# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012186
**Filing Date:** 2023-1
**Character Count:** 680179
**Document Hash:** 7403c00ccb869ca37a35d44cdd47c213
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012186.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012186

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230228

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23551339

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

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

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

## Series and Classes Contracts Data

### iShares ESG Aware 1-5 Year USD Corporate Bond ETF (Series ID: S000058036)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000189864 | iShares ESG Aware 1-5 Year USD Corporate Bond ETF | SUSB            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.2%** |  |  |
| WPP Finance 2010, 3.75%, 09/19/24 | $2380 | $2299937 |
| **Aerospace & Defense — 0.2%** |  |  |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 773 | 756148 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/26 (Call 09/15/26) | 95 | 91370 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/28/24 (Call 02/28/24) | 85 | 83607 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 15 | 13918 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 15 | 14075 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/27 (Call 12/15/26) | 75 | 71713 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (Call 06/16/25) | 433 | 425280 |
|  |  | 1456111 |
| **Agriculture — 0.8%** |  |  |
| Archer-Daniels-Midland Co., 2.50%, 08/11/26 (Call 05/11/26) | 35 | 32583 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 5211 | 4765147 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26) | 3015 | 2826201 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (Call 06/25/27) | 250 | 234835 |
|  |  | 7858766 |
| **Airlines — 0.1%** |  |  |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | 20 | 20174 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 05/04/25 (Call 04/04/25)<sup>(a)</sup> | 570 | 573397 |
|  |  | 593571 |
| **Apparel — 0.4%** |  |  |
| NIKE Inc., 2.40%, 03/27/25 (Call 02/27/25) | 468 | 448634 |
| PVH Corp., 4.63%, 07/10/25 (Call 06/10/25) | 1212 | 1175192 |
| Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25)<sup>(a)</sup> | 383 | 374582 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 07/15/27 (Call 04/15/27) | 20 | 18604 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/25 (Call 01/01/25) | 60 | 58727 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | 795 | 747125 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27) | 1215 | 1108043 |
|  |  | 3930907 |
| **Auto Manufacturers — 1.6%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/10/25 | 255 | 230951 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 07/08/25<sup>(a)</sup> | 309 | 282769 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/09/26 | 80 | 71015 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 1007 | 961635 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/09/26 | 180 | 164698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 01/08/27<sup>(a)</sup> | 130 | 118567 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 06/27/24<sup>(a)</sup> | 426 | 410093 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/16/24 | 399 | 389444 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 01/12/24<sup>(a)</sup> | 87 | 85805 |
| Cummins Inc., 0.75%, 09/01/25 (Call 08/01/25) | 2875 | 2596412 |
| General Motors Co., 4.00%, 04/01/25 | 615 | 600461 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 06/10/26 (Call 05/10/26) | 55 | 47746 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/26/27 (Call 01/26/27) | 970 | 854298 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/20/25 (Call 05/20/25) | 180 | 169274 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/26/25 (Call 01/26/25) | 1002 | 946690 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/25 (Call 10/15/24) | 275 | 267358 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/06/26 (Call 07/06/26) | 65 | 61094 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/13/25 (Call 04/13/25)<sup>(a)</sup> | 97 | 94115 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/09/25 (Call 02/09/25) | 1402 | 1373778 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 01/17/27 (Call 10/17/26) | $95 | $91178 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/09/27 (Call 03/09/27) | 1225 | 1197927 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 02/06/25 | 25 | 23600 |
| &nbsp;&nbsp;&nbsp;2.15%, 08/15/24 | 80 | 76442 |
| Toyota Motor Corp., 2.36%, 07/02/24 | 100 | 96470 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 08/13/27<sup>(a)</sup> | 560 | 479657 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 283 | 266696 |
| &nbsp;&nbsp;&nbsp;1.90%, 01/13/27 | 160 | 143733 |
| &nbsp;&nbsp;&nbsp;2.00%, 10/07/24 | 227 | 216063 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 138 | 134500 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | 678 | 653422 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 03/22/27<sup>(a)</sup> | 140 | 131662 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 120 | 113590 |
| &nbsp;&nbsp;&nbsp;3.35%, 01/08/24 | 10 | 9850 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/14/25 | 167 | 162397 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 1025 | 1018553 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/10/25 | 100 | 101694 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 300 | 308601 |
|  |  | 14952238 |
| **Auto Parts & Equipment — 0.2%** |  |  |
| Aptiv PLC/Aptiv Corp., 2.40%, 02/18/25 (Call 02/18/23) | 125 | 117556 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 07/01/27 (Call 05/01/27) | 840 | 756790 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 439 | 423446 |
| Magna International Inc., 3.63%, 06/15/24 (Call 03/15/24) | 731 | 715422 |
|  |  | 2013214 |
| **Banks — 34.0%** |  |  |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 09/18/23<sup>(a)</sup> | 405 | 390695 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 8098 | 7248601 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.14%, 09/14/28 (Call 09/14/27)<sup>(b)</sup> | 200 | 198148 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(b)</sup> | 265 | 225555 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/25/26 | 1572 | 1388107 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 170 | 163394 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 05/28/25<sup>(a)</sup> | 650 | 610655 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 03/24/28 (Call 03/24/27)<sup>(b)</sup> | 1170 | 1080167 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 1420 | 1338691 |
| &nbsp;&nbsp;&nbsp;5.18%, 11/19/25 | 472 | 461635 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 04/22/25 (Call 04/22/24), <br> (1 day SOFR + 0.690%)<sup>(b)</sup> | 65 | 60824 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 09/25/25 (Call 09/25/24), <br> (1 day SOFR + 0.910%)<sup>(a)(b)</sup> | 515 | 472296 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/24/26 (Call 10/24/25), <br> (1 day SOFR + 1.010%)<sup>(b)</sup> | 160 | 142000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 06/19/26 (Call 06/19/25),<br> (1 day SOFR + 1.150%)<sup>(b)</sup> | 745 | 671528 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 12/06/25 (Call 12/06/24), <br> (1 day SOFR + 0.650%)<sup>(b)</sup> | 5 | 4592 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 07/22/27 (Call 07/22/26), <br> (1 day SOFR + 0.960%)<sup>(b)</sup> | 2456 | 2152144 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), <br> (1 day SOFR + 0.670%)<sup>(b)</sup> | 5 | 4773 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), <br> (3 mo. LIBOR US + 0.640%)<sup>(b)</sup> | 4550 | 4216439 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), <br> (3 mo. LIBOR US + 0.870%)<sup>(b)</sup> | 915 | 860859 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), <br> (1 day SOFR + 1.050%)<sup>(b)</sup> | $635 | $567861 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), <br> (3 mo. LIBOR US + 1.090%)<sup>(b)</sup> | 558 | 532349 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26)<sup>(a)</sup> | 5 | 4618 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), <br> (3 mo. LIBOR US + 0.810%)<sup>(b)</sup> | 587 | 561125 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/02/26 (Call 04/02/25), <br> (1 day SOFR + 1.330%)<sup>(b)</sup> | 280 | 266549 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 03/15/25 (Call 03/15/24), <br> (3 mo. LIBOR US + 0.970%)<sup>(b)</sup> | 1131 | 1101311 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 119 | 114151 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), <br> (3 mo. LIBOR US + 1.060%)<sup>(b)</sup> | 325 | 306742 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/21/28 (Call 07/21/27), <br> (3 mo. LIBOR US + 1.370%)<sup>(b)</sup> | 1070 | 992318 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.71%, 04/24/28 (Call 04/24/27), <br> (3 mo. LIBOR US + 1.512%)<sup>(b)</sup> | 2220 | 2068907 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.82%, 01/20/28 (Call 01/20/27), <br> (3 mo. LIBOR US + 1.575%)<sup>(b)</sup> | 1810 | 1703065 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 466 | 459681 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 | 101 | 100230 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 274 | 268720 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/22/24 | 181 | 179751 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/26/24 | 854 | 842146 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 125 | 122489 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), <br> (1 day SOFR + 1.580%)<sup>(b)</sup> | 1485 | 1424709 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 365 | 359708 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 07/22/28 (Call 07/22/27)<sup>(b)</sup> | 1055 | 1034427 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 857 | 838000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 1.66%, 03/11/27 (Call 03/11/26), <br> (1 day SOFR + 0.910%)<sup>(b)</sup> | 1128 | 999498 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 12/08/23<sup>(a)</sup> | 105 | 100459 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/09/24 | 255 | 237969 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/22/27 (Call 01/22/26), <br> (1 day SOFR + 0.603%)<sup>(b)</sup> | 2495 | 2210021 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | 2040 | 1791875 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/10/25 | 250 | 233223 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/01/25<sup>(a)</sup> | 362 | 338293 |
| &nbsp;&nbsp;&nbsp;2.50%, 06/28/24 | 1467 | 1412090 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/08/27<sup>(a)</sup> | 25 | 22917 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/25 | 220 | 214361 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 10/05/28 (Call 10/05/23)<sup>(b)</sup> | 850 | 831368 |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24 | 2874 | 2822728 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 01/28/26 (Call 12/28/25) | 140 | 124639 |
