PA      | $511908.63    | 0.06%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235043.60    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401496.75    | 0.05%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                            | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $402388.80    | 0.05%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    435000 | PA      | $405702.75    | 0.05%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                             | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    260000 | PA      | $205743.20    | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                         | Duke University Health System Inc                       | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118566.45    | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                       | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358667.25    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71866.80     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20256.40     | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                   | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195615.00    | 0.02%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20171.00     | 0.00%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199662.00    | 0.02%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    817000 | PA      | $787743.23    | 0.09%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299187.00    | 0.04%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $79306.50     | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    546000 | PA      | $497471.52    | 0.06%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                      | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    910000 | PA      | $794457.30    | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    681000 | PA      | $636905.25    | 0.08%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    679000 | PA      | $668197.11    | 0.08%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    375000 | PA      | $315000.00    | 0.04%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $462816.10    | 0.05%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                             | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    230000 | PA      | $181934.60    | 0.02%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    624000 | PA      | $708108.96    | 0.08%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $297195.35    | 0.04%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    623000 | PA      | $606203.92    | 0.07%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                  | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123468.75    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    280000 | PA      | $314000.40    | 0.04%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    473000 | PA      | $457433.57    | 0.05%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    445000 | PA      | $432531.10    | 0.05%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $324863.20    | 0.04%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    906000 | PA      | $885125.76    | 0.11%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    295000 | PA      | $273046.10    | 0.03%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    211000 | PA      | $197230.14    | 0.02%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    312000 | PA      | $356750.16    | 0.04%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                      | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    390000 | PA      | $328278.60    | 0.04%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                              | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    451000 | PA      | $416674.39    | 0.05%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    615000 | PA      | $595320.00    | 0.07%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    194000 | PA      | $151339.40    | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    206000 | PA      | $188871.10    | 0.02%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116829.40    | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    675000 | PA      | $659198.25    | 0.08%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $224602.58    | 0.03%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                      | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    265000 | PA      | $238717.30    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $725561.63    | 0.09%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                               | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $238378.10    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $801924.90    | 0.10%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    244000 | PA      | $239046.80    | 0.03%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    295000 | PA      | $289527.75    | 0.03%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1054734.06   | 0.13%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417945.00    | 0.05%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $262636.80    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                         | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    296000 | PA      | $268016.16    | 0.03%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                 | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50633.55     | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    434000 | PA      | $450682.96    | 0.05%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    262000 | PA      | $248907.86    | 0.03%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81008.80     | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                             | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    402000 | PA      | $393537.90    | 0.05%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc                                          | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    318000 | PA      | $302987.22    | 0.04%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $160514.90    | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $277191.00    | 0.03%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                               | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $44927.00     | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194237.40    | 0.02%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    270000 | PA      | $197869.50    | 0.02%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $264823.00    | 0.03%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $322814.80    | 0.04%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $460457.90    | 0.05%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    520000 | PA      | $452197.20    | 0.05%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                   | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221299.50    | 0.03%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270535.85    | 0.03%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                      | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    483000 | PA      | $466037.04    | 0.06%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    141000 | PA      | $102970.89    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                               | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    145000 | PA      | $140331.00    | 0.02%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                              | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    345000 | PA      | $325614.45    | 0.04%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    659000 | PA      | $523621.63    | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $728205.00    | 0.09%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161719.80    | 0.02%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    385000 | PA      | $341718.30    | 0.04%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                             | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156336.10    | 0.02%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $348806.00    | 0.04%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                               | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $185333.20    | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    595000 | PA      | $520083.55    | 0.06%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    155000 | PA      | $178361.60    | 0.02%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                        | Manulife Financial Corp                                 | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $232562.76    | 0.03%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    161000 | PA      | $154321.72    | 0.02%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                     | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327505.20    | 0.04%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    291000 | PA      | $286151.94    | 0.03%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313773.75    | 0.04%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78968.80     | 0.01%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                   | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    249000 | PA      | $238556.94    | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC                                 | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172227.30    | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                | WW Grainger Inc                                         | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    367000 | PA      | $362390.48    | 0.04%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                    | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191792.00    | 0.02%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27574.50     | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    542000 | PA      | $524200.72    | 0.06%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190058.70    | 0.02%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $245406.00    | 0.03%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                     | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    670000 | PA      | $659715.50    | 0.08%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    145000 | PA      | $169402.05    | 0.02%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    198000 | PA      | $190258.20    | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                   | Comerica Inc                                            | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218074.50    | 0.03%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305750.40    | 0.04%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    247000 | PA      | $218167.69    | 0.03%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    645000 | PA      | $595902.60    | 0.07%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    548000 | PA      | $540130.72    | 0.06%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352941.00    | 0.04%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    279000 | PA      | $216504.00    | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    174000 | PA      | $161680.80    | 0.02%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    835000 | PA      | $797433.35    | 0.09%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $372465.25    | 0.04%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $514609.20    | 0.06%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                   | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $149956.05    | 0.02%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    239000 | PA      | $203350.76    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    392000 | PA      | $312055.52    | 0.04%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                       | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14268.45     | 0.00%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    546000 | PA      | $531612.90    | 0.06%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                     | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310791.00    | 0.04%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232716.00    | 0.03%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                  | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    430000 | PA      | $417087.10    | 0.05%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $268851.90    | 0.03%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117603.60    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    497000 | PA      | $486031.21    | 0.06%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $198879.75    | 0.02%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    445000 | PA      | $411246.75    | 0.05%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    277000 | PA      | $234026.22    | 0.03%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    428000 | PA      | $369753.48    | 0.04%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    870000 | PA      | $731365.50    | 0.09%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286389.50    | 0.03%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121990.80    | 0.01%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    120000 | PA      | $120252.00    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    465000 | PA      | $419425.35    | 0.05%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                              | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $121227.25    | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    483000 | PA      | $466805.01    | 0.06%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317596.50    | 0.04%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    338000 | PA      | $355961.32    | 0.04%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    517000 | PA      | $413574.15    | 0.05%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: —       |
| Kentucky Utilities Co                          | Kentucky Utilities Co                                   | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    197000 | PA      | $177786.59    | 0.02%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    449000 | PA      | $429073.38    | 0.05%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    628000 | PA      | $608695.28    | 0.07%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    544000 | PA      | $486716.80    | 0.06%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    283000 | PA      | $242420.63    | 0.03%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $263133.20    | 0.03%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    510000 | PA      | $460744.20    | 0.05%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221611.50    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                 | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $387296.80    | 0.05%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    328000 | PA      | $316346.16    | 0.04%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $236435.76    | 0.03%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                              | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    217000 | PA      | $191116.24    | 0.02%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    382000 | PA      | $376858.28    | 0.04%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $159920.50    | 0.02%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $607008.60    | 0.07%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    455000 | PA      | $451482.85    | 0.05%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                            | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    332000 | PA      | $325353.36    | 0.04%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    817000 | PA      | $779875.52    | 0.09%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236943.45    | 0.03%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    849000 | PA      | $799401.42    | 0.09%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    591000 | PA      | $567820.98    | 0.07%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    542000 | PA      | $424640.74    | 0.05%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    578000 | PA      | $494895.16    | 0.06%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                            | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298666.85    | 0.04%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                           | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320377.60    | 0.04%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                             | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    288000 | PA      | $283481.28    | 0.03%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                  | Sutter Health                                           | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     59000 | PA      | $44753.27     | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    581000 | PA      | $505324.75    | 0.06%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    485000 | PA      | $394707.55    | 0.05%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                 | Legg Mason Inc                                          | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    178000 | PA      | $185700.28    | 0.02%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                             | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134299.20    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    268000 | PA      | $252043.28    | 0.03%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                       | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    357000 | PA      | $288231.09    | 0.03%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    248000 | PA      | $218247.44    | 0.03%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $283767.40    | 0.03%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $228467.50    | 0.03%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                            | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $478404.45    | 0.06%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71348.00     | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $384765.55    | 0.05%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408208.50    | 0.05%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    470000 | PA      | $369354.20    | 0.04%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $267768.65    | 0.03%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                     | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    254000 | PA      | $201630.28    | 0.02%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                         | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    341000 | PA      | $308390.17    | 0.04%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $455862.40    | 0.05%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127753.60    | 0.02%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284144.90    | 0.03%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    228000 | PA      | $247284.24    | 0.03%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $430843.77    | 0.05%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $640784.00    | 0.08%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                     | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    320000 | PA      | $351641.60    | 0.04%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                             | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265097.25    | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    433000 | PA      | $430025.29    | 0.05%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $306564.30    | 0.04%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    864000 | PA      | $840438.72    | 0.10%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $671866.80    | 0.08%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    329000 | PA      | $265999.79    | 0.03%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                   | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202714.00    | 0.02%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    421000 | PA      | $392894.04    | 0.05%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    601000 | PA      | $433555.39    | 0.05%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    203000 | PA      | $174953.52    | 0.02%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                               | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190642.00    | 0.02%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                           | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    190000 | PA      | $147143.60    | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                   | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166819.30    | 0.02%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    194000 | PA      | $169389.16    | 0.02%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                        | Brookfield Finance I UK Plc / Brookfield Finance Inc    | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $169442.70    | 0.02%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    348000 | PA      | $341401.92    | 0.04%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                     | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    461000 | PA      | $452605.19    | 0.05%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323440.00    | 0.04%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141024.00    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $216606.00    | 0.03%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $397418.25    | 0.05%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    244000 | PA      | $214085.60    | 0.03%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                  | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30948.60     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    517000 | PA      | $476725.70    | 0.06%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218138.20    | 0.03%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                       | Johns Hopkins Health System Corp/The                    | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    121000 | PA      | $104527.06    | 0.01%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234027.10    | 0.03%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    766000 | PA      | $722659.72    | 0.09%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    241000 | PA      | $231950.45    | 0.03%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                             | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    215000 | PA      | $156130.85    | 0.02%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2000 | PA      | $1814.78      | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    290000 | PA      | $238960.00    | 0.03%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14563.95     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $474059.25    | 0.06%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $247623.67    | 0.03%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192795.18    | 0.02%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155482.25    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                    | Mayo Clinic                                             | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106854.00    | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    297000 | PA      | $292818.24    | 0.03%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286700.00    | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $555381.75    | 0.07%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                   | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183779.40    | 0.02%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                            | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $331282.00    | 0.04%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                     | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    118000 | PA      | $71899.76     | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    717000 | PA      | $695016.78    | 0.08%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19759.20     | 0.00%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $518332.50    | 0.06%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120205.00    | 0.01%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                    | Truist Bank                                             | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    322000 | PA      | $303671.76    | 0.04%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $314043.84    | 0.04%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    367000 | PA      | $308797.47    | 0.04%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                         | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    285000 | PA      | $250420.95    | 0.03%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| AEP Transmission Co LLC                        | AEP Transmission Co LLC                                 | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $155716.35    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $642630.40    | 0.08%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    568000 | PA      | $360634.56    | 0.04%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $258446.55    | 0.03%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $467229.00    | 0.06%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                            | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    772000 | PA      | $493786.64    | 0.06%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $308264.01    | 0.04%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                         | John Sevier Combined Cycle Generation LLC               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94626 | PA      | $93217.49     | 0.01%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    262000 | PA      | $255339.96    | 0.03%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130418.55    | 0.02%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $289500.25    | 0.03%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    567000 | PA      | $522717.30    | 0.06%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1053000 | PA      | $970107.84    | 0.12%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    392000 | PA      | $379616.72    | 0.05%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                         | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100604.40    | 0.01%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    163000 | PA      | $142675.53    | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261313.85    | 0.03%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $213777.90    | 0.03%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                           | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    149000 | PA      | $124853.06    | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                               | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $162670.40    | 0.02%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                        | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249540.45    | 0.03%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227194.00    | 0.03%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1124186.88   | 0.13%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    770000 | PA      | $679193.90    | 0.08%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164792.25    | 0.02%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151164.80    | 0.02%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190524.75    | 0.02%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                             | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    128000 | PA      | $104628.48    | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195711.48    | 0.02%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                    | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $312100.75    | 0.04%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1160248.32   | 0.14%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375648.00    | 0.04%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    226000 | PA      | $208299.68    | 0.02%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                             | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     54000 | PA      | $44885.34     | 0.01%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                             | Analog Devices Inc                                      | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    265000 | PA      | $230539.40    | 0.03%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $117286.40    | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52826.00     | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224066.40    | 0.03%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    847000 | PA      | $746842.25    | 0.09%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    246000 | PA      | $194711.46    | 0.02%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    212000 | PA      | $206547.36    | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29034.00     | 0.00%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    283000 | PA      | $334307.90    | 0.04%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $490578.20    | 0.06%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298173.50    | 0.04%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    776000 | PA      | $507317.76    | 0.06%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352620.00    | 0.04%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                    | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    178000 | PA      | $142380.42    | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    353000 | PA      | $338001.03    | 0.04%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     79000 | PA      | $75132.16     | 0.01%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                       | Precision Castparts Corp                                | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151453.00    | 0.02%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $235299.20    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                    | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $372028.80    | 0.04%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    213000 | PA      | $185177.94    | 0.02%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                 | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $169687.50    | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    388000 | PA      | $272298.40    | 0.03%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                              | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180950.35    | 0.02%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $177327.05    | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    355000 | PA      | $343991.45    | 0.04%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    615000 | PA      | $603745.50    | 0.07%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $168324.00    | 0.02%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $465444.80    | 0.06%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200366.00    | 0.02%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    502000 | PA      | $384004.90    | 0.05%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    121000 | PA      | $141734.56    | 0.02%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    856000 | PA      | $836175.04    | 0.10%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    609000 | PA      | $573799.80    | 0.07%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187726.00    | 0.02%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    226000 | PA      | $222668.76    | 0.03%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                 | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75425.35     | 0.01%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                          | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    267000 | PA      | $211776.39    | 0.03%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $259822.56    | 0.03%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $626609.55    | 0.07%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    131000 | PA      | $120599.91    | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179091.00    | 0.02%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    192000 | PA      | $164423.04    | 0.02%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $357383.37    | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                         | CUSIP: 98459LAA1<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72274.02     | 0.01%             | 2025-04-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1079716.72   | 0.13%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205374.45    | 0.02%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319882.20    | 0.04%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    243000 | PA      | $210958.02    | 0.03%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                               | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $50057.50     | 0.01%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    465000 | PA      | $393673.65    | 0.05%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    245000 | PA      | $206882.90    | 0.02%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                       | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327156.60    | 0.04%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                 | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $305545.60    | 0.04%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    123000 | PA      | $116409.66    | 0.01%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    342000 | PA      | $348156.00    | 0.04%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                        | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $204487.25    | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7086.66      | 0.00%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141643.25    | 0.02%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                          | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136413.45    | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $395531.10    | 0.05%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    333000 | PA      | $307092.60    | 0.04%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $739011.00    | 0.09%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    496000 | PA      | $471934.08    | 0.06%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                  | Comerica Bank                                           | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280070.40    | 0.03%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                               | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $97427.40     | 0.01%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    799000 | PA      | $728480.26    | 0.09%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $83198.00     | 0.01%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                              | Barclays Bank PLC                                       | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $251809.95    | 0.03%             | 2024-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                 | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212213.95    | 0.03%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                      | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121219.35    | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $517319.00    | 0.06%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    219000 | PA      | $213148.32    | 0.03%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                           | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    511000 | PA      | $414436.33    | 0.05%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350921.95    | 0.04%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                        | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    235000 | PA      | $171686.30    | 0.02%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    294000 | PA      | $285850.32    | 0.03%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $263311.64    | 0.03%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $179082.80    | 0.02%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    265000 | PA      | $276114.10    | 0.03%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    218000 | PA      | $213810.04    | 0.03%             | 2025-08-26      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $359927.10    | 0.04%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $358134.10    | 0.04%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210508.35    | 0.03%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    230000 | PA      | $262855.50    | 0.03%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163724.00    | 0.02%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                  | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    480000 | PA      | $455726.40    | 0.05%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333524.75    | 0.04%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121324.00    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    977000 | PA      | $914188.67    | 0.11%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    445000 | PA      | $410152.05    | 0.05%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    590000 | PA      | $551567.40    | 0.07%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    327000 | PA      | $323913.12    | 0.04%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    508000 | PA      | $491220.76    | 0.06%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                       | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    245000 | PA      | $172560.85    | 0.02%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    348000 | PA      | $335910.48    | 0.04%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    184000 | PA      | $209699.28    | 0.02%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                               | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    440000 | PA      | $427671.20    | 0.05%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PROV ST JOSEPH HLTH OBL                        | Providence St Joseph Health Obligated Group             | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $117358.48    | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    512000 | PA      | $505221.12    | 0.06%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $311319.45    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    268000 | PA      | $239677.76    | 0.03%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    268000 | PA      | $258539.60    | 0.03%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    312000 | PA      | $299183.04    | 0.04%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168475.20    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $509415.30    | 0.06%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                       | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131684.80    | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                       | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    232000 | PA      | $227406.40    | 0.03%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $180001.82    | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185900.00    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co                            | Consumers Energy Co                                     | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    188000 | PA      | $175409.64    | 0.02%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $241908.85    | 0.03%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540804.00    | 0.06%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    393000 | PA      | $367655.43    | 0.04%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                 | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340600.00    | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $337278.25    | 0.04%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                  | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59973.65     | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $378163.50    | 0.04%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $175172.60    | 0.02%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    372000 | PA      | $357655.68    | 0.04%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223881.00    | 0.03%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $303859.20    | 0.04%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $552662.00    | 0.07%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    213000 | PA      | $205078.53    | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                   | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $428699.65    | 0.05%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                   | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    479000 | PA      | $358976.97    | 0.04%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163033.20    | 0.02%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    324000 | PA      | $288353.52    | 0.03%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                         | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211159.20    | 0.03%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     75000 | PA      | $74788.50     | 0.01%             | 2025-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                 | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161994.70    | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169218.00    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205792.40    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    208000 | PA      | $222431.04    | 0.03%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    236000 | PA      | $226109.24    | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    132000 | PA      | $117725.52    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    383000 | PA      | $383842.60    | 0.05%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    418000 | PA      | $395988.12    | 0.05%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $195840.00    | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                | Caterpillar Inc                                         | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $253623.40    | 0.03%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169285.35    | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    469000 | PA      | $447346.27    | 0.05%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    235000 | PA      | $208393.30    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    211000 | PA      | $297140.75    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    765000 | PA      | $713553.75    | 0.08%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    540000 | PA      | $500898.60    | 0.06%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    227000 | PA      | $216237.93    | 0.03%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                              | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    234000 | PA      | $212551.56    | 0.03%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                       | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    350000 | PA      | $307902.00    | 0.04%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    538000 | PA      | $510454.40    | 0.06%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $296794.20    | 0.04%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    440000 | PA      | $429919.60    | 0.05%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                       | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    325000 | PA      | $288544.75    | 0.03%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $556295.25    | 0.07%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $991011.84    | 0.12%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141397.20    | 0.02%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Nevada Power Co                                | Nevada Power Co                                         | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81784.45     | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                             | Analog Devices Inc                                      | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    315000 | PA      | $231465.15    | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    291000 | PA      | $280122.42    | 0.03%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    301000 | PA      | $270207.70    | 0.03%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                         | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125524.74    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19745.60     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $449944.40    | 0.05%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    474000 | PA      | $432169.50    | 0.05%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    367000 | PA      | $314757.55    | 0.04%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    259000 | PA      | $254573.69    | 0.03%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    143000 | PA      | $131652.95    | 0.02%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    555000 | PA      | $587217.75    | 0.07%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255360.00    | 0.03%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224268.75    | 0.03%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                            | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    251000 | PA      | $245834.42    | 0.03%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294911.50    | 0.04%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $204527.55    | 0.02%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $192373.40    | 0.02%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    433000 | PA      | $426773.46    | 0.05%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    338000 | PA      | $372023.08    | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    231000 | PA      | $241175.55    | 0.03%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                 | Eli Lilly & Co                                          | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    486000 | PA      | $466496.82    | 0.06%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                     | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211080.20    | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                          | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    160000 | PA      | $134627.20    | 0.02%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    485000 | PA      | $406648.25    | 0.05%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $261212.00    | 0.03%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    332000 | PA      | $292820.68    | 0.03%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                      | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19233.20     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $277464.60    | 0.03%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $446745.60    | 0.05%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $398850.20    | 0.05%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164535.00    | 0.02%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    396000 | PA      | $359781.84    | 0.04%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    394000 | PA      | $364910.98    | 0.04%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $211780.05    | 0.03%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                             | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    247000 | PA      | $224747.77    | 0.03%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    576000 | PA      | $523036.80    | 0.06%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    551000 | PA      | $464101.79    | 0.06%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $565421.40    | 0.07%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    196000 | PA      | $226817.08    | 0.03%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                             | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128354.00    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    416000 | PA      | $399339.20    | 0.05%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                          | Cottage Health Obligated Group                          | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $160626.90    | 0.02%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                   | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    543000 | PA      | $521301.72    | 0.06%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    422000 | PA      | $357438.22    | 0.04%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151579.80    | 0.02%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    371000 | PA      | $275456.37    | 0.03%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                     | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    405000 | PA      | $374625.00    | 0.04%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    267000 | PA      | $260418.45    | 0.03%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    225000 | PA      | $181874.25    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    315000 | PA      | $256624.20    | 0.03%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    440000 | PA      | $414348.00    | 0.05%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    435000 | PA      | $427313.55    | 0.05%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    280000 | PA      | $239058.40    | 0.03%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    355000 | PA      | $323092.60    | 0.04%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201236.00    | 0.02%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                       | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162208.00    | 0.02%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    280000 | PA      | $243675.60    | 0.03%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    622000 | PA      | $453885.84    | 0.05%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    913000 | PA      | $900674.50    | 0.11%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                    | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    335000 | PA      | $314675.55    | 0.04%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                       | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    415000 | PA      | $396640.40    | 0.05%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $665212.50    | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    292000 | PA      | $275855.32    | 0.03%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $202702.05    | 0.02%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $205791.55    | 0.02%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                         | Diageo Investment Corp                                  | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    148000 | PA      | $140221.12    | 0.02%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $200868.20    | 0.02%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183370.00    | 0.02%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $601259.25    | 0.07%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                         | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    258000 | PA      | $226250.52    | 0.03%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                              | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $140258.40    | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222818.20    | 0.03%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                              | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $246375.00    | 0.03%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245690.40    | 0.03%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    276000 | PA      | $222974.88    | 0.03%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    464000 | PA      | $446020.00    | 0.05%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    375000 | PA      | $328046.25    | 0.04%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                  | Pharmacia LLC                                           | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $173476.38    | 0.02%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                     | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400257.45    | 0.05%             | 2025-07-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $115295.70    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    583000 | PA      | $496482.80    | 0.06%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    690000 | PA      | $634399.80    | 0.08%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    413000 | PA      | $401522.73    | 0.05%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                     | Chubb Corp/The                                          | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $88884.00     | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101199.70    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $319929.60    | 0.04%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1163370.39   | 0.14%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196890.72    | 0.02%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297097.45    | 0.04%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $221987.20    | 0.03%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    780000 | PA      | $769360.80    | 0.09%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383504.00    | 0.05%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    717000 | PA      | $693159.75    | 0.08%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                       | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    188000 | PA      | $147192.72    | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                           | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232852.90    | 0.03%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    413000 | PA      | $359376.08    | 0.04%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                        | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    176000 | PA      | $159318.72    | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    632000 | PA      | $608603.36    | 0.07%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327565.00    | 0.04%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    580000 | PA      | $458588.60    | 0.05%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    478000 | PA      | $426696.26    | 0.05%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                          | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160894.80    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                         | NBCUniversal Media LLC                                  | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    256000 | PA      | $239306.24    | 0.03%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                            | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176527.00    | 0.02%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $221008.15    | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    591000 | PA      | $583754.34    | 0.07%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    423000 | PA      | $418981.50    | 0.05%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328407.20    | 0.04%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                            | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766000 | PA      | $736463.04    | 0.09%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $234263.25    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    563000 | PA      | $486167.39    | 0.06%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204346.00    | 0.02%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $151072.20    | 0.02%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                            | ABB Finance USA Inc                                     | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194037.90    | 0.02%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167979.20    | 0.02%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41097.20     | 0.00%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    925000 | PA      | $892856.25    | 0.11%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119977.50    | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    202000 | PA      | $193075.64    | 0.02%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $347263.00    | 0.04%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348750.00    | 0.04%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    230000 | PA      | $194044.10    | 0.02%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107935.10    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                  | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    442000 | PA      | $429420.68    | 0.05%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                       | Australia & New Zealand Banking Group Ltd/New York NY   | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $376318.25    | 0.04%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $294147.45    | 0.03%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433914.80    | 0.05%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236208.50    | 0.03%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    324000 | PA      | $289267.20    | 0.03%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169542.45    | 0.02%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                        | California Institute of Technology                      | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    165000 | PA      | $118488.15    | 0.01%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    724000 | PA      | $685577.32    | 0.08%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    497000 | PA      | $450296.91    | 0.05%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                           | JetBlue 2020-1 Class A Pass Through Trust               | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95604 | PA      | $86724.17     | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $276825.25    | 0.03%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    311000 | PA      | $280633.96    | 0.03%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $648408.00    | 0.08%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    494000 | PA      | $396988.28    | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                         | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $530527.50    | 0.06%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    368000 | PA      | $353607.52    | 0.04%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    166000 | PA      | $176619.02    | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $164846.00    | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43718.40     | 0.01%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    598000 | PA      | $425716.20    | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    118000 | PA      | $101379.70    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82148.80     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    509000 | PA      | $481941.56    | 0.06%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    595000 | PA      | $488048.75    | 0.06%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630887.50    | 0.07%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264083.10    | 0.03%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206390.10    | 0.02%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $370504.20    | 0.04%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    593000 | PA      | $470130.40    | 0.06%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                             | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    240000 | PA      | $219825.60    | 0.03%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323017.00    | 0.04%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $533212.50    | 0.06%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                    | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    273000 | PA      | $274272.18    | 0.03%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                      | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $276241.00    | 0.03%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                    | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    174000 | PA      | $198238.20    | 0.02%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                           | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    457000 | PA      | $407337.81    | 0.05%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79652.97     | 0.01%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                       | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38410.26     | 0.00%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308386.00    | 0.04%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                  | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $175191.54    | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                         | Baker Hughes Holdings LLC                               | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    434000 | PA      | $428062.88    | 0.05%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $155802.00    | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    609000 | PA      | $511060.62    | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $221191.40    | 0.03%             | 2025-06-01      | Fixed         | 0.82%                 | 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        |    231000 | PA      | $226146.69    | 0.03%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491480.55    | 0.06%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $398344.00    | 0.05%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $165749.40    | 0.02%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    466000 | PA      | $509184.22    | 0.06%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $32032.00     | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    148000 | PA      | $126874.48    | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206343.90    | 0.02%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $811120.80    | 0.10%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                               | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    410000 | PA      | $382940.00    | 0.05%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8249.30      | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $275228.80    | 0.03%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221408.00    | 0.03%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378693.70    | 0.04%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                             | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254321.30    | 0.03%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $451017.45    | 0.05%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $466621.00    | 0.06%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $170438.40    | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210029.40    | 0.02%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    352000 | PA      | $249469.44    | 0.03%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186601.50    | 0.02%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183785.10    | 0.02%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16560.40     | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161731.80    | 0.02%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86180.20     | 0.01%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $342427.50    | 0.04%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    426000 | PA      | $381742.86    | 0.05%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72087.10     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119799.00    | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                   | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    190000 | PA      | $143039.60    | 0.02%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                        | Public Service Co of Oklahoma                           | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103566.00    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    601000 | PA      | $416559.11    | 0.05%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                 | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $528906.35    | 0.06%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                            | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $211099.80    | 0.03%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    610000 | PA      | $577163.70    | 0.07%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    381000 | PA      | $367474.50    | 0.04%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                 | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    403000 | PA      | $376462.45    | 0.04%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342292.95    | 0.04%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                             | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    136000 | PA      | $146016.40    | 0.02%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    355000 | PA      | $304039.75    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    235000 | PA      | $273293.25    | 0.03%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    296000 | PA      | $254095.28    | 0.03%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150406.50    | 0.02%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                             | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334692.60    | 0.04%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113612.80    | 0.01%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $270980.85    | 0.03%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    142000 | PA      | $160303.80    | 0.02%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Medtronic Inc                                  | Medtronic Inc                                           | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    547000 | PA      | $549893.63    | 0.07%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                     | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $252633.57    | 0.03%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                       | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $458914.50    | 0.05%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    377000 | PA      | $358387.51    | 0.04%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    283000 | PA      | $241690.49    | 0.03%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204167.70    | 0.02%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                               | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $59367.60     | 0.01%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    261000 | PA      | $237314.25    | 0.03%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                        | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    166000 | PA      | $156848.42    | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                              | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    454000 | PA      | $425752.12    | 0.05%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472752.00    | 0.06%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                 | Public Storage                                          | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    237000 | PA      | $225633.48    | 0.03%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                        | Bank of New York Mellon/The                             | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271884.60    | 0.03%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                              | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    176000 | PA      | $166112.32    | 0.02%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    469000 | PA      | $421232.35    | 0.05%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                   | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    610000 | PA      | $601466.10    | 0.07%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    243000 | PA      | $228665.43    | 0.03%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    787000 | PA      | $766199.59    | 0.09%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    140000 | PA      | $115392.20    | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148926.77    | 0.02%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp                          | Unilever Capital Corp                                   | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    293000 | PA      | $329642.58    | 0.04%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    195000 | PA      | $163388.55    | 0.02%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $387270.00    | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169349.25    | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    643000 | PA      | $578732.15    | 0.07%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249957.50    | 0.03%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $493471.80    | 0.06%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    593000 | PA      | $474554.18    | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    337000 | PA      | $318252.69    | 0.04%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    475000 | PA      | $454779.25    | 0.05%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195488.00    | 0.02%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| HSBC Bank USA NA                               | HSBC Bank USA NA                                        | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    235000 | PA      | $274017.05    | 0.03%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    380000 | PA      | $315818.00    | 0.04%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249680.00    | 0.03%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                          | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    239000 | PA      | $180798.72    | 0.02%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $506136.80    | 0.06%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                               | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     25000 | PA      | $24204.25     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $412574.00    | 0.05%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120012.85    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                        | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4810.55      | 0.00%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | PA      | $238736.40    | 0.03%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $423497.60    | 0.05%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    330000 | PA      | $297343.20    | 0.04%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                   | Linde Inc/CT                                            | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    252000 | PA      | $215331.48    | 0.03%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    727000 | PA      | $677273.20    | 0.08%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $215244.00    | 0.03%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    376000 | PA      | $339813.76    | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $144286.20    | 0.02%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $85809.57     | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246581.40    | 0.03%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    380000 | PA      | $296540.60    | 0.04%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $582430.30    | 0.07%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $837786.00    | 0.10%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $173483.75    | 0.02%             | 2026-05-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                            | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $710787.20    | 0.08%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $369435.50    | 0.04%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    431000 | PA      | $381934.96    | 0.05%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    561000 | PA      | $551502.27    | 0.07%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                 | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    617000 | PA      | $679144.24    | 0.08%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    224000 | PA      | $217851.20    | 0.03%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                       | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251141.85    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108957.00    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                         | Puget Sound Energy Inc                                  | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    295000 | PA      | $259030.65    | 0.03%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    695000 | PA      | $651757.10    | 0.08%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $295511.70    | 0.04%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $242643.60    | 0.03%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    