| &nbsp;&nbsp;&nbsp;1.05%, 10/15/26 (Call 09/15/26) | 75 | 65544 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 1955 | 1815804 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 170 | 153360 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 678 | 647537 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 165 | 152932 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 110 | 103886 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24) | 546 | 531870 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 438 | 429827 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.44%, 02/07/28 (Call 02/07/27), <br> (3 mo. LIBOR US + 1.069%)<sup>(b)</sup> | 245 | 230601 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/18/25 (Call 10/18/25) | 220 | 216546 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.99%, 06/13/28 (Call 06/13/27)<sup>(b)</sup> | 50 | 48055 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.22%, 11/21/25 | $380 | $380133 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 10/25/28<sup>(a)</sup> | 100 | 103751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 12, 3.65%, 02/04/24 (Call 01/05/24)<sup>(a)</sup> | 1005 | 992367 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 280 | 270519 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 275 | 255767 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 222 | 209271 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 8080 | 7161546 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(a)</sup> | 1761 | 1611790 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 4370 | 3842148 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 2465 | 2192322 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 55 | 51211 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 350 | 312466 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 3814 | 3596526 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 705 | 682334 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 1260 | 1172745 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/11/27 | 220 | 203117 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/11/24 | 2386 | 2344889 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 70 | 67737 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 25 | 24687 |
| &nbsp;&nbsp;&nbsp;5.25%, 12/06/24 (Call 12/27/22) | 300 | 299724 |
| Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), <br> (3 mo. SOFR + 2.090%)<sup>(b)</sup> | 1585 | 1354351 |
| Barclays Bank PLC, 3.75%, 05/15/24 | 157 | 153993 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 11/24/27 (Call 11/24/26)<sup>(b)</sup> | 2355 | 2028032 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/07/26 (Call 05/07/25), <br> (1 day SOFR + 2.714%)<sup>(b)</sup> | 805 | 742138 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | 335 | 319536 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), <br> (3 mo. LIBOR US + 1.610%)<sup>(b)</sup> | 1920 | 1852166 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 205 | 201205 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/12/26<sup>(a)</sup> | 1495 | 1439311 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 1005 | 974508 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 08/09/26 (Call 08/09/25)<sup>(b)</sup> | 50 | 49144 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(b)</sup> | 500 | 513600 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/02/28 (Call 11/02/27)<sup>(b)</sup> | 500 | 517425 |
| BNP Paribas SA, 4.25%, 10/15/24<sup>(a)</sup> | 1140 | 1113096 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 12/02/26 | 60 | 56378 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 1255 | 1233489 |
| Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), <br> (3 mo. LIBOR US + 2.470%)<sup>(b)</sup> | 175 | 164761 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 10/23/25<sup>(a)</sup> | 775 | 695717 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 10/18/24<sup>(a)</sup> | 105 | 97657 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/22/26 (Call 05/22/26) | 470 | 413877 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 2013 | 1900735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/02/24<sup>(a)</sup> | 2148 | 2095739 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/07/25 | 120 | 115838 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/07/27 | 375 | 353438 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 370 | 360195 |
| Citibank NA, 3.65%, 01/23/24 (Call 12/23/23)<sup>(a)</sup> | 276 | 272440 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/01/25 (Call 05/01/24), <br> (1 day SOFR + 0.669%)<sup>(b)</sup> | 205 | 191212 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.12%, 01/28/27 (Call 01/28/26), <br> (1 day SOFR + 0.765%)<sup>(b)</sup> | 3165 | 2762222 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.28%, 11/03/25 (Call 11/03/24), <br> (1 day SOFR + 0.528%)<sup>(b)</sup> | 102 | 93517 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 06/09/27 (Call 06/09/26), <br> (1 day SOFR + 0.770%)<sup>(b)</sup> | $1465 | $1275370 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 02/24/28 (Call 02/24/27), <br> (1 day SOFR + 1.280%)<sup>(b)</sup> | 1705 | 1551107 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), <br> (1 day SOFR + 2.842%)<sup>(b)</sup> | 1632 | 1547577 |
| &nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26) | 80 | 74757 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/17/26 (Call 03/17/25), <br> (1 day SOFR + 1.528%)<sup>(b)</sup> | 10 | 9521 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/27/25<sup>(a)</sup> | 563 | 545671 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), <br> (3 mo. LIBOR US + 0.897%)<sup>(b)</sup> | 1066 | 1030961 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 220 | 209706 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.52%, 10/27/28 (Call 10/27/27), <br> (3 mo. LIBOR US + 1.151%)<sup>(b)</sup> | 800 | 734384 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 2015 | 1936435 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/16/24 | 271 | 267157 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 305 | 297704 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), <br> (3 mo. LIBOR US + 1.563%)<sup>(b)</sup> | 1330 | 1254616 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/05/24<sup>(a)</sup> | 149 | 146096 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 05/24/25 (Call 05/24/24), <br> (1 day SOFR + 1.372%)<sup>(b)</sup> | 210 | 205995 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/20/26<sup>(a)</sup> | 25 | 24446 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 1223 | 1202967 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 1035 | 996933 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 490 | 483047 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 05/24/28 (Call 05/24/27), <br> (1 day SOFR + 1.887%)<sup>(b)</sup> | 680 | 662204 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 642 | 652843 |
| Citizens Bank NA/Providence RI, 2.25%, 04/28/25 (Call 03/28/25) | 332 | 309474 |
| Citizens Financial Group Inc., 2.85%, 07/27/26 (Call 04/27/26) | 7 | 6507 |
| Comerica Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/23/24 | 864 | 826926 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/27/25 | 290 | 281213 |
| Cooperatieve Rabobank UA, 4.38%, 08/04/25 | 260 | 252860 |
| Cooperatieve Rabobank UA/NY, 3.38%, 05/21/25 | 15 | 14564 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 | 240 | 214634 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/24 | 455 | 421462 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/26/25 | 464 | 411220 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/26 | 640 | 563936 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | 530 | 508858 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 | 5 | 4732 |
| Deutsche Bank AG/London, 3.70%, 05/30/24<sup>(a)</sup> | 709 | 695153 |
| Deutsche Bank AG/New York NY 1.69%, 03/19/26<sup>(a)</sup> | 155 | 137976 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/24/26 (Call 11/24/25), <br> (1 day SOFR + 1.870%)<sup>(b)</sup> | 2265 | 1982464 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), <br> (1 day SOFR + 1.219%)<sup>(b)</sup> | 655 | 547763 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), <br> (1 day SOFR + 1.318%)<sup>(b)</sup> | 1535 | 1286959 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 471 | 458047 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), <br> (1 day SOFR + 2.581%)<sup>(b)</sup> | 2385 | 2252752 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 01/13/26 | $953 | $911106 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/12/24 (Call 08/12/24) | 299 | 282800 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 5 | 4605 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/13/26 | 5 | 4761 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 08/09/28 (Call 08/09/23)<sup>(b)</sup> | 1132 | 1089233 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 11/01/27 (Call 11/01/26), (1 day SOFR + 0.685%)<sup>(b)</sup> | 5 | 4426 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 04/25/28 (Call 04/25/27)<sup>(b)</sup> | 30 | 28170 |
| First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)<sup>(a)</sup> | 357 | 344830 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.86%, 02/12/26 (Call 02/12/25), <br> (1 day SOFR + 0.609%)<sup>(b)</sup> | 265 | 238529 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 12/09/26 (Call 12/09/25), <br> (1 day SOFR + 0.789%)<sup>(b)</sup> | 275 | 242193 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.43%, 03/09/27 (Call 03/09/26), <br> (1 day SOFR + 0.798%)<sup>(b)</sup> | 2652 | 2332275 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (Call 09/10/26), <br> (1 day SOFR + 0.818%)<sup>(b)</sup> | 1370 | 1183927 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.76%, 01/24/25 (Call 01/24/24), <br> (1 day SOFR + 0.730%)<sup>(b)</sup> | 370 | 352714 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/21/27 (Call 10/21/26), <br> (1 day SOFR + 0.913%)<sup>(b)</sup> | 3355 | 2939181 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 02/24/28 (Call 02/24/27), <br> (1 day SOFR + 1.114%)<sup>(b)</sup> | 2230 | 1992951 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), <br> (3 mo. LIBOR US + 1.201%)<sup>(b)</sup> | 2142 | 2062789 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 161 | 156542 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 199 | 192805 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 40 | 38056 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 03/15/28 (Call 03/15/27), <br> (1 day SOFR + 1.846%)<sup>(b)</sup> | 670 | 622946 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/20/24 (Call 01/20/24) | 850 | 836825 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.69%, 06/05/28 (Call 06/05/27), <br> (3 mo. LIBOR US + 1.510%)<sup>(b)</sup> | 1165 | 1090184 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 346 | 336734 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25) | 20 | 19326 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24) | 408 | 402447 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 50 | 48064 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 1400 | 1382472 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 10/21/25<sup>(a)</sup> | 385 | 377739 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 08/23/28 (Call 08/23/27)<sup>(b)</sup> | 10 | 9601 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 90 | 93641 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/24/25 (Call 05/24/24), <br> (1 day SOFR + 0.708%)<sup>(b)</sup> | 350 | 322221 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), <br> (1 day SOFR + 1.290%)<sup>(b)</sup> | 3395 | 2910160 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 04/18/26 (Call 04/18/25), <br> (1 day SOFR + 1.538%)<sup>(b)</sup> | 1085 | 977889 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/04/26 (Call 06/04/25), <br> (1 day SOFR + 1.929%)<sup>(a)(b)</sup> | 1265 | 1145900 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), <br> (1 day SOFR + 1.100%)<sup>(b)</sup> | 490 | 422596 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), <br> (1 day SOFR + 1.401%)<sup>(b)</sup> | 695 | 647274 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), <br> (3 mo. LIBOR US + 1.211%)<sup>(b)</sup> | 1910 | 1849644 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 3602 | 3434867 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.04%, 03/13/28 (Call 03/13/27), <br> (3 mo. LIBOR US + 1.546%)<sup>(b)</sup> | $345 | $316544 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 12/09/25 (Call 12/09/24)<sup>(b)</sup> | 400 | 385344 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 280 | 275556 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 404 | 388826 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/12/25), <br> (3 mo. LIBOR US + 1.348%)<sup>(b)</sup> | 1445 | 1376030 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 265 | 257850 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 545 | 523189 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/28 (Call 06/09/27)<sup>(b)</sup> | 550 | 520305 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(b)</sup> | 1200 | 1252668 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(b)</sup> | 495 | 519156 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/23/24 | 225 | 219686 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 360 | 353664 |