323000 | PA      | $270024.77    | 0.03%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    215000 | PA      | $240726.90    | 0.03%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    640000 | PA      | $618611.20    | 0.07%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    515000 | PA      | $510339.25    | 0.06%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    196000 | PA      | $190443.40    | 0.02%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $228943.40    | 0.03%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                        | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    233000 | PA      | $192868.08    | 0.02%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                              | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    189000 | PA      | $167544.72    | 0.02%             | 2050-02-15      | Fixed         | 4.15%                 | 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        |    336000 | PA      | $330526.56    | 0.04%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $672580.95    | 0.08%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                            | CUSIP: 865622BW3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $53390.15     | 0.01%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    561000 | PA      | $613083.24    | 0.07%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $640734.00    | 0.08%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253563.00    | 0.03%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531844.50    | 0.06%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    480000 | PA      | $345897.60    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230190.00    | 0.03%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    355000 | PA      | $311690.00    | 0.04%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    148000 | PA      | $174163.44    | 0.02%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    237000 | PA      | $220708.62    | 0.03%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    670000 | PA      | $650395.80    | 0.08%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506671.55    | 0.06%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $294652.60    | 0.04%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145665.90    | 0.02%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                 | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    276000 | PA      | $262983.84    | 0.03%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    307000 | PA      | $352082.95    | 0.04%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    508000 | PA      | $493999.52    | 0.06%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    688000 | PA      | $664683.68    | 0.08%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    281000 | PA      | $235146.42    | 0.03%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    697000 | PA      | $664965.88    | 0.08%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                          | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142744.00    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317545.20    | 0.04%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    348000 | PA      | $337608.72    | 0.04%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                              | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256341.60    | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                              | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260260.00    | 0.03%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    420000 | PA      | $448413.00    | 0.05%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $310913.00    | 0.04%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    280000 | PA      | $296923.20    | 0.04%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                         | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    557000 | PA      | $504914.93    | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    305000 | PA      | $302697.25    | 0.04%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $157110.60    | 0.02%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $162206.85    | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    255000 | PA      | $232243.80    | 0.03%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470880.00    | 0.06%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Bank NA                            | Wells Fargo Bank NA                                     | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    408000 | PA      | $469114.32    | 0.06%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    516000 | PA      | $475086.36    | 0.06%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    169000 | PA      | $160659.85    | 0.02%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $507433.50    | 0.06%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    197000 | PA      | $165196.32    | 0.02%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    396000 | PA      | $370386.72    | 0.04%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    240000 | PA      | $182817.60    | 0.02%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                | Duke University                                         | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    275000 | PA      | $202166.25    | 0.02%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    235000 | PA      | $169604.20    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    518000 | PA      | $503174.84    | 0.06%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                               | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441650.00    | 0.05%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    545000 | PA      | $462497.90    | 0.05%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    177000 | PA      | $168038.49    | 0.02%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                       | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    365000 | PA      | $247999.25    | 0.03%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    271000 | PA      | $257376.83    | 0.03%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    829000 | PA      | $779923.20    | 0.09%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                       | Northwell Healthcare Inc                                | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150345.80    | 0.02%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                 | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $54532.52     | 0.01%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    212000 | PA      | $217456.88    | 0.03%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    514000 | PA      | $508988.50    | 0.06%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $195329.65    | 0.02%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                           | Stanford Health Care                                    | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196454.50    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                       | Wisconsin Electric Power Co                             | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56075.25     | 0.01%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    478000 | PA      | $452178.44    | 0.05%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                          | Washington University/The                               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    255000 | PA      | $215220.00    | 0.03%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                          | BayCare Health System Inc                               | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    189000 | PA      | $161260.47    | 0.02%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399660.00    | 0.05%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                         | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    179000 | PA      | $169811.93    | 0.02%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                   | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $312309.25    | 0.04%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                 | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $120669.90    | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                             | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    236000 | PA      | $200588.20    | 0.02%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $418918.05    | 0.05%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209022.50    | 0.02%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                           | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    155000 | PA      | $128034.65    | 0.02%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559904.80    | 0.07%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    178000 | PA      | $157725.80    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188279.70    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $174692.50    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295064.20    | 0.04%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                           | Entergy Arkansas LLC                                    | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    435000 | PA      | $423868.35    | 0.05%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    393000 | PA      | $367631.85    | 0.04%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    806000 | PA      | $693595.24    | 0.08%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    329000 | PA      | $312898.74    | 0.04%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                       | George Washington University/The                        | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59298.36     | 0.01%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $357714.00    | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385385.70    | 0.05%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $257585.40    | 0.03%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    213000 | PA      | $137906.85    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102135.45    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    234000 | PA      | $256122.36    | 0.03%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    247000 | PA      | $229151.78    | 0.03%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $203380.46    | 0.02%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $239715.30    | 0.03%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $361865.40    | 0.04%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                   | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    337000 | PA      | $302710.25    | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                 | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57264.50     | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $465068.80    | 0.06%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $428962.50    | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    440000 | PA      | $379372.40    | 0.05%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    528000 | PA      | $522962.88    | 0.06%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                        | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    280000 | PA      | $243692.40    | 0.03%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                       | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $114642.00    | 0.01%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    748000 | PA      | $663468.52    | 0.08%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                   | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    305000 | PA      | $256285.40    | 0.03%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264918.00    | 0.03%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143072.93    | 0.02%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    249000 | PA      | $244219.20    | 0.03%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    420000 | PA      | $362565.00    | 0.04%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $305197.00    | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                      | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    135000 | PA      | $129613.50    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    448000 | PA      | $438596.48    | 0.05%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    792000 | PA      | $747893.52    | 0.09%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159747.00    | 0.02%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    155000 | PA      | $170017.95    | 0.02%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $288594.00    | 0.03%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                   | Danaher Corp                                            | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $151817.60    | 0.02%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    281000 | PA      | $249533.62    | 0.03%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267388.80    | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38573.60     | 0.00%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186143.10    | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    480000 | PA      | $450182.40    | 0.05%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    577000 | PA      | $507194.54    | 0.06%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    205000 | PA      | $170865.45    | 0.02%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50496.50     | 0.01%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    256000 | PA      | $215408.64    | 0.03%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     84000 | PA      | $81849.60     | 0.01%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391090.70    | 0.05%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $273844.16    | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    383000 | PA      | $351885.08    | 0.04%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                              | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48682.00     | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173538.30    | 0.02%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                            | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $365265.60    | 0.04%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    259000 | PA      | $277287.99    | 0.03%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    316000 | PA      | $277144.64    | 0.03%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                               | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $131558.40    | 0.02%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $549365.60    | 0.07%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                              | Brown-Forman Corp                                       | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170523.50    | 0.02%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    407000 | PA      | $411049.65    | 0.05%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    431000 | PA      | $417608.83    | 0.05%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126693.00    | 0.02%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    238000 | PA      | $243081.30    | 0.03%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                      | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    435000 | PA      | $394584.15    | 0.05%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    590000 | PA      | $567993.00    | 0.07%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                          | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    339000 | PA      | $229011.45    | 0.03%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    307000 | PA      | $290873.29    | 0.03%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                  | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    415000 | PA      | $336199.80    | 0.04%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                      | Wyeth LLC                                               | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    541000 | PA      | $613661.71    | 0.07%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    522000 | PA      | $513841.14    | 0.06%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                   | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $395146.40    | 0.05%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $196362.00    | 0.02%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255330.90    | 0.03%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                              | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21027.25     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                         | Coca-Cola Femsa SAB de CV                               | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    223000 | PA      | $177570.44    | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                             | CUSIP: 21688AAV4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $503085.00    | 0.06%             | 2025-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    390000 | PA      | $359977.80    | 0.04%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603584.30    | 0.07%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    846000 | PA      | $843868.08    | 0.10%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $170630.25    | 0.02%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    495000 | PA      | $481070.70    | 0.06%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                        | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    135000 | PA      | $109441.80    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327320.00    | 0.04%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                             | Banco Santander SA                                      | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    443000 | PA      | $416973.75    | 0.05%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409011.90    | 0.05%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225858.50    | 0.03%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101941.35    | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                            | Wells Fargo Bank NA                                     | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    340000 | PA      | $365401.40    | 0.04%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    328000 | PA      | $317392.48    | 0.04%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31093.44     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    505000 | PA      | $351788.05    | 0.04%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                      | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31734.90     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                              | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    364000 | PA      | $341679.52    | 0.04%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $322157.00    | 0.04%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                             | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219001.20    | 0.03%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                     | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160318.00    | 0.02%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    466000 | PA      | $402605.36    | 0.05%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596081 | PA      | $602054.06    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $199626.95    | 0.02%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106083.60    | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    393000 | PA      | $357523.89    | 0.04%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    682000 | PA      | $487677.74    | 0.06%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354740.40    | 0.04%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $345616.80    | 0.04%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                  | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $187986.02    | 0.02%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92610.75     | 0.01%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    260000 | PA      | $168747.80    | 0.02%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                              | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $102665.16    | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487270.00    | 0.06%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                            | Consumers Energy Co                                     | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200612.25    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    576000 | PA      | $639630.72    | 0.08%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    363000 | PA      | $328478.70    | 0.04%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281670.00    | 0.03%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $352828.42    | 0.04%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $154527.14    | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $351486.80    | 0.04%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $461705.22    | 0.05%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    283000 | PA      | $280042.65    | 0.03%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216411.80    | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    420000 | PA      | $292311.60    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $314892.10    | 0.04%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127890.10    | 0.02%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155477.85    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $572386.10    | 0.07%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                   | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    343000 | PA      | $330442.77    | 0.04%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    584000 | PA      | $556347.60    | 0.07%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $371880.65    | 0.04%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137046.40    | 0.02%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    339000 | PA      | $319670.22    | 0.04%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    408000 | PA      | $399978.72    | 0.05%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                      | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    475000 | PA      | $417591.50    | 0.05%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    622000 | PA      | $586546.00    | 0.07%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    403000 | PA      | $373689.81    | 0.04%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $190396.80    | 0.02%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                              | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239122.50    | 0.03%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    205000 | PA      | $195145.65    | 0.02%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $316656.00    | 0.04%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    191000 | PA      | $197253.34    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                     | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130431.00    | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518159.25    | 0.06%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $165874.80    | 0.02%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    187000 | PA      | $169502.41    | 0.02%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    365000 | PA      | $347052.95    | 0.04%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                     | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    324000 | PA      | $281870.28    | 0.03%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    435000 | PA      | $422559.00    | 0.05%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $601240.40    | 0.07%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $419600.75    | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    660000 | PA      | $620459.40    | 0.07%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $192949.60    | 0.02%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    301000 | PA      | $273091.28    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $188469.00    | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    410000 | PA      | $343575.90    | 0.04%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $433087.75    | 0.05%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130227.90    | 0.02%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                  | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $135006.40    | 0.02%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                     | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    129000 | PA      | $120203.49    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163176.20    | 0.02%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263539.85    | 0.03%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                     | PacifiCorp                                              | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    172000 | PA      | $184918.92    | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $228371.40    | 0.03%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AUST & NZ BANKING GRP NY                       | Australia & New Zealand Banking Group Ltd/New York NY   | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25298.50     | 0.00%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1000980.00   | 0.12%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    365000 | PA      | $325634.75    | 0.04%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    371000 | PA      | $333525.29    | 0.04%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227434.50    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    425000 | PA      | $425399.50    | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    315000 | PA      | $277987.50    | 0.03%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                             | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    137000 | PA      | $83415.19     | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    195000 | PA      | $217506.90    | 0.03%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $743114.40    | 0.09%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    201000 | PA      | $234780.06    | 0.03%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    249000 | PA      | $217640.94    | 0.03%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315749.70    | 0.04%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    202000 | PA      | $175677.38    | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                             | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    491000 | PA      | $486900.15    | 0.06%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     82000 | PA      | $89995.00     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    264000 | PA      | $245137.20    | 0.03%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    565000 | PA      | $491917.25    | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                         | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164608.20    | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                        | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    245000 | PA      | $197764.00    | 0.02%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                    | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $241466.67    | 0.03%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                            | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    505000 | PA      | $510166.15    | 0.06%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150198.10    | 0.02%             | 2025-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171574.44    | 0.02%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    456000 | PA      | $417582.00    | 0.05%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                   | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    213000 | PA      | $186939.45    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    345000 | PA      | $316189.05    | 0.04%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FEDEX 2020-1 CLASS AA                          | FedEx Corp 2020-1 Class AA Pass Through Trust           | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384014 | PA      | $315520.90    | 0.04%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                     | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    221000 | PA      | $269275.24    | 0.03%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123988.05    | 0.01%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                               | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    345000 | PA      | $298304.25    | 0.04%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302178.00    | 0.04%             | 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        |    787000 | PA      | $743274.28    | 0.09%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $431124.90    | 0.05%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                       | NIKE Inc                                                | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    406000 | PA      | $385659.40    | 0.05%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    345000 | PA      | $282430.80    | 0.03%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                         | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52724.75     | 0.01%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                 | Alleghany Corp                                          | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23741.25     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                  | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74888.00     | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                            | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $296505.00    | 0.04%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    353000 | PA      | $351362.08    | 0.04%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448475.30    | 0.05%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    423000 | PA      | $343827.09    | 0.04%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                   | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157592.00    | 0.02%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                   | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    208000 | PA      | $185246.88    | 0.02%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380744.00    | 0.05%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                  | Medtronic Inc                                           | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    632000 | PA      | $628738.88    | 0.07%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $165387.60    | 0.02%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $307344.00    | 0.04%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                   | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54067.75     | 0.01%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                            | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    567000 | PA      | $566586.09    | 0.07%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                  | CME Group Inc                                           | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $231488.10    | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    281000 | PA      | $236913.91    | 0.03%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    187000 | PA      | $205288.60    | 0.02%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    323000 | PA      | $348210.15    | 0.04%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710190.00    | 0.08%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    514000 | PA      | $508217.50    | 0.06%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    593000 | PA      | $463607.40    | 0.06%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    149000 | PA      | $131377.77    | 0.02%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                   | QUALCOMM Inc                                            | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    223000 | PA      | $175587.97    | 0.02%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                             | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    327000 | PA      | $323079.27    | 0.04%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    726000 | PA      | $697206.84    | 0.08%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| XILINX INC                                     | Xilinx Inc                                              | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    173000 | PA      | $150520.38    | 0.02%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    842000 | PA      | $749464.20    | 0.09%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    333000 | PA      | $280286.10    | 0.03%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $1010778.45   | 0.12%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                             | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    285000 | PA      | $287456.70    | 0.03%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    235000 | PA      | $220986.95    | 0.03%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $199943.55    | 0.02%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    235000 | PA      | $158516.90    | 0.02%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                            | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    484000 | PA      | $340687.60    | 0.04%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    578000 | PA      | $560775.60    | 0.07%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360234.00    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $212137.60    | 0.03%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $350057.40    | 0.04%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                            | Georgia-Pacific LLC                                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    226000 | PA      | $263007.50    | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    228000 | PA      | $173765.64    | 0.02%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    678000 | PA      | $646459.44    | 0.08%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                     | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    167000 | PA      | $134819.10    | 0.02%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $605764.60    | 0.07%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                 | CUSIP: 63307A2T1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25163.25     | 0.00%             | 2025-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304038.00    | 0.04%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    522000 | PA      | $545604.84    | 0.06%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                     | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170584.00    | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132125.85    | 0.02%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    505000 | PA      | $406883.55    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    670000 | PA      | $655239.90    | 0.08%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    261000 | PA      | $242361.99    | 0.03%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    184000 | PA      | $135433.20    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50591.84     | 0.01%             | 2024-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    147000 | PA      | $133750.89    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $295218.65    | 0.04%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                   | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    520000 | PA      | $458421.60    | 0.05%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166740.00    | 0.02%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182844.60    | 0.02%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    291000 | PA      | $258128.64    | 0.03%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $456384.10    | 0.05%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    529000 | PA      | $517674.11    | 0.06%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                          | Tencent Music Entertainment Group                       | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $75433.80     | 0.01%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                       | Commonwealth Bank of Australia/New York NY              | CUSIP: 20271RAQ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251962.50    | 0.03%             | 2025-01-10      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $416252.90    | 0.05%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222945.75    | 0.03%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $350869.80    | 0.04%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $219985.85    | 0.03%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $127537.20    | 0.02%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    434000 | PA      | $420042.56    | 0.05%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146340.00    | 0.02%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127544.90    | 0.02%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    776000 | PA      | $525949.52    | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                   | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    228000 | PA      | $211698.00    | 0.03%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    305000 | PA      | $273447.75    | 0.03%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                   | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    169000 | PA      | $165658.87    | 0.02%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                  | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176050.05    | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120428.28    | 0.01%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113467.05    | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    280000 | PA      | $239408.40    | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                          | Camden Property Trust                                   | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    145000 | PA      | $133932.15    | 0.02%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $287354.50    | 0.03%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $305215.15    | 0.04%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    229000 | PA      | $216482.86    | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    647000 | PA      | $461589.21    | 0.05%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $403544.05    | 0.05%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                       | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155660.40    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                  | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    175000 | PA      | $126684.25    | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658840.00    | 0.08%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                  | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $149698.53    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83964.30     | 0.01%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208373.70    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    783000 | PA      | $758593.89    | 0.09%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                       | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    618000 | PA      | $584621.82    | 0.07%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| VISA INC                                       | Visa Inc                                                | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    496000 | PA      | $455025.44    | 0.05%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250356.45    | 0.03%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                     | PacifiCorp                                              | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $207170.20    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    395000 | PA      | $346363.65    | 0.04%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    281000 | PA      | $265353.92    | 0.03%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157348.80    | 0.02%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    485000 | PA      | $436412.70    | 0.05%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    313000 | PA      | $298780.41    | 0.04%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                       | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107048.40    | 0.01%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                             | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197848.90    | 0.02%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $361171.00    | 0.04%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    245000 | PA      | $161714.70    | 0.02%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                          | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    336000 | PA      | $306193.44    | 0.04%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    294000 | PA      | $240544.92    | 0.03%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    272000 | PA      | $261683.04    | 0.03%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    213000 | PA      | $178048.83    | 0.02%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    588000 | PA      | $400704.36    | 0.05%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    278000 | PA      | $265734.64    | 0.03%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    288000 | PA      | $309193.92    | 0.04%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                            | Leland Stanford Junior University/The                   | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    289000 | PA      | $254834.42    | 0.03%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    390000 | PA      | $342615.00    | 0.04%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                     | Chubb Corp/The                                          | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $233625.60    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                          | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    502000 | PA      | $475504.44    | 0.06%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                              | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    141000 | PA      | $124225.23    | 0.01%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    819000 | PA      | $664774.11    | 0.08%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    499000 | PA      | $479813.45    | 0.06%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373296.80    | 0.04%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    527000 | PA      | $412435.47    | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $582477.60    | 0.07%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                  | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    266000 | PA      | $236500.60    | 0.03%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                     | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179520.00    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                   | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77107.95     | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $204072.00    | 0.02%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200833.60    | 0.02%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97828.15     | 0.01%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                          | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    233000 | PA      | $206531.20    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                  | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $334631.67    | 0.04%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    731000 | PA      | $650940.88    | 0.08%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    291000 | PA      | $251892.51    | 0.03%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124786.20    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9303.40      | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                       | KLA Corp                                                | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492621.50    | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $232030.90    | 0.03%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263860.20    | 0.03%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    745000 | PA      | $702952.20    | 0.08%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    614000 | PA      | $598226.34    | 0.07%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    375000 | PA      | $274657.50    | 0.03%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    530000 | PA      | $506876.10    | 0.06%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $414626.50    | 0.05%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                  | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335746.36    | 0.04%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254195.00    | 0.03%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    585000 | PA      | $494137.80    | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $285540.15    | 0.03%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    281000 | PA      | $309147.77    | 0.04%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    382000 | PA      | $318335.88    | 0.04%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    365000 | PA      | $397492.30    | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    511000 | PA      | $488919.69    | 0.06%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    227000 | PA      | $223617.70    | 0.03%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                             | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    315000 | PA      | $304910.55    | 0.04%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                            | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332777.60    | 0.04%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                          | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1558631.99   | 0.19%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    142000 | PA      | $132741.60    | 0.02%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                       | KLA Corp                                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194242.50    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    677000 | PA      | $653907.53    | 0.08%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $449426.00    | 0.05%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    408000 | PA      | $393813.84    | 0.05%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                    | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    415000 | PA      | $390515.00    | 0.05%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    585000 | PA      | $568233.90    | 0.07%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                             | Ameren Illinois Co                                      | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    131000 | PA      | $111179.70    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    258000 | PA      | $242341.98    | 0.03%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    218000 | PA      | $200930.60    | 0.02%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                          | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    185000 | PA      | $129126.30    | 0.02%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    295000 | PA      | $331249.60    | 0.04%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212148.00    | 0.03%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                      | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    208000 | PA      | $177962.72    | 0.02%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    539000 | PA      | $516998.02    | 0.06%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    420000 | PA      | $376777.80    | 0.04%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    673000 | PA      | $635715.80    | 0.08%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    249000 | PA      | $165278.73    | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138425.00    | 0.02%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                               | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    213000 | PA      | $207498.21    | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133078.40    | 0.02%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                       | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    172000 | PA      | $165980.00    | 0.02%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    