| Huntington Bancshares Inc., 4.44%, 08/04/28 <br> (Call 08/04/27)<sup>(b)</sup> | 260 | 245201 |
| Huntington Bancshares Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 08/06/24 (Call 07/06/24) | 1105 | 1058899 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 04/15/25)<sup>(a)</sup> | 880 | 857560 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 05/16/25 (Call 05/16/24)<sup>(b)</sup> | 50 | 48953 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 05/17/28 (Call 05/17/27)<sup>(a)(b)</sup> | 1800 | 1750428 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/18/25 (Call 11/18/24)<sup>(b)</sup> | 1000 | 1001470 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 04/01/27 (Call 04/01/26), <br> (1 day SOFR + 1.005%)<sup>(a)(b)</sup> | 2835 | 2497947 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 1647 | 1611178 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 03/28/26 (Call 03/28/25), <br> (1 day SOFR + 1.640%)<sup>(b)</sup> | 200 | 191990 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | 480 | 455256 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 03/28/28 (Call 03/28/27), <br> (1 day SOFR + 1.830%)<sup>(b)</sup> | 170 | 158642 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 7090 | 6989464 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 08/09/25 (Call 08/09/24), <br> (1 day SOFR + 0.490%)<sup>(b)</sup> | 102 | 94118 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 06/23/25 (Call 06/23/24), <br> (3 mo. SOFR + 0.580%)<sup>(b)</sup> | 2 | 1861 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 02/04/27 (Call 02/04/26), <br> (3 mo. SOFR + 0.695%)<sup>(b)</sup> | 790 | 688248 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 11/19/26 (Call 11/19/25), <br> (1 day SOFR + 0.800%)<sup>(b)</sup> | 240 | 211654 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), <br> (1 day SOFR + 0.765%)<sup>(b)</sup> | 2725 | 2363311 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.56%, 12/10/25 (Call 12/10/24), <br> (1 day SOFR + 0.605%)<sup>(b)</sup> | 7 | 6466 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (Call 04/22/26), <br> (1 day SOFR + 0.885%)<sup>(b)</sup> | 595 | 524963 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), <br> (3 mo. SOFR + 1.585%)<sup>(b)</sup> | 2565 | 2382654 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), <br> (1 day SOFR + 1.850%)<sup>(b)</sup> | 3797 | 3526502 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 10/15/25 (Call 10/15/24), <br> (1 day SOFR + 1.160%)<sup>(b)</sup> | 249 | 234951 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/24/26 (Call 02/24/25), <br> (1 day SOFR + 0.915%)<sup>(b)</sup> | 280 | 263998 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26) | 5 | 4735 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/24/28 (Call 02/24/27), <br> (1 day SOFR + 1.170%)<sup>(b)</sup> | 460 | 418204 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 01/23/25 (Call 10/23/24) | $264 | $256471 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 110 | 104787 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 03/01/25 (Call 03/01/24), <br> (3 mo. LIBOR US + 1.155%)<sup>(b)</sup> | 165 | 160624 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.54%, 05/01/28 (Call 05/01/27), <br> (3 mo. LIBOR US + 1.380%)<sup>(b)</sup> | 70 | 65035 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/13/24<sup>(a)</sup> | 458 | 450993 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.78%, 02/01/28 (Call 02/01/27), <br> (3 mo. LIBOR US + 1.337%)<sup>(b)</sup> | 2050 | 1931879 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/24 | 43 | 42600 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/10/24 | 446 | 439123 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/25 (Call 04/15/25) | 186 | 183350 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), <br> (3 mo. LIBOR US + 1.245%)<sup>(b)</sup> | 55 | 52868 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 12/05/24 (Call 12/05/23), <br> (3 mo. LIBOR US + 1.000%)<sup>(a)(b)</sup> | 700 | 691411 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), <br> (1 day SOFR + 1.320%)<sup>(b)</sup> | 295 | 287507 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 40 | 39134 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), <br> (1 day SOFR + 1.560%)<sup>(b)</sup> | 3490 | 3346666 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(b)</sup> | 2345 | 2295567 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 30 | 33152 |
| &nbsp;&nbsp;&nbsp;7.75%, 07/15/25 | 35 | 37784 |
| &nbsp;&nbsp;&nbsp;8.00%, 04/29/27 | 130 | 146448 |
| KeyBank NA/Cleveland OH, 3.30%, 06/01/25 | 250 | 240900 |
| KeyCorp, 2.25%, 04/06/27 | 5 | 4452 |
| Lloyds Bank PLC, 3.50%, 05/14/25 | 700 | 674506 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(b)</sup> | 635 | 547611 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(a)(b)</sup> | 2200 | 2034274 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(b)</sup> | 456 | 439789 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/12/24 | 745 | 730987 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 460 | 449701 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/04/24 | 612 | 597312 |
| &nbsp;&nbsp;&nbsp;4.58%, 12/10/25 | 1762 | 1668438 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | 3070 | 2923162 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/19/25 (Call 07/19/24)<sup>(b)</sup> | 5 | 4637 |
| &nbsp;&nbsp;&nbsp;1.41%, 07/17/25 | 465 | 422532 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 10/13/27 (Call 10/13/26)<sup>(b)</sup> | 55 | 47678 |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 1500 | 1408740 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(b)</sup> | 855 | 756641 |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | 260 | 249974 |
| &nbsp;&nbsp;&nbsp;3.29%, 07/25/27 | 30 | 27739 |
| &nbsp;&nbsp;&nbsp;3.41%, 03/07/24 | 140 | 137140 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 138 | 134540 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/19/28 (Call 04/19/27)<sup>(b)</sup> | 1110 | 1049860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 07/18/25 (Call 07/18/24)<sup>(b)</sup> | 260 | 257231 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 09/12/25 (Call 09/12/24)<sup>(b)</sup> | 475 | 471642 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.35%, 09/13/28 (Call 09/13/27)<sup>(b)</sup> | 455 | 453771 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/22/27 (Call 05/22/26)<sup>(b)</sup> | 1080 | 934794 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/09/27 (Call 07/09/26)<sup>(b)</sup> | 50 | 43581 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), <br> (3 mo. LIBOR US + 0.830%)<sup>(b)</sup> | 1375 | 1263886 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 09/13/25 (Call 09/13/24), <br> (1 day SOFR + 1.362%)<sup>(b)</sup> | 940 | 887661 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 07/16/25 (Call 07/16/24), <br> (1 day SOFR + 1.242%)<sup>(b)</sup> | 372 | 354315 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 01/22/25 (Call 01/22/24), <br> (1 day SOFR + 0.509%)<sup>(b)</sup> | $105 | $98732 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 05/30/25 (Call 05/30/24), <br> (1 day SOFR + 0.525%)<sup>(b)</sup> | 290 | 268589 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 12/10/26 (Call 12/10/25), <br> (1 day SOFR + 0.720%)<sup>(b)</sup> | 4067 | 3565783 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 10/21/25 (Call 10/21/24), <br> (1 day SOFR + 0.560%)<sup>(b)</sup> | 7 | 6408 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (Call 07/20/26), <br> (1 day SOFR + 0.858%)<sup>(b)</sup> | 2940 | 2559329 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 05/04/26), <br> (1 day SOFR + 0.879%)<sup>(b)</sup> | 4330 | 3813604 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), <br> (1 day SOFR + 1.990%)<sup>(b)</sup> | 1913 | 1778918 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 01/21/28 (Call 01/21/27), <br> (1 day SOFR + 1.000%)<sup>(b)</sup> | 1940 | 1728618 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/18/26 (Call 02/18/25), <br> (1 day SOFR + 0.940%)<sup>(b)</sup> | 595 | 559663 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), <br> (1 day SOFR + 1.152%)<sup>(b)</sup> | 1797 | 1713619 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 2075 | 1947242 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 07/22/28 (Call 07/22/27), <br> (3 mo. LIBOR US + 1.340%)<sup>(b)</sup> | 130 | 119986 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/17/25 (Call 04/17/24), <br> (1 day SOFR + 1.160%)<sup>(b)</sup> | 380 | 370333 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 195 | 185443 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 1932 | 1890887 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 2596 | 2518483 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | 25 | 24093 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 919 | 900179 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), <br> (1 day SOFR + 1.610%)<sup>(b)</sup> | 720 | 686045 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 320 | 312595 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(b)</sup> | 425 | 420027 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 1053 | 1055264 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 08/09/26<sup>(a)</sup> | 195 | 206770 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 1361 | 1339088 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 0.86%, 10/21/25 (Call 10/21/24), <br> (1 day SOFR + 0.745%)<sup>(b)</sup> | 628 | 574714 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 11/15/24 (Call 11/15/23)<sup>(b)</sup> | 500 | 476935 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/06/24 | 250 | 231623 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/25 (Call 06/09/24)<sup>(b)</sup> | 4075 | 3961756 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/14/27 (Call 06/14/26)<sup>(a)(b)</sup> | 2050 | 1760827 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 05/22/28 (Call 05/22/27)<sup>(b)</sup> | 1875 | 1659656 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/01/29 (Call 11/01/24)<sup>(b)</sup> | 801 | 739115 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), <br> (3 mo. LIBOR US + 1.762%)<sup>(b)</sup> | 1587 | 1540691 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 1440 | 1407168 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 09/30/28 (Call 09/30/27)<sup>(a)(b)</sup> | 405 | 396511 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/08/32 (Call 05/08/27), <br> (3 mo. LIBOR US + 1.131%)<sup>(b)</sup> | 80 | 72683 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 488 | 480353 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/10/27 (Call 04/10/27)<sup>(a)</sup> | 95 | 93256 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 02/23/25 (Call 01/24/25) | 135 | 129797 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/25/27 (Call 09/25/27) | 500 | 469760 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/02/25) | $342 | $330471 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 259 | 251722 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 2202 | 2143317 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 2590 | 2491528 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | 50 | 43890 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 783 | 746230 |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/23/26) | 140 | 130040 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(a)</sup> | 800 | 744064 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/24 (Call 12/23/23) | 1412 | 1390467 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24) | 431 | 425410 |
| &nbsp;&nbsp;&nbsp;5.35%, 12/02/28 | 405 | 407969 |
| Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25) | 1310 | 1226776 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 01/20/26 | 105 | 93326 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/10/25 | 998 | 913709 |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 150 | 132090 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/27/26 | 185 | 164644 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 165 | 145251 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/27 | 215 | 193208 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 1095 | 1042758 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 1225 | 1180349 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/04/27 | 110 | 104683 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 45 | 44552 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 01/06/28 (Call 01/06/27), <br> (1 day SOFR + 1.249%)<sup>(a)(b)</sup> | 2540 | 2204339 |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 235 | 217702 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/02/25 (Call 05/02/25) | 750 | 715462 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/07/24 (Call 05/07/24) | 458 | 444549 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 06/09/25 (Call 06/09/24)<sup>(b)</sup> | 50 | 48408 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25)<sup>(a)</sup> | 860 | 843411 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 03/15/25 (Call 03/15/24), <br> (1 day SOFR + 0.787%)<sup>(b)</sup> | 50 | 46433 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 08/21/26 (Call 08/21/25)<sup>(b)</sup> | 355 | 312396 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.67%, 06/14/27 (Call 06/14/26), <br> (1 day SOFR + 0.989%)<sup>(b)</sup> | 460 | 389266 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.47%, 01/11/28 (Call 01/11/27), <br> (1 day SOFR + 1.220%)<sup>(b)</sup> | 2350 | 2002012 |
| Santander UK PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 06/18/24 | 30 | 28929 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/13/24 | 66 | 65084 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 11/18/27 (Call 11/18/26), <br> (1 day SOFR + 0.560%)<sup>(b)</sup> | 130 | 115229 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 02/07/28 (Call 02/07/27), <br> (1 day SOFR + 0.730%)<sup>(b)</sup> | 55 | 49370 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/01/25 (Call 11/01/24), <br> (1 day SOFR + 0.940%)<sup>(b)</sup> | 2467 | 2336027 |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 130 | 122823 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/30/26 (Call 03/30/25), <br> (1 day SOFR + 2.600%)<sup>(b)</sup> | 230 | 218525 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/16/24 | 923 | 902823 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 2590 | 2522479 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.78%, 12/03/24 (Call 12/03/23), <br> (3 mo. LIBOR US + 0.770%)<sup>(b)</sup> | 305 | 301297 |
| &nbsp;&nbsp;&nbsp;5.75%, 11/04/26 | 30 | 30643 |
| &nbsp;&nbsp;&nbsp;5.82%, 11/04/28 | 115 | 118894 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/11/24<sup>(a)</sup> | $250 | $243230 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 07/23/25<sup>(a)</sup> | 260 | 250588 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 09/17/26 | 195 | 170102 |
| &nbsp;&nbsp;&nbsp;1.47%, 07/08/25 | 1680 | 1531807 |
| &nbsp;&nbsp;&nbsp;2.17%, 01/14/27 | 200 | 177748 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/25 | 1895 | 1791192 |
| &nbsp;&nbsp;&nbsp;2.45%, 09/27/24 | 1360 | 1293659 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 865 | 829077 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.01%, 10/19/26<sup>(a)</sup> | 25 | 23162 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 550 | 507507 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 125 | 115806 |
| SVB Financial Group |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 10/28/26 (Call 09/28/26) | 85 | 73892 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/29/25<sup>(a)</sup> | 409 | 393474 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 04/29/28 (Call 04/29/27)<sup>(b)</sup> | 845 | 799852 |
| Synchrony Bank, 5.63%, 08/23/27 (Call 07/23/27) | 510 | 493746 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 09/10/24 | 117 | 108584 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/11/25 | 305 | 272783 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/06/26 | 200 | 176582 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/12/25 | 1354 | 1234076 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/26 | 400 | 353476 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/10/26 | 4215 | 3705744 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 140 | 130616 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 50 | 44750 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/24 | 640 | 619590 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 3082 | 2978753 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 730 | 671695 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 1436 | 1406605 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 09/15/31 (Call 09/15/26)<sup>(b)</sup> | 820 | 757016 |
| &nbsp;&nbsp;&nbsp;3.77%, 06/06/25 | 70 | 68094 |
| &nbsp;&nbsp;&nbsp;4.11%, 06/08/27 | 130 | 125858 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 60 | 59389 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 (Call 02/10/25) | 50 | 46342 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/05/24) | 234 | 222447 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 09/17/29 (Call 09/17/24)<sup>(b)</sup> | 606 | 565889 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 57 | 55762 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 (Call 04/15/26) | 210 | 197039 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/16/25 (Call 08/16/25) | 322 | 309278 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 08/03/27 (Call 06/03/27) | 110 | 93030 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/05/25 (Call 07/03/25) | 65 | 59142 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), <br> (1 day SOFR + 0.609%)<sup>(b)</sup> | 575 | 509835 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24) | 240 | 230669 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 189 | 182393 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 99 | 96377 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25)<sup>(a)</sup> | 232 | 227989 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 06/06/28 (Call 06/06/27)<sup>(a)(b)</sup> | 10 | 9476 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 05/12/25 (Call 04/11/25)<sup>(a)</sup> | 170 | 157852 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/28/24)<sup>(a)</sup> | 80 | 77238 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24)<sup>(a)</sup> | 58 | 57043 |
| U.S. Bank NA/Cincinnati OH |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/25 (Call 12/20/24) | 127 | 120214 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 01/27/25 (Call 12/27/24)<sup>(a)</sup> | 117 | 112862 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Valley National Bancorp., 3.00%, 06/15/31 (Call 06/15/26), <br> (1 day SOFR + 2.360%)<sup>(b)</sup> | $270 | $240451 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.39%, 06/02/28 (Call 06/02/27), <br> (1 day SOFR + 2.100%)<sup>(b)</sup> | 1385 | 1224423 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/23/26 | 5 | 4670 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), <br> (3 mo. LIBOR US + 1.170%)<sup>(b)</sup> | 100 | 93097 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/24/28 (Call 03/24/27), <br> (1 day SOFR + 1.510%)<sup>(b)</sup> | 235 | 218357 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.58%, 05/22/28 (Call 05/22/27), <br> (3 mo. LIBOR US + 1.310%)<sup>(b)</sup> | 714 | 663092 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/22/27 | 275 | 265774 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 07/25/28 (Call 07/25/27)<sup>(b)</sup> | 3875 | 3784519 |
| Western Alliance Bancorp., 3.00%, 06/15/31 (Call 06/15/26), <br> (1 day SOFR + 2.250%)<sup>(b)</sup> | 635 | 538556 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/03/26 | 360 | 319464 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 735 | 698147 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 325 | 306443 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.89%, 02/04/30 (Call 02/04/25)<sup>(b)</sup> | 1626 | 1480164 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 90 | 85486 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 11/23/31 (Call 11/23/26)<sup>(a)(b)</sup> | 155 | 141320 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 700 | 720503 |
|  |  | 326466811 |
| **Beverages — 3.2%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25) | 295 | 286457 |
| Brown-Forman Corp., 3.50%, 04/15/25 (Call 02/15/25) | 55 | 53788 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/27 | 1060 | 943453 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/24 | 184 | 176559 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/25/27 | 85 | 80735 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/25/27<sup>(a)</sup> | 1805 | 1749839 |
| Constellation Brands Inc., 4.35%, 05/09/27 (Call 04/09/27) | 55 | 53741 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 5550 | 5086075 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24) | 4850 | 4614629 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 500 | 507035 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 | 1215 | 1252143 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 09/15/26 (Call 06/15/26) | 65 | 59703 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/23 (Call 10/15/23) | 195 | 191231 |
| &nbsp;&nbsp;&nbsp;3.43%, 06/15/27 (Call 03/15/27) | 1685 | 1582771 |
| &nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25) | 221 | 220551 |
| Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26)<sup>(a)</sup> | 10189 | 9565739 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 450 | 429984 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 190 | 178167 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 1575 | 1469522 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 476 | 457350 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 170 | 163248 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25) | 1806 | 1769808 |
| &nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23) | 244 | 240935 |
|  |  | 31133463 |
| **Biotechnology — 1.1%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 552 | 520801 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 200 | 182006 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26) | $220 | $204917 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25) | 536 | 518677 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24) | 2242 | 2207092 |
| Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) | 200 | 196638 |
| Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25) | 962 | 937815 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 10/01/27 (Call 08/01/27) | 700 | 596750 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26)<sup>(a)</sup> | 825 | 772043 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 854 | 834016 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 740 | 718007 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 2646 | 2604617 |
|  |  | 10293379 |
| **Building Materials — 1.3%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.24%, 02/15/25 (Call 01/15/25) | 445 | 420254 |
| &nbsp;&nbsp;&nbsp;2.49%, 02/15/27 (Call 12/15/26) | 1305 | 1184418 |
| Fortune Brands Home & Security Inc., 4.00%, 06/15/25 (Call 03/15/25) | 553 | 536111 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/02/24 (Call 04/02/24)<sup>(c)</sup> | 2950 | 2893331 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/14/26 (Call 11/14/25) | 4277 | 4178030 |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 08/01/25 (Call 07/01/25) | 625 | 566375 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/01/27 (Call 06/01/27) | 1085 | 931310 |
| Martin Marietta Materials Inc., 4.25%, 07/02/24 (Call 04/02/24)<sup>(a)</sup> | 238 | 234639 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 08/15/26 (Call 05/15/26)<sup>(a)</sup> | 862 | 810849 |
| &nbsp;&nbsp;&nbsp;4.20%, 12/01/24 (Call 09/01/24) | 544 | 535530 |
| Vulcan Materials Co., 4.50%, 04/01/25 (Call 01/01/25) | 65 | 64504 |
|  |  | 12355351 |
| **Chemicals — 1.8%** |  |  |
| Air Products and Chemicals Inc., 3.35%, 07/31/24 (Call 04/30/24) | 175 | 171288 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 08/05/26 (Call 07/05/26) | 30 | 24893 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 05/08/24 (Call 04/08/24)<sup>(a)</sup> | 284 | 275804 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/25 | 52 | 51749 |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 1045 | 1023483 |
| Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24) | 43 | 42010 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 12/15/23 (Call 01/03/23) | 115 | 110392 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/01/27 (Call 01/01/27) | 6760 | 6017008 |
| &nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26) | 3930 | 3672899 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 | 440 | 449640 |
| EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25) | 504 | 466936 |
| FMC Corp., 4.10%, 02/01/24 (Call 11/01/23) | 55 | 54236 |
| Linde Inc., 4.80%, 12/05/24 | 100 | 100271 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 02/05/25 (Call 11/05/24) | 760 | 730611 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 (Call 12/27/22) | 400 | 399568 |
| LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24) | 305 | 306147 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 75 | 71662 |
| &nbsp;&nbsp;&nbsp;4.00%, 12/15/26 (Call 09/15/26) | 390 | 374997 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/15/26 (Call 02/15/26) | 1736 | 1547557 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/15/24 (Call 07/15/24) | 601 | 575169 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 06/01/24 (Call 04/01/24) | $235 | $228834 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/25 (Call 05/01/25) | 165 | 158956 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27) | 5 | 4699 |
|  |  | 16858809 |
| **Commercial Services — 1.5%** |  |  |
| Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25) | 8292 | 8093075 |
| Block Financial LLC, 5.25%, 10/01/25 (Call 07/01/25) | 337 | 335841 |
| GXO Logistics Inc., 1.65%, 07/15/26 (Call 06/15/26) | 1550 | 1331388 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/24/25 (Call 02/24/25) | 45 | 43906 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 170 | 169682 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/25 (Call 05/01/25) | 3049 | 2836759 |
| &nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26) | 145 | 134912 |
| Quanta Services Inc., 0.95%, 10/01/24 (Call 01/03/23) | 50 | 45790 |
| S&P Global Inc., 2.45%, 03/01/27 (Call 02/01/27)<sup>(d)</sup> | 1405 | 1293401 |
|  |  | 14284754 |
| **Computers — 2.6%** |  |  |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 10/01/26 (Call 08/01/26) | 295 | 291849 |
| &nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26) | 840 | 858052 |
| DXC Technology Co., 1.80%, 09/15/26 (Call 08/15/26) | 80 | 70664 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/01/24 (Call 03/01/24)<sup>(a)</sup> | 905 | 863252 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/01/26 (Call 03/01/26)<sup>(a)</sup> | 972 | 883004 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 2878 | 2874805 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/17/26 (Call 05/17/26) | 175 | 153599 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/17/25 (Call 05/17/25) | 2338 | 2182102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/17/27 (Call 04/17/27)<sup>(a)</sup> | 200 | 183286 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 05/15/27 (Call 03/15/27)<sup>(a)</sup> | 50 | 44108 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/09/27 (Call 01/09/27) | 15 | 13594 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 5465 | 5329413 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 | 655 | 625453 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 255 | 242041 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 4925 | 4741692 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/12/24 | 1791 | 1766177 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.00%, 10/30/25<sup>(a)</sup> | 2275 | 2419099 |
| Leidos Inc., 3.63%, 05/15/25 (Call 04/15/25) | 496 | 477623 |
| Western Digital Corp., 4.75%, 02/15/26 (Call 11/15/25)<sup>(a)</sup> | 665 | 626197 |
|  |  | 24646010 |
| **Cosmetics & Personal Care — 0.6%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/27 (Call 07/15/27) | 2495 | 2396947 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/15/24<sup>(a)</sup> | 1883 | 1853776 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 03/25/27 | 55 | 51846 |
| &nbsp;&nbsp;&nbsp;2.85%, 08/11/27 | 5 | 4722 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 336 | 326286 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 15 | 14081 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 102 | 98389 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | 342 | 336302 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/22/25 (Call 01/22/25) | 200 | 195228 |
|  |  | 5277577 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Distribution & Wholesale — 0.3%** |  |  |
| WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25) | $3121 | $2937298 |
| **Diversified Financial Services — 6.1%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 01/30/26 (Call 12/30/25) | 2285 | 2016193 |
| &nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26) | 1435 | 1253688 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24)<sup>(a)</sup> | 653 | 617764 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/24 (Call 01/15/24) | 157 | 151401 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24) | 899 | 857547 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25) | 585 | 561998 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/03/26 (Call 02/03/26) | 785 | 751269 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/16/24 (Call 12/16/23) | 237 | 233139 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/25 (Call 06/15/25) | 632 | 635862 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/25<sup>(a)</sup> | 35 | 33698 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/15/24 | 145 | 143594 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/26 (Call 07/15/26) | 145 | 127084 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 01/15/27 (Call 12/15/26)<sup>(a)</sup> | 975 | 851779 |
| &nbsp;&nbsp;&nbsp;2.30%, 02/01/25 (Call 01/01/25) | 765 | 712781 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25)<sup>(a)</sup> | 703 | 647758 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 01/01/25) | 654 | 620201 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 07/01/25 (Call 06/01/25)<sup>(a)</sup> | 156 | 147252 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27) | 85 | 78048 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/24 (Call 01/01/24) | 388 | 381051 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/24 (Call 06/15/24) | 306 | 301083 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/24 (Call 02/01/24) | 306 | 295048 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/26 (Call 04/15/26) | 1690 | 1575519 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 902 | 878151 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 343 | 338088 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/09/27 (Call 05/09/27)<sup>(a)</sup> | 720 | 681631 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 1360 | 1349555 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25)<sup>(a)</sup> | 165 | 165848 |
| &nbsp;&nbsp;&nbsp;7.10%, 11/15/27 | 400 | 410716 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 80 | 71182 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/30/24) | 2620 | 2527042 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 480 | 436445 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 1945 | 1886339 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 778 | 737031 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/03/27) | 420 | 393267 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24) | 1836 | 1805614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24)<sup>(a)</sup> | 479 | 468462 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25) | 352 | 348181 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27) | 825 | 856911 |
| American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27) | 70 | 65951 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 1074 | 1032544 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 10/15/24<sup>(a)</sup> | 284 | 277752 |
| BGC Partners Inc., 3.75%, 10/01/24 (Call 09/01/24) | 82 | 78295 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 1106 | 1088437 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 282 | 274462 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 11/02/27 (Call 11/02/26), <br> (1 day SOFR + 0.855%)<sup>(b)</sup> | 190 | 164865 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/28/26 (Call 06/28/26) | 110 | 104117 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/09/27 (Call 02/09/27)<sup>(a)</sup> | 105 | 99463 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 05/10/28 (Call 05/10/27), <br> (1 day SOFR + 2.057%)<sup>(b)</sup> | $1975 | $1895941 |
| Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26) | 1225 | 1169948 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (Call 02/03/27) | 95 | 87406 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/10/25 (Call 12/10/24) | 183 | 176364 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/21/25 (Call 03/21/25) | 212 | 208553 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/24/25 (Call 02/24/25) | 384 | 382360 |
| CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24) | 734 | 710974 |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/04/25 (Call 12/04/24) | 490 | 471086 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 11/06/24 (Call 08/06/24)<sup>(a)</sup> | 273 | 265801 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | 185 | 174031 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25)<sup>(a)</sup> | 5 | 4840 |
| Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27)<sup>(a)</sup> | 1330 | 1248311 |
| Franklin Resources Inc., 2.85%, 03/30/25 | 565 | 540767 |
| Intercontinental Exchange Inc., 4.00%, 09/15/27 (Call 08/15/27) | 265 | 259475 |
| Invesco Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/15/26<sup>(a)</sup> | 533 | 514409 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/30/24 | 863 | 853205 |
| Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)<sup>(a)</sup> | 2390 | 2359145 |
| Legg Mason Inc., 4.75%, 03/15/26<sup>(a)</sup> | 480 | 486298 |
| Mastercard Inc., 2.00%, 03/03/25 (Call 02/03/25)<sup>(a)</sup> | 325 | 309150 |
| Morgan Stanley Domestic Holdings Inc., 3.80%, 08/24/27 (Call 05/24/27)<sup>(a)</sup> | 3250 | 3072355 |
| Nasdaq Inc., 3.85%, 06/30/26 (Call 03/30/26) | 15 | 14533 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/26 | 2440 | 2129754 |
| &nbsp;&nbsp;&nbsp;1.85%, 07/16/25 | 1525 | 1392477 |
| &nbsp;&nbsp;&nbsp;2.33%, 01/22/27 | 2815 | 2478495 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 380 | 359533 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 12/04/24 | 235 | 226705 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/18/27 | 75 | 70496 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 01/16/24<sup>(a)</sup> | 130 | 128393 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/13/27 | 5 | 4966 |
| Radian Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 10/01/24 (Call 07/01/24)<sup>(a)</sup> | 25 | 23802 |
| &nbsp;&nbsp;&nbsp;4.88%, 03/15/27 (Call 09/15/26) | 300 | 271395 |
| &nbsp;&nbsp;&nbsp;6.63%, 03/15/25 (Call 09/15/24) | 760 | 753403 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26)<sup>(a)</sup> | 260 | 237266 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/24 (Call 05/15/24) | 1397 | 1362732 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/19/24 (Call 02/19/24) | 500 | 492075 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/23/25) | 1265 | 1211174 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/26 (Call 02/15/26) | 1177 | 1026509 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24)<sup>(a)</sup> | 2081 | 1982257 |
|  |  | 58890490 |
| **Electric — 5.0%** |  |  |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24)<sup>(a)</sup> | 4228 | 4055878 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 7956 | 7618188 |
| Commonwealth Edison Co., 2.55%, 06/15/26 (Call 03/15/26) | 140 | 131047 |
| Connecticut Light & Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;Series A, 0.75%, 12/01/25 (Call 11/01/25) | 160 | 142774 |
| &nbsp;&nbsp;&nbsp;Series A, 3.20%, 03/15/27 (Call 12/15/26) | 275 | 259837 |
| Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 01/03/23) | 37 | 35496 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/15/24 (Call 10/15/24) | $214 | $205922 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 348 | 344217 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 04/15/27)<sup>(a)</sup> | 610 | 617271 |
| Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26) | 1300 | 1234376 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27) | 2780 | 2551679 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/27/24 | 15 | 14797 |
| &nbsp;&nbsp;&nbsp;Series H, 3.15%, 01/15/25 (Call 10/15/24) | 403 | 387323 |
| &nbsp;&nbsp;&nbsp;Series L, 2.90%, 10/01/24 (Call 08/01/24) | 1662 | 1598312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 3.80%, 12/01/23 (Call 11/01/23)<sup>(a)</sup> | 213 | 210570 |
| &nbsp;&nbsp;&nbsp;Series Q, 0.80%, 08/15/25 (Call 07/15/25) | 396 | 352294 |
| &nbsp;&nbsp;&nbsp;Series U, 1.40%, 08/15/26 (Call 07/15/26) | 3030 | 2671006 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | 50 | 46316 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 247 | 236466 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25)<sup>(a)</sup> | 1239 | 1214455 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 4641 | 4457077 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/25 (Call 06/01/25) | 128 | 123247 |
| Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)<sup>(a)</sup> | 2670 | 2489321 |
| Iberdrola International BV, 5.81%, 03/15/25 | 835 | 854639 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/30/26 (Call 03/30/26) | 3135 | 2940066 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 03/15/24) | 1586 | 1545969 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/20/46 (Call 04/20/26), <br> (3 mo. LIBOR US + 3.630%)<sup>(a)(b)</sup> | 15 | 13448 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | 50 | 50789 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/27 (Call 12/15/26) | 1635 | 1457881 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 25 | 23711 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/15/82 (Call 03/15/27)<sup>(b)</sup> | 310 | 240433 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/27 (Call 06/15/27) | 25 | 24819 |
| NSTAR Electric Co., 3.20%, 05/15/27 (Call 02/15/27) | 380 | 358389 |
| Oncor Electric Delivery Co. LLC, 2.95%, 04/01/25 (Call 01/01/25) | 2460 | 2360911 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/27 (Call 06/01/27) | 150 | 128030 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/15/27 (Call 05/15/27) | 1015 | 991046 |
| PECO Energy Co., 3.15%, 10/15/25 (Call 07/15/25)<sup>(a)</sup> | 25 | 24039 |
| Potomac Electric Power Co., 3.60%, 03/15/24 (Call 12/15/23) | 110 | 108319 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 03/15/26 (Call 02/15/26) | 62 | 55300 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 60 | 54853 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/25 (Call 02/15/25) | 72 | 69145 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/27 (Call 02/15/27) | 10 | 9367 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/25 (Call 07/15/25) | 805 | 721312 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/24 (Call 05/15/24)<sup>(a)</sup> | 1899 | 1834035 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/15/27) | 2000 | 2060880 |
| San Diego Gas & Electric Co., 2.50%, 05/15/26 (Call 02/15/26) | 160 | 149221 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 30 | 27904 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 04/01/52 (Call 01/01/27)<sup>(b)</sup> | 505 | 391491 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 255 | 263479 |
| &nbsp;&nbsp;&nbsp;Series D, 4.70%, 06/01/27 (Call 05/01/27) | 165 | 162896 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Series E, 3.70%, 08/01/25 (Call 06/01/25) | $395 | $383596 |
|  |  | 48303837 |
| **Electrical Components & Equipment — 0.0%** |  |  |
| Emerson Electric Co., 3.15%, 06/01/25 (Call 03/01/25) | 134 | 129700 |
| **Electronics — 1.2%** |  |  |
| Agilent Technologies Inc., 3.05%, 09/22/26 (Call 06/22/26) | 725 | 679876 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 10/01/24 (Call 08/01/24) | 479 | 461368 |
| &nbsp;&nbsp;&nbsp;3.55%, 10/01/27 (Call 07/01/27) | 350 | 318321 |
| Amphenol Corp., 2.05%, 03/01/25 (Call 02/01/25) | 225 | 211885 |
| Avnet Inc., 4.63%, 04/15/26 (Call 01/15/26) | 205 | 198342 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/26 (Call 01/01/26) | 2085 | 1965050 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 202 | 198784 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/15/28 (Call 12/27/22) | 200 | 198146 |
| Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)<sup>(a)</sup> | 60 | 56562 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/01/27 (Call 02/01/27) | 55 | 48354 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/01/25 (Call 05/01/25) | 2965 | 2749237 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24)<sup>(a)</sup> | 894 | 861816 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 200 | 187030 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 12/01/23<sup>(a)</sup> | 50 | 49290 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 02/15/28<sup>(a)</sup> | 500 | 510195 |
| Hubbell Inc., 3.15%, 08/15/27 (Call 05/15/27) | 10 | 9219 |
| Jabil Inc., 4.25%, 05/15/27 (Call 04/15/27) | 30 | 28618 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24) | 924 | 916294 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 95 | 93336 |
| Legrand France SA, 8.50%, 02/15/25 | 375 | 405386 |
| Trimble Inc., 4.75%, 12/01/24 (Call 09/01/24)<sup>(a)</sup> | 810 | 803520 |
| Tyco Electronics Group SA, 3.45%, 08/01/24 (Call 05/01/24) | 89 | 87022 |
| Vontier Corp., 1.80%, 04/01/26 (Call 03/01/26) | 853 | 720154 |
|  |  | 11757805 |
| **Entertainment — 0.2%** |  |  |
| Magallanes Inc., 3.76%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | 1850 | 1685701 |
| **Environmental Control — 0.1%** |  |  |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/24 (Call 07/15/24) | 260 | 249597 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/25 (Call 12/15/24)<sup>(a)</sup> | 293 | 281517 |
| Waste Management Inc., 3.13%, 03/01/25 (Call 12/01/24) | 45 | 43523 |
|  |  | 574637 |
| **Food — 3.2%** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 03/19/25 (Call 12/19/24)<sup>(a)</sup> | 348 | 335475 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 277 | 271684 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 04/01/24) | 953 | 941554 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 5 | 4950 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26)<sup>(a)</sup> | 5710 | 5450994 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 770 | 760737 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 1283 | 1264538 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 06/01/25 (Call 05/01/25) | 270 | 247161 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 08/21/25 (Call 05/21/25)<sup>(a)</sup> | 15 | 14496 |
| Hormel Foods Corp., 0.65%, 06/03/24 (Call 01/03/23) | 20 | 18811 |
| Ingredion Inc., 3.20%, 10/01/26 (Call 07/01/26) | 1850 | 1732932 |
| JM Smucker Co. (The), 3.50%, 03/15/25 | 212 | 206024 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Food (continued)** |  |  |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 12/01/23 | $1707 | $1668917 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | 8947 | 8559416 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 600 | 563358 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/26 (Call 03/01/26) | 87 | 81896 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/27 (Call 02/15/27) | 70 | 67544 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | 490 | 450996 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25)<sup>(a)</sup> | 330 | 316945 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/01/27 (Call 05/01/27) | 2030 | 1933940 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 02/01/24 (Call 11/01/23)<sup>(a)</sup> | 237 | 234538 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/26 (Call 01/15/26) | 420 | 369264 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 1052 | 1018252 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 2500 | 2350150 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/04/25 (Call 04/04/25) | 1594 | 1481001 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/17/27 (Call 02/17/27) | 90 | 82085 |
| Tyson Foods Inc., 3.95%, 08/15/24 (Call 05/15/24) | 149 | 146454 |
|  |  | 30574112 |
| **Forest Products & Paper — 0.0%** |  |  |
| Celulosa Arauco y Constitucion SA, 4.50%, 08/01/24 (Call 05/01/24) | 230 | 226407 |
| Fibria Overseas Finance Ltd., 5.50%, 01/17/27<sup>(a)</sup> | 15 | 14986 |
|  |  | 241393 |
| **Gas — 0.3%** |  |  |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.20%, 07/15/25 (Call 04/15/25) | 265 | 264385 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25) | 1354 | 1356830 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.10%, 03/11/24 (Call 12/16/22)<sup>(a)</sup> | 212 | 201464 |
| &nbsp;&nbsp;&nbsp;3.61%, 02/01/24 (Call 11/01/23) | 91 | 89529 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27) | 18 | 16646 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/15/24 (Call 06/15/24) | 475 | 460940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 03/15/25)<sup>(a)</sup> | 75 | 72067 |
| &nbsp;&nbsp;&nbsp;Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 415 | 386153 |
|  |  | 2848014 |
| **Hand & Machine Tools — 0.0%** |  |  |
| Stanley Black & Decker Inc., 4.00%, 03/15/60 (Call 03/15/25)<sup>(a)(b)</sup> | 394 | 338828 |
| **Health Care - Products — 0.0%** |  |  |
| Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25) | 32 | 31068 |
| DH Europe Finance II Sarl, 2.20%, 11/15/24 (Call 10/15/24) | 390 | 371424 |
|  |  | 402492 |
| **Health Care - Services — 1.6%** |  |  |
| Aetna Inc., 3.50%, 11/15/24 (Call 08/15/24) | 306 | 298329 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/26 (Call 02/15/26) | 1485 | 1337955 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/15/25 (Call 12/15/24) | 655 | 624477 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/24 (Call 10/01/24) | 433 | 420499 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/24 (Call 05/15/24) | 505 | 493829 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(d)</sup> | 1185 | 1078836 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 1210 | 1163633 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/24<sup>(a)</sup> | 2073 | 2064895 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 537 | 537134 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 200 | 198470 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/25 | $310 | $309560 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/01/26 (Call 03/01/26) | 262 | 261104 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/26 (Call 08/15/25) | 310 | 312598 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 02/03/27 (Call 01/03/27) | 85 | 73542 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 299 | 293845 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/27 (Call 12/15/26) | 105 | 101301 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 03/01/25) | 587 | 581318 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 06/01/26 (Call 05/01/26) | 267 | 236776 |
| &nbsp;&nbsp;&nbsp;2.30%, 12/01/24 (Call 11/01/24) | 123 | 116303 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/24 (Call 07/01/24) | 321 | 309787 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/25 (Call 11/01/24) | 208 | 201729 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26)<sup>(a)</sup> | 595 | 570557 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24) | 470 | 456088 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 1053 | 1043133 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/27 (Call 04/15/27) | 1005 | 976026 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/15/26 | 5 | 4537 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 50 | 48172 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/15/27 | 35 | 32609 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/26 | 75 | 71831 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/27 | 5 | 4785 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/27 | 45 | 43274 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/25 | 273 | 268184 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/25 | 190 | 193072 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/28 | 735 | 755646 |
|  |  | 15483834 |
| **Holding Companies - Diversified — 0.1%** |  |  |
| Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 (Call 01/11/27) | 590 | 543290 |
| **Home Builders — 0.0%** |  |  |
| Toll Brothers Finance Corp., 4.88%, 03/15/27 (Call 12/15/26) | 65 | 61011 |
| **Home Furnishings — 0.0%** |  |  |
| Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25) | 25 | 24429 |
| Leggett & Platt Inc., 3.50%, 11/15/27 (Call 08/15/27) | 300 | 277539 |
| Whirlpool Corp., 3.70%, 05/01/25<sup>(a)</sup> | 2 | 1949 |
|  |  | 303917 |
| **Household Products & Wares — 0.4%** |  |  |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 09/15/27 (Call 07/15/27)<sup>(a)</sup> | 4000 | 3447240 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/26 | 180 | 170697 |
| &nbsp;&nbsp;&nbsp;3.05%, 08/15/25 | 440 | 423179 |
|  |  | 4041116 |
| **Insurance — 1.0%** |  |  |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 06/30/25 (Call 05/30/25) | 91 | 86072 |
| &nbsp;&nbsp;&nbsp;4.13%, 02/15/24 | 26 | 25693 |
| Aon Corp., 8.21%, 01/01/27 | 500 | 518290 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/25 | 80 | 77343 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/15/24 | 90 | 88311 |
| CNO Financial Group Inc., 5.25%, 05/30/25 (Call 02/28/25)<sup>(a)</sup> | 313 | 310421 |
| Lincoln National Corp., 3.35%, 03/09/25 | 25 | 24128 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 05/19/27 (Call 03/19/27) | 15 | 13553 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.06%, 02/24/32 (Call 02/24/27)<sup>(a)(b)</sup> | $20 | $17999 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 172 | 169205 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | 1176 | 1151480 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 486 | 473704 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25) | 60 | 58469 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24) | 1069 | 1055413 |
| MetLife Inc., 3.00%, 03/01/25 | 807 | 781128 |
| Principal Financial Group Inc., 3.40%, 05/15/25 (Call 02/15/25)<sup>(a)</sup> | 51 | 49345 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 03/10/26 (Call 02/10/26)<sup>(a)</sup> | 35 | 31638 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/47 (Call 09/15/27), <br> (3 mo. LIBOR US + 2.380%)<sup>(b)</sup> | 100 | 87556 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 03/15/44 (Call 03/15/24),<br> (3 mo. LIBOR US + 3.040%)<sup>(b)</sup> | 413 | 393073 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.38%, 05/15/45 (Call 05/15/25), <br> (3 mo. LIBOR US + 3.031%)<sup>(b)</sup> | 975 | 913156 |
| Swiss Re America Holding Corp., 7.00%, 02/15/26 | 3155 | 3337643 |
| Voya Financial Inc., 3.65%, 06/15/26 | 37 | 35110 |
| Willis North America Inc., 3.60%, 05/15/24 (Call 03/15/24) | 99 | 96275 |
|  |  | 9795005 |
| **Internet — 0.4%** |  |  |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 06/03/25 (Call 05/03/25) | 985 | 903048 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/27 (Call 04/03/27) | 60 | 52408 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24) | 62 | 60286 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27) | 50 | 47459 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24)<sup>(a)</sup> | 113 | 111534 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/27 (Call 11/01/27) | 500 | 503100 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/25 | 500 | 501875 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 100 | 100162 |
| Booking Holdings Inc., 3.65%, 03/15/25 (Call 12/15/24) | 13 | 12708 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 05/10/26 (Call 04/10/26) | 245 | 218417 |
| &nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 378 | 354779 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 232 | 226655 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27)<sup>(a)</sup> | 140 | 132488 |
| Expedia Group Inc., 5.00%, 02/15/26 (Call 11/15/25)<sup>(a)</sup> | 835 | 832578 |
|  |  | 4057497 |
| **Iron & Steel — 0.2%** |  |  |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/25 (Call 05/01/25) | 188 | 175319 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/23/27 (Call 04/23/27) | 100 | 97721 |
| Reliance Steel & Aluminum Co., 1.30%, 08/15/25 (Call 07/15/25) | 153 | 137868 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 06/15/25 (Call 05/15/25) | 214 | 200989 |
| &nbsp;&nbsp;&nbsp;2.80%, 12/15/24 (Call 11/15/24) | 495 | 471502 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 12/15/26 (Call 01/03/23)<sup>(a)</sup> | 1060 | 1047079 |
|  |  | 2130478 |
| **Leisure Time — 0.0%** |  |  |
| Harley-Davidson Inc., 3.50%, 07/28/25 (Call 04/28/25) | 380 | 361642 |
| **Lodging — 0.2%** |  |  |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/26 (Call 12/15/25) | 342 | 336579 |
| &nbsp;&nbsp;&nbsp;5.63%, 04/23/25 (Call 03/23/25) | 200 | 198170 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 12/15/24) | 409 | 397278 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Lodging (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | $97 | $93629 |
| &nbsp;&nbsp;&nbsp;Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 426 | 433234 |
| &nbsp;&nbsp;&nbsp;Series R, 3.13%, 06/15/26 (Call 03/15/26) | 120 | 112360 |
|  |  | 1571250 |
| **Machinery — 1.0%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 09/14/27 | 15 | 12906 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/25 | 67 | 62394 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/08/27<sup>(a)</sup> | 50 | 44951 |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 81 | 77343 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 530 | 516310 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/24<sup>(a)</sup> | 171 | 166525 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/09/24 | 825 | 809366 |
| &nbsp;&nbsp;&nbsp;3.60%, 08/12/27 | 10 | 9625 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/07/23<sup>(a)</sup> | 96 | 94964 |
| Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24) | 42 | 41332 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 07/15/26 (Call 06/15/26) | 1845 | 1628858 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/26 (Call 12/15/25) | 2175 | 1978967 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 800 | 779232 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 01/15/24<sup>(a)</sup> | 1171 | 1157557 |
| Deere & Co., 2.75%, 04/15/25 (Call 03/15/25) | 175 | 168381 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 01/11/27 | 5 | 4483 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/09/27 | 20 | 17907 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 37 | 35216 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/08/27<sup>(a)</sup> | 10 | 9163 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 03/07/24<sup>(a)</sup> | 86 | 83898 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/24/24<sup>(a)</sup> | 285 | 277314 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 10 | 9263 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/12/24 | 269 | 263833 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/11/25 | 80 | 77942 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/10/24 | 38 | 37530 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 169 | 165231 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 5 | 4918 |
| Otis Worldwide Corp., 2.06%, 04/05/25 (Call 03/05/25) | 481 | 450856 |
| Rockwell Automation Inc., 2.88%, 03/01/25 (Call 12/01/24) | 65 | 62671 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 05/15/25) | 170 | 159377 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 11/15/26 (Call 08/15/26)<sup>(a)</sup> | 40 | 37108 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/24 (Call 02/15/24) | 232 | 228012 |
| Xylem Inc./NY, 3.25%, 11/01/26 (Call 08/01/26) | 333 | 314076 |
|  |  | 9787509 |
| **Manufacturing — 2.3%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25)<sup>(a)</sup> | 3021 | 2868288 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26)<sup>(a)</sup> | 505 | 469650 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 3046 | 2923398 |
| &nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27) | 1715 | 1597488 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/07/25<sup>(a)</sup> | 2334 | 2249136 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/14/24 (Call 01/14/24)<sup>(a)</sup> | 3896 | 3830391 |
| Carlisle Companies Inc., 3.50%, 12/01/24 (Call 10/01/24) | 203 | 196754 |
| Illinois Tool Works Inc., 3.50%, 03/01/24 (Call 12/01/23) | 184 | 181763 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/14/24 (Call 05/14/24) | 316 | 303746 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 78 | 75479 |
| Teledyne Technologies Inc., 1.60%, 04/01/26 (Call 03/01/26)<sup>(a)</sup> | 420 | 375266 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 12/15/26) | 30 | 28150 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/01/25 (Call 12/01/24)<sup>(a)</sup> | $181 | $176468 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/24 (Call 12/01/23) | 20 | 19793 |
| Trane Technologies Luxembourg Finance SA |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 03/21/26 (Call 01/21/26) | 1780 | 1686087 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/01/24 (Call 08/01/24) | 5408 | 5275450 |
|  |  | 22257307 |
| **Media — 0.5%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25 (Call 04/23/25) | 103 | 101291 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/15/25 (Call 05/15/25)<sup>(a)</sup> | 61 | 59117 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/07/25 | 35 | 35599 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 175 | 180222 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/25 (Call 12/15/24) | 133 | 126408 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/13/24 (Call 01/13/24) | 99 | 96793 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 196 | 189128 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 105 | 100423 |
| &nbsp;&nbsp;&nbsp;4.90%, 03/11/26 (Call 12/11/25) | 40 | 38916 |
| FactSet Research Systems Inc., 2.90%, 03/01/27 (Call 02/01/27) | 750 | 684262 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 04/07/25 (Call 03/07/25) | 523 | 501076 |
| &nbsp;&nbsp;&nbsp;4.03%, 01/25/24 (Call 12/25/23) | 87 | 85791 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (Call 10/15/26) | 1045 | 944168 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/26 (Call 10/15/25) | 190 | 181853 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/25 (Call 04/15/25) | 264 | 261627 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(a)</sup> | 25 | 23488 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 343 | 330076 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | 220 | 209275 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/24/25 | 766 | 746000 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 81 | 79509 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | 45 | 43563 |
|  |  | 5018585 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Timken Co. (The), 3.88%, 09/01/24 (Call 06/01/24) | 30 | 29310 |
| **Mining — 0.1%** |  |  |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27) | 20 | 19069 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 837 | 840557 |
|  |  | 859626 |
| **Office & Business Equipment — 0.1%** |  |  |
| CDW LLC/CDW Finance Corp., 2.67%, 12/01/26 (Call 11/01/26) | 1370 | 1218547 |
| **Oil & Gas — 1.5%** |  |  |
| BP Capital Markets America Inc., 3.80%, 09/21/25 (Call 07/21/25)<sup>(a)</sup> | 193 | 189887 |
| BP Capital Markets PLC, 3.28%, 09/19/27 (Call 06/19/27) | 5 | 4729 |
| Chevron Corp., 1.55%, 05/11/25 (Call 04/11/25) | 1486 | 1389588 |
| Chevron USA Inc., 1.02%, 08/12/27 (Call 06/12/27) | 5 | 4328 |
| ConocoPhillips Co., 3.35%, 11/15/24 (Call 08/15/24)<sup>(a)</sup> | 236 | 230180 |
| Devon Energy Corp., 5.85%, 12/15/25 (Call 09/15/25) | 615 | 629083 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.68%, 10/01/25 (Call 10/04/23)<sup>(a)</sup> | 30 | 30004 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/25 (Call 01/01/25) | 100 | 100617 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.71%, 03/06/25 (Call 12/06/24) | $566 | $544158 |
| &nbsp;&nbsp;&nbsp;2.99%, 03/19/25 (Call 02/19/25) | 871 | 844164 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/24 (Call 04/15/24) | 2361 | 2300181 |
| &nbsp;&nbsp;&nbsp;4.30%, 04/01/27 (Call 01/01/27) | 3335 | 3205969 |
| Marathon Oil Corp., 4.40%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 30 | 29012 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 09/15/24 (Call 06/15/24) | 275 | 268659 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 549 | 544174 |
| &nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26) | 130 | 130241 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 1735 | 1723879 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 02/15/26 (Call 01/15/26) | 359 | 321696 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 241 | 236072 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/12/26 | 50 | 46888 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/10/26 | 5 | 4762 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24)<sup>(a)</sup> | 413 | 395716 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/24 | 781 | 771878 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 04/10/24<sup>(a)</sup> | 613 | 605374 |
| Valero Energy Corp., 2.15%, 09/15/27 (Call 07/15/27)<sup>(a)</sup> | 55 | 48675 |
|  |  | 14599914 |
| **Oil & Gas Services — 0.3%** |  |  |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 2.06%, 12/15/26 (Call 11/15/26) | 2365 | 2131504 |
| Halliburton Co., 3.80%, 11/15/25 (Call 08/15/25) | 246 | 240691 |
| Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25) | 650 | 596004 |
|  |  | 2968199 |
| **Packaging & Containers — 0.2%** |  |  |
| Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26)<sup>(a)</sup> | 1085 | 1027647 |
| Amcor Flexibles North America Inc., 4.00%, 05/17/25 (Call 04/17/25) | 315 | 305963 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/24 (Call 07/15/24) | 252 | 241126 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 01/15/25) | 240 | 232776 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/26 (Call 01/15/26) | 20 | 19708 |
|  |  | 1827220 |
| **Pharmaceuticals — 2.4%** |  |  |
| AbbVie Inc., 3.60%, 05/14/25 (Call 02/14/25) | 200 | 194800 |
| AmerisourceBergen Corp., 3.25%, 03/01/25 (Call 12/01/24)<sup>(a)</sup> | 151 | 145763 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 05/28/24 (Call 01/03/23) | 505 | 475230 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 05/28/26 (Call 04/28/26)<sup>(a)</sup> | 2355 | 2106383 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 04/08/26 (Call 03/08/26) | 3542 | 3139239 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 85 | 80736 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 5030 | 4873718 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 171 | 167031 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 5 | 4781 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24) | 115 | 112253 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 23 | 22376 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/15/24 (Call 02/15/24)<sup>(a)</sup> | 15 | 14763 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | 1132 | 1097315 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 726 | 703160 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25) | $665 | $643421 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 03/15/26 (Call 02/15/26) | 297 | 266320 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 1325 | 1224949 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 270 | 261225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 12/01/26)<sup>(a)</sup> | 200 | 189168 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/24 (Call 03/17/24) | 483 | 472925 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 306 | 300217 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 08/21/27 (Call 06/21/27) | 15 | 12874 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/24 (Call 07/15/24) | 300 | 290016 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 60 | 57541 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25)<sup>(a)</sup> | 354 | 348003 |
| &nbsp;&nbsp;&nbsp;4.10%, 03/25/25 (Call 01/25/25) | 726 | 718798 |
| Eli Lilly & Co., 2.75%, 06/01/25 (Call 03/01/25) | 262 | 251316 |
| GlaxoSmithKline Capital Inc., 3.63%, 05/15/25 | 365 | 358335 |
| GlaxoSmithKline Capital PLC, 3.00%, 06/01/24 (Call 05/01/24) | 440 | 429783 |
| Johnson & Johnson, 0.55%, 09/01/25 (Call 08/01/25)<sup>(a)</sup> | 67 | 60910 |
| Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25) | 655 | 645044 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 5 | 4480 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/10/25 (Call 11/10/24) | 235 | 226540 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/07/24 (Call 02/07/24) | 54 | 52917 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/25 (Call 01/14/25) | 78 | 73946 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/27 (Call 12/14/26) | 5 | 4581 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/17/27 (Call 02/17/27) | 10 | 9575 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/24 | 72 | 70882 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 25 | 23566 |
| Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26) | 150 | 140641 |
| Viatris Inc., 2.30%, 06/22/27 (Call 04/22/27) | 915 | 787568 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/12/27) | 1950 | 1803867 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25) | 145 | 144181 |
|  |  | 23011137 |
| **Pipelines — 2.5%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 12/15/24 (Call 09/15/24) | 207 | 205224 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 65 | 66299 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27)<sup>(a)</sup> | 2280 | 2283602 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24)<sup>(a)</sup> | 1164 | 1169971 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/30/24 (Call 01/01/24) | 785 | 796280 |
| Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25) | 331 | 327081 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.60%, 10/04/26 (Call 09/04/26)<sup>(a)</sup> | 240 | 211157 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 499 | 473875 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/14/25 | 70 | 66340 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24) | 379 | 369464 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27) | 5 | 4719 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 150 | 145592 |
| Energy Transfer LP, 4.40%, 03/15/27 (Call 12/15/26)<sup>(a)</sup> | 115 | 110093 |
| Enterprise Products Operating LLC, Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)<sup>(b)</sup> | 400 | 325704 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 02/01/24 (Call 11/01/23) | 91 | 89813 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/24 (Call 06/01/24) | 200 | 197082 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 02/01/24) | 296 | 292188 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 11/15/26 (Call 10/15/26)<sup>(a)</sup> | $80 | $70842 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | 198 | 195080 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/25 (Call 11/15/24) | 281 | 273025 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/27 (Call 12/01/26) | 50 | 47734 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/01/24 (Call 09/01/24) | 529 | 525138 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/25 (Call 03/01/25) | 498 | 491715 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/15/25 (Call 08/15/25) | 750 | 689108 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24) | 1290 | 1239032 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 1150 | 1083036 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 01/15/26 (Call 12/15/25)<sup>(a)</sup> | 5093 | 5172145 |
| ONEOK Partners LP, 4.90%, 03/15/25 (Call 12/15/24) | 1186 | 1171460 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 65 | 64195 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 1282 | 1286526 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/15/24 (Call 02/15/24) | 830 | 831569 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 280 | 262382 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24)<sup>(a)</sup> | 538 | 518993 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/24 (Call 12/15/23) | 542 | 539035 |
| TC PipeLines LP, 4.38%, 03/13/25 (Call 12/13/24) | 561 | 551356 |
| Tennessee Gas Pipeline Co. LLC, 7.00%, 03/15/27<sup>(a)</sup> | 800 | 856912 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 35 | 33122 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/25 (Call 10/15/24) | 457 | 446594 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 06/15/25) | 225 | 219353 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/04/24 (Call 12/04/23) | 67 | 66301 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 248 | 245490 |
|  |  | 24014627 |
| **Real Estate — 0.4%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)<sup>(a)</sup> | 385 | 377720 |
| CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25) | 2955 | 2957955 |
|  |  | 3335675 |
| **Real Estate Investment Trusts — 3.9%** |  |  |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 04/30/25 (