219000 | PA      | $214090.02    | 0.03%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128648.00    | 0.02%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169954.20    | 0.02%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    597000 | PA      | $515622.93    | 0.06%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    440000 | PA      | $393914.40    | 0.05%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                            | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $461774.12    | 0.05%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                  | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    227000 | PA      | $185536.18    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    550000 | PA      | $487107.50    | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223389.30    | 0.03%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    530000 | PA      | $399964.50    | 0.05%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36886.80     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                         | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137703.55    | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    402000 | PA      | $350334.96    | 0.04%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                             | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63424.80     | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                      | Wyeth LLC                                               | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    207000 | PA      | $242040.96    | 0.03%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                             | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381067.50    | 0.05%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180522.80    | 0.02%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                             | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49793.64     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271871.60    | 0.03%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $334264.70    | 0.04%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    710000 | PA      | $659930.80    | 0.08%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    505000 | PA      | $476053.40    | 0.06%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29230.50     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                        | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    137000 | PA      | $149538.24    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $253566.50    | 0.03%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    347000 | PA      | $314038.47    | 0.04%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $195679.80    | 0.02%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338122.20    | 0.04%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $518970.70    | 0.06%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    495000 | PA      | $438332.40    | 0.05%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $388622.60    | 0.05%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    243000 | PA      | $230247.36    | 0.03%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225809.15    | 0.03%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                    | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276316.05    | 0.03%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                          | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249102.00    | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    316000 | PA      | $269554.32    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                       | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    337000 | PA      | $320665.61    | 0.04%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $576932.85    | 0.07%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    510000 | PA      | $422943.00    | 0.05%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20269.80     | 0.00%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $234426.95    | 0.03%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $338230.40    | 0.04%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233640.00    | 0.03%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    758000 | PA      | $724670.74    | 0.09%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    824000 | PA      | $802716.08    | 0.10%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    156000 | PA      | $145519.92    | 0.02%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    308000 | PA      | $306700.24    | 0.04%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $271988.80    | 0.03%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    566000 | PA      | $560306.04    | 0.07%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                            | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $317902.50    | 0.04%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    822000 | PA      | $793016.28    | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                           | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    565000 | PA      | $383917.50    | 0.05%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                          | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    505000 | PA      | $599980.40    | 0.07%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                    | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $492360.00    | 0.06%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $140479.35    | 0.02%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                   | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    449000 | PA      | $439993.06    | 0.05%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                     | Loews Corp                                              | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    208000 | PA      | $190313.76    | 0.02%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1242754.50   | 0.15%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                      | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231078.45    | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                   | Chevron Corp                                            | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $518276.64    | 0.06%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKN4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100355.00    | 0.01%             | 2025-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    365000 | PA      | $252003.30    | 0.03%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    833000 | PA      | $767809.42    | 0.09%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243755.00    | 0.03%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    258000 | PA      | $247870.92    | 0.03%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    588000 | PA      | $561345.96    | 0.07%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                             | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    286000 | PA      | $234588.64    | 0.03%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104280.75    | 0.01%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $241395.12    | 0.03%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522474.00    | 0.06%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $139736.40    | 0.02%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $439855.80    | 0.05%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    340000 | PA      | $261337.60    | 0.03%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    703000 | PA      | $691203.66    | 0.08%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                 | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180950.25    | 0.02%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                       | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    215000 | PA      | $162251.90    | 0.02%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    802000 | PA      | $714974.98    | 0.08%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $491974.70    | 0.06%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    386000 | PA      | $353240.18    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210097.80    | 0.02%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175763.70    | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                    | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    242000 | PA      | $232610.40    | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316401.00    | 0.04%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    630000 | PA      | $692609.40    | 0.08%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                     | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201781.80    | 0.02%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                       | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243125.30    | 0.03%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173103.32    | 0.02%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                       | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126381.00    | 0.02%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                   | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    234000 | PA      | $222129.18    | 0.03%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $836324.10    | 0.10%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    853000 | PA      | $826505.82    | 0.10%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190296.60    | 0.02%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204302.70    | 0.02%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312793.10    | 0.04%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                          | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    570000 | PA      | $504358.80    | 0.06%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92831.20     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                              | Lam Research Corp                                       | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    137000 | PA      | $97489.20     | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                        | Schlumberger Investment SA                              | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $471991.50    | 0.06%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $228669.00    | 0.03%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    262000 | PA      | $252987.20    | 0.03%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                        | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145711.50    | 0.02%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                           | Appalachian Power Co                                    | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    163000 | PA      | $192142.77    | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    277000 | PA      | $201600.60    | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    674000 | PA      | $644000.26    | 0.08%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                    | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92576.40     | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    383000 | PA      | $378178.03    | 0.04%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                       | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186599.40    | 0.02%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                            | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $415037.35    | 0.05%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    452000 | PA      | $412318.92    | 0.05%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271048.40    | 0.03%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                       | President and Fellows of Harvard College                | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98665.60     | 0.01%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165055.75    | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                             | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    278000 | PA      | $239872.30    | 0.03%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                      | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $105673.25    | 0.01%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $135819.75    | 0.02%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $202080.65    | 0.02%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    659000 | PA      | $644007.75    | 0.08%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                 | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    510000 | PA      | $495577.20    | 0.06%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131032.00    | 0.02%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67362.10     | 0.01%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                   | Chevron Corp                                            | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $227514.72    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                   | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100361.65    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                      | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    151000 | PA      | $143617.61    | 0.02%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBF3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88466.40     | 0.01%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                             | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $86292.00     | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    748000 | PA      | $657596.72    | 0.08%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    534000 | PA      | $509067.54    | 0.06%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                         | Franklin Resources Inc                                  | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92175.95     | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152264.60    | 0.02%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205911.00    | 0.02%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                   | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    253000 | PA      | $287147.41    | 0.03%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                 | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    410000 | PA      | $372198.00    | 0.04%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    285000 | PA      | $253048.65    | 0.03%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176581.80    | 0.02%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    499000 | PA      | $472692.72    | 0.06%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    298000 | PA      | $253896.00    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577716.20    | 0.07%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                             | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $332248.00    | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616688.10    | 0.07%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                               | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    458000 | PA      | $431981.02    | 0.05%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    345000 | PA      | $334863.90    | 0.04%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                 | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    354000 | PA      | $323885.22    | 0.04%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                    | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $256433.10    | 0.03%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140846.00    | 0.02%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    141000 | PA      | $112079.49    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179018.50    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    980000 | PA      | $876972.60    | 0.10%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    251000 | PA      | $234486.71    | 0.03%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $352845.00    | 0.04%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $361850.95    | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                        | PartnerRe Finance B LLC                                 | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93321.00     | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $131543.90    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $638200.80    | 0.08%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                   | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    394000 | PA      | $383586.58    | 0.05%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    849000 | PA      | $790240.71    | 0.09%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                   | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    232000 | PA      | $221938.16    | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253672.80    | 0.03%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $280084.90    | 0.03%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $186058.85    | 0.02%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $666697.10    | 0.08%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $210652.00    | 0.03%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    588000 | PA      | $574223.16    | 0.07%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $694776.00    | 0.08%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    615000 | PA      | $532153.35    | 0.06%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287645.20    | 0.03%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147386.40    | 0.02%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $757905.85    | 0.09%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117306.90    | 0.01%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    248000 | PA      | $199759.04    | 0.02%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160636.50    | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $252327.74    | 0.03%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    263000 | PA      | $244148.16    | 0.03%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    312000 | PA      | $298203.36    | 0.04%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185589.30    | 0.02%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    620000 | PA      | $556654.60    | 0.07%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $228934.42    | 0.03%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    345000 | PA      | $302744.40    | 0.04%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    835000 | PA      | $787855.90    | 0.09%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260010.05    | 0.03%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86169.15     | 0.01%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183249.30    | 0.02%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                       | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113455.50    | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150588.30    | 0.02%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27527.40     | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| CHILDREN'S HOSPITAL/PHIL                       | Children's Hospital of Philadelphia/The                 | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    175000 | PA      | $118608.00    | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    227000 | PA      | $209750.27    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                            | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    206000 | PA      | $201478.30    | 0.02%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $158691.00    | 0.02%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $186127.65    | 0.02%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188138.00    | 0.02%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $409374.00    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192456.00    | 0.02%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                  | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    186000 | PA      | $138663.00    | 0.02%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    743000 | PA      | $697907.33    | 0.08%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147684.25    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                    | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149443.36    | 0.02%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199615.50    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    271000 | PA      | $250157.39    | 0.03%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    213000 | PA      | $203163.66    | 0.02%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                      | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    255000 | PA      | $250259.55    | 0.03%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270758.80    | 0.03%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $402677.80    | 0.05%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                        | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    182000 | PA      | $169756.86    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170365.40    | 0.02%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    555000 | PA      | $459606.60    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    255000 | PA      | $228186.75    | 0.03%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    545000 | PA      | $450382.55    | 0.05%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                           | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    437000 | PA      | $425572.45    | 0.05%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184134.20    | 0.02%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    438000 | PA      | $331627.32    | 0.04%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308327.55    | 0.04%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    178000 | PA      | $136267.90    | 0.02%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                        | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    353000 | PA      | $344238.54    | 0.04%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $850303.28    | 0.10%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    271000 | PA      | $274065.01    | 0.03%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186849.80    | 0.02%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    430000 | PA      | $405511.50    | 0.05%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RAQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    330000 | PA      | $297924.00    | 0.04%             | 2026-01-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $623476.80    | 0.07%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $495749.30    | 0.06%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    252000 | PA      | $198200.52    | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                             | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    325000 | PA      | $241445.75    | 0.03%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                          | Applied Materials Inc                                   | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    372000 | PA      | $273103.80    | 0.03%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83971.80     | 0.01%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    890000 | PA      | $968934.10    | 0.12%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203843.25    | 0.02%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350171.70    | 0.04%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $180899.60    | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    373000 | PA      | $348098.52    | 0.04%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                 | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    282000 | PA      | $273215.70    | 0.03%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    345000 | PA      | $329744.10    | 0.04%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                    | PNC Bank NA                                             | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152920.00    | 0.02%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $449550.40    | 0.05%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    426000 | PA      | $415375.56    | 0.05%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    327000 | PA      | $320155.89    | 0.04%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    179000 | PA      | $133791.76    | 0.02%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $157426.50    | 0.02%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                            | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130111.65    | 0.02%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    263000 | PA      | $242509.67    | 0.03%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    741000 | PA      | $566198.10    | 0.07%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                   | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $569639.10    | 0.07%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    684000 | PA      | $649512.72    | 0.08%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                 | Prudential PLC                                          | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $208336.30    | 0.02%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                         | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    264000 | PA      | $216136.80    | 0.03%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    157000 | PA      | $158502.49    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $347171.00    | 0.04%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                | CUSIP: 89236TEW1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68226.90     | 0.01%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    317000 | PA      | $259724.44    | 0.03%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                     | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    238000 | PA      | $196811.72    | 0.02%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    955000 | PA      | $818415.90    | 0.10%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                            | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280380.15    | 0.03%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                               | Ascension Health                                        | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $68984.30     | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152673.45    | 0.02%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195520.00    | 0.02%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                               | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $203860.85    | 0.02%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    194000 | PA      | $189836.76    | 0.02%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    773000 | PA      | $755336.95    | 0.09%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    334000 | PA      | $285810.48    | 0.03%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    333000 | PA      | $330019.65    | 0.04%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                             | Bank of America NA                                      | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    366000 | PA      | $398778.96    | 0.05%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    209000 | PA      | $193559.08    | 0.02%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                            | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    265000 | PA      | $212450.50    | 0.03%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190497.80    | 0.02%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    447000 | PA      | $384469.17    | 0.05%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    161000 | PA      | $142626.68    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201834.00    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                   | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    133000 | PA      | $111271.79    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                        | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    381000 | PA      | $371996.97    | 0.04%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $269033.50    | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135660.15    | 0.02%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ascension Health                               | Ascension Health                                        | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    512000 | PA      | $450288.64    | 0.05%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23573.10     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                             | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152438.40    | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                        | Travelers Property Casualty Corp                        | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    188000 | PA      | $214073.72    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416016.40    | 0.05%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $431758.60    | 0.05%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $741978.00    | 0.09%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    291000 | PA      | $281493.03    | 0.03%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $493112.00    | 0.06%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                           | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $176452.35    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    365000 | PA      | $312407.15    | 0.04%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                 | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    515000 | PA      | $489023.40    | 0.06%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $139836.60    | 0.02%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    790000 | PA      | $711537.20    | 0.08%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                    | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    259000 | PA      | $221022.83    | 0.03%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    332000 | PA      | $256543.04    | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    401000 | PA      | $373395.16    | 0.04%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                              | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181030.10    | 0.02%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                        | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    199000 | PA      | $162783.99    | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $196945.55    | 0.02%             | 2025-07-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                  | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250891.95    | 0.03%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                      | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $357157.50    | 0.04%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    897000 | PA      | $867695.01    | 0.10%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178565.70    | 0.02%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                              | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    222000 | PA      | $211566.00    | 0.03%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    327000 | PA      | $308027.46    | 0.04%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    565000 | PA      | $543326.60    | 0.06%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    946000 | PA      | $987378.04    | 0.12%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351464.40    | 0.04%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                       | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241273.55    | 0.03%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                       | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159239.85    | 0.02%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    660000 | PA      | $609925.80    | 0.07%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                | Yale University                                         | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $100216.75    | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382271.40    | 0.05%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    882000 | PA      | $801023.58    | 0.10%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    285000 | PA      | $193691.70    | 0.02%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    305000 | PA      | $278416.20    | 0.03%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    923000 | PA      | $884741.65    | 0.11%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230264.50    | 0.03%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                     | US Bancorp                                              | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    460000 | PA      | $373414.20    | 0.04%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407737.80    | 0.05%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                             | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    340000 | PA      | $229017.20    | 0.03%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                         | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    203000 | PA      | $180288.36    | 0.02%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    376000 | PA      | $330639.36    | 0.04%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    489000 | PA      | $475586.73    | 0.06%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                               | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    650000 | PA      | $617058.00    | 0.07%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175317.10    | 0.02%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                        | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     55000 | PA      | $51736.30     | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    202000 | PA      | $155651.10    | 0.02%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    210000 | PA      | $179650.80    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                        | Trustees of Princeton University/The                    | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $160307.84    | 0.02%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                        | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154899.25    | 0.02%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                             | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $193039.25    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162297.30    | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    535000 | PA      | $481874.50    | 0.06%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $225427.55    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113097.50    | 0.01%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337368.60    | 0.04%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                   | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    177000 | PA      | $186473.04    | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $357719.70    | 0.04%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $235598.40    | 0.03%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                             | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    588000 | PA      | $578368.56    | 0.07%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                          | MidAmerican Energy Co                                   | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $203657.80    | 0.02%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237045.60    | 0.03%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                               | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132984.20    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    877000 | PA      | $1125112.07   | 0.13%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    275000 | PA      | $278316.50    | 0.03%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $366991.80    | 0.04%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    565000 | PA      | $484318.00    | 0.06%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    169000 | PA      | $146185.00    | 0.02%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200900.00    | 0.02%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                              | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    194000 | PA      | $184224.34    | 0.02%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                     | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    744000 | PA      | $708280.56    | 0.08%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $546158.00    | 0.06%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                          | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271910.73    | 0.03%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    690000 | PA      | $667181.70    | 0.08%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $183164.80    | 0.02%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    547000 | PA      | $447593.69    | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                        | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286346.20    | 0.03%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                            | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    821000 | PA      | $850605.26    | 0.10%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    434000 | PA      | $415915.22    | 0.05%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    562000 | PA      | $516669.08    | 0.06%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    207000 | PA      | $198960.12    | 0.02%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    355000 | PA      | $306886.85    | 0.04%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                     | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167458.00    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                            | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    485000 | PA      | $407497.00    | 0.05%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                      | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205260.50    | 0.02%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                      | Aflac Inc                                               | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    178000 | PA      | $173640.78    | 0.02%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $213283.65    | 0.03%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                            | University of Miami                                     | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142129.60    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $259665.30    | 0.03%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    446000 | PA      | $431429.18    | 0.05%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                | DTE Electric Co                                         | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    106000 | PA      | $89963.26     | 0.01%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    381000 | PA      | $354688.14    | 0.04%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $213364.65    | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                       | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    340000 | PA      | $227028.20    | 0.03%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    289000 | PA      | $281650.73    | 0.03%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                       | Memorial Sloan-Kettering Cancer Center                  | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138591.70    | 0.02%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC                                 | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    161000 | PA      | $185373.79    | 0.02%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231557.40    | 0.03%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                 | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135138.30    | 0.02%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                       | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    516000 | PA      | $469663.20    | 0.06%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148117.20    | 0.02%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                         | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257787.40    | 0.03%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    365000 | PA      | $349958.35    | 0.04%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $204720.80    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc                                     | Pfizer Inc                                              | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415458.75    | 0.05%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253650.00    | 0.03%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361267.20    | 0.04%             | 2026-01-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                       | United Airlines 2019-1 Class AA Pass Through Trust      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61857 | PA      | $56617.34     | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                              | Toyota Motor Corp                                       | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     26000 | PA      | $25288.38     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104817.90    | 0.01%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    206000 | PA      | $208881.94    | 0.02%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                        | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $381857.20    | 0.05%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                       | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165877.80    | 0.02%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46433.30     | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    202000 | PA      | $188409.44    | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $563925.60    | 0.07%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    290000 | PA      | $273391.70    | 0.03%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                      | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    440000 | PA      | $399044.80    | 0.05%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    352000 | PA      | $291709.44    | 0.03%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                 | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98499.00     | 0.01%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    708000 | PA      | $610706.64    | 0.07%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                   | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $124944.75    | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                    | Walmart Inc                                             | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43654.50     | 0.01%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $133401.45    | 0.02%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                         | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    182000 | PA      | $156825.76    | 0.02%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                             | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    228000 | PA      | $187885.68    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                        | Magna International Inc                                 | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    219000 | PA      | $215141.22    | 0.03%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    392000 | PA      | $380149.84    | 0.05%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1087723.43   | 0.13%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    547000 | PA      | $509196.83    | 0.06%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                             | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85806.65     | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                     | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    389000 | PA      | $374058.51    | 0.04%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                 | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    227000 | PA      | $218108.41    | 0.03%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    502000 | PA      | $493179.86    | 0.06%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                           | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228643.20    | 0.03%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                      | Adobe Inc                                               | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    198000 | PA      | $188286.12    | 0.02%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                     | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $90216.00     | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                      | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    595000 | PA      | $492862.30    | 0.06%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    711000 | PA      | $666391.86    | 0.08%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    667000 | PA      | $601480.59    | 0.07%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273960.40    | 0.03%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                             | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159759.60    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                   | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    588000 | PA      | $567090.72    | 0.07%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                    | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397232.10    | 0.05%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    385000 | PA      | $329298.20    | 0.04%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $269964.80    | 0.03%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139907.50    | 0.02%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    475000 | PA      | $351010.75    | 0.04%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                         | Massachusetts Institute of Technology                   | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99648.75     | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    262000 | PA      | $284070.88    | 0.03%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    328000 | PA      | $296777.68    | 0.04%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $752312.00    | 0.09%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                   | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45041.00     | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    713000 | PA      | $692850.62    | 0.08%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    213000 | PA      | $197779.02    | 0.02%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $385756.80    | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234615.00    | 0.03%             | 2026-02-13      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                               | Santander UK PLC                                        | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $470112.25    | 0.06%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                        | Northwestern University                                 | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    234000 | PA      | $235310.40    | 0.03%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    259000 | PA      | $225138.34    | 0.03%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                       | Mass General Brigham Inc                                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    194000 | PA      | $142510.46    | 0.02%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    381000 | PA      | $374233.44    | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                         | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    284000 | PA      | $304831.40    | 0.04%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                     | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    317000 | PA      | $257274.03    | 0.03%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $895194.10    | 0.11%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                       | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243432.00    | 0.03%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                 | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    395000 | PA      | $357897.65    | 0.04%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                       | Hackensack Meridian Health Inc                          | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    205000 | PA      | $150607.35    | 0.02%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    306000 | PA      | $358928.82    | 0.04%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $190081.70    | 0.02%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                    | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    271000 | PA      | $267021.72    | 0.03%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $364644.20    | 0.04%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    335000 | PA      | $291975.95    | 0.03%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $582279.20    | 0.07%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $704067.90    | 0.08%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $512281.20    | 0.06%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245640.60    | 0.03%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465566.00    | 0.06%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                               | Progressive Corp/The                                    | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    253000 | PA      | $229784.72    | 0.03%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $141858.60    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    112000 | PA      | $124660.48    | 0.01%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                         | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $324625.00    | 0.04%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                             | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81549.00     | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    303000 | PA      | $314765.49    | 0.04%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $448734.60    | 0.05%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183229.04    | 0.02%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    371000 | PA      | $362096.00    | 0.04%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                           | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80899.50     | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $538384.60    | 0.06%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                               | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550096.75    | 0.07%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                       | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160556.55    | 0.02%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $188628.60    | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    462000 | PA      | $456885.66    | 0.05%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $268602.60    | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                 | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150343.50    | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                          | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    663000 | PA      | $527164.56    | 0.06%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                          | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152380.80    | 0.02%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                  | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $30959.00     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                  | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    579000 | PA      | $573354.75    | 0.07%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    712000 | PA      | $641754.08    | 0.08%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                    | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $136599.40    | 0.02%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196053.00    | 0.02%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    405000 | PA      | $366371.10    | 0.04%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                             | Ameren Illinois Co                                      | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182365.80    | 0.02%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    254000 | PA      | $196413.12    | 0.02%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                              | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263266.20    | 0.03%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                 | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405157.90    | 0.05%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                            | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    341000 | PA      | $371853.68    | 0.04%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                      | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    195000 | PA      | $190230.30    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                         | Chubb INA Holdings Inc                                  | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    345000 | PA      | $245446.80    | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $123276.60    | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    512000 | PA      | $597719.04    | 0.07%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                             | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    467000 | PA      | $443934.87    | 0.05%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $412209.00    | 0.05%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $318069.35    | 0.04%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    483000 | PA      | $310786.35    | 0.04%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                          | Rio Tinto Finance USA Ltd                               | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    281000 | PA      | $316302.03    | 0.04%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                  | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $574524.80    | 0.07%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184151.80    | 0.02%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                            | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    420000 | PA      | $408433.20    | 0.05%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    416000 | PA      | $402172.16    | 0.05%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    410000 | PA      | $363928.30    | 0.04%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                              | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    245000 | PA      | $221080.65    | 0.03%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                     | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    503000 | PA      | $488639.35    | 0.06%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222826.50    | 0.03%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                 | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183285.05    | 0.02%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    213000 | PA      | $173077.41    | 0.02%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                            | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    298000 | PA      | $249178.66    | 0.03%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                   | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102038.00    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    737000 | PA      | $700636.42    | 0.08%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                     | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    455000 | PA      | $429433.55    | 0.05%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                             | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    126000 | PA      | $145109.16    | 0.02%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                          | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    338000 | PA      | $248930.24    | 0.03%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                             | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    419000 | PA      | $405210.71    | 0.05%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    770000 | PA      | $664009.50    | 0.08%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                         | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    385000 | PA      | $344986.95    | 0.04%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                       | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $601269.75    | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226035.00    | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $463342.00    | 0.06%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                    | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $748017.00    | 0.09%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                            | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $392148.00    | 0.05%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                     | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356515.20    | 0.04%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                          | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288994.75    | 0.03%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                   | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    580000 | PA      | $537294.60    | 0.06%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    461000 | PA      | $455454.17    | 0.05%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                      | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    439000 | PA      | $377289.77    | 0.04%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                       | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    215000 | PA      | $191567.15    | 0.02%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                  | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    198000 | PA      | $191214.54    | 0.02%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    490000 | PA      | $409840.90    | 0.05%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    585000 | PA      | $472662.45    | 0.06%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                         | Methodist Hospital/The                                  | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    205000 | PA      | $138758.35    | 0.02%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172987.40    | 0.02%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                            | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $329278.20    | 0.04%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    300000 | PA      | $260427.00    | 0.03%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                               | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    221000 | PA      | $202791.81    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                             | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227172.50    | 0.03%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14715.45     | 0.00%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $733304.00    | 0.09%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | Cboe Global Markets Inc                                 | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122131.50    | 0.01%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                          | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    569000 | PA      | $516139.90    | 0.06%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    374000 | PA      | $366677.08    | 0.04%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    345000 | PA      | $255662.25    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    920000 | PA      | $832176.80    | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                         | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    346000 | PA      | $315655.80    | 0.04%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                          | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $183661.50    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                             | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    528000 | PA      | $503384.64    | 0.06%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     68000 | PA      | $53711.84     | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                               | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    269000 | PA      | $250116.20    | 0.03%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                      | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269324.00    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    638000 | PA      | $609774.88    | 0.07%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                           | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    998000 | PA      | $976223.64    | 0.12%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                             | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223546.40    | 0.03%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                       | United Airlines 2019-2 Class AA Pass Through Trust      | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156561 | PA      | $129633.92    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                | Deere & Co                                              | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    101000 | PA      | $107351.89    | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301293.00    | 0.04%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                           | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    836000 | PA      | $744483.08    | 0.09%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    315000 | PA      | $239037.75    | 0.03%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398065.92    | 0.05%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $460674.00    | 0.05%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    840000 | PA      | $798562.80    | 0.09%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $106875.60    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                            | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    365000 | PA      | $350108.00    | 0.04%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                       | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    219000 | PA      | $206854.26    | 0.02%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $353900.35    | 0.04%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    298000 | PA      | $275086.78    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386064.00    | 0.05%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    161000 | PA      | $158494.84    | 0.02%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                   | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    556000 | PA      | $528305.64    | 0.06%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                 | Microsoft Corp                                          | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $765834.96    | 0.09%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60112.20     | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    803000 | PA      | $654774.23    | 0.08%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    432000 | PA      | $422292.96    | 0.05%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                    | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200204.00    | 0.02%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                   | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263884.80    | 0.03%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $408608.80    | 0.05%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                 | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302750.00    | 0.04%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Caterpillar Inc                                | Caterpillar Inc                                         | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492890.00    | 0.06%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                       | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    518000 | PA      | $443366.56    | 0.05%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                       | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236711.40    | 0.03%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                              | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $281708.80    | 0.03%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                            | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    241000 | PA      | $246697.24    | 0.03%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                               | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    635000 | PA      | $589432.40    | 0.07%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                             | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    455000 | PA      | $427882.00    | 0.05%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    455000 | PA      | $428214.15    | 0.05%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                               | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $350341.60    | 0.04%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    706000 | PA      | $585619.94    | 0.07%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                   | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $157794.00    | 0.02%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                 | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207130.00    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895960.00    | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399467.10    | 0.05%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    425000 | PA      | $310734.50    | 0.04%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                        | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $480150.00    | 0.06%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares        | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   2047000 | NS      | $2047000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                      | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    331000 | PA      | $291816.22    | 0.03%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                     | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    137000 | PA      | $122331.41    | 0.01%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                 | Mastercard Inc                                          | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    360000 | PA      | $316850.40    | 0.04%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281998.80    | 0.03%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                      | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $298505.60    | 0.04%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                          | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282499.75    | 0.03%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                             | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150161.94    | 0.02%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                       | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $376265.30    | 0.04%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35060.40     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                          | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    573000 | PA      | $560754.99    | 0.07%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                             | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    405000 | PA      | $312822.00    | 0.04%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $301819.10    | 0.04%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                 | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    369000 | PA      | $345741.93    | 0.04%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                          | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    549000 | PA      | $570004.74    | 0.07%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                         | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184696.20    | 0.02%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                        | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    440000 | PA      | $338307.20    | 0.04%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                             | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    397000 | PA      | $296896.45    | 0.04%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                 | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $141510.10    | 0.02%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                            | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $267465.25    | 0.03%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| WASHINGTON UNIVERSITY                          | Washington University/The                               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100327.15    | 0.01%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                        | American Airlines 2021-1 Class A Pass Through Trust     | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267627 | PA      | $219684.14    | 0.03%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                    | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    770000 | PA      | $568591.10    | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                      | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $380226.15    | 0.05%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                               | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188154.00    | 0.02%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190093.50    | 0.02%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                       | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $130440.00    | 0.02%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                          | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    562000 | PA      | $533107.58    | 0.06%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                          | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256111.90    | 0.03%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                   | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362825.70    | 0.04%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                     | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $207053.60    | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                      | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142734.06    | 0.02%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225249.85    | 0.03%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                 | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    481000 | PA      | $430812.46    | 0.05%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                      | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135090.00    | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                            | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    230000 | PA      | $227088.20    | 0.03%             | 2025-05-13      | Fixed         | 4.16%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                        | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    740000 | PA      | $722750.60    | 0.09%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                           | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    148000 | PA      | $139510.72    | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                  | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    122000 | PA      | $142578.96    | 0.02%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                       | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $116570.70    | 0.01%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                 | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    305000 | PA      | $222290.10    | 0.03%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp       | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    177000 | PA      | $158815.02    | 0.02%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                    | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    158000 | PA      | $145341.04    | 0.02%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                             | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    445000 | PA      | $340723.15    | 0.04%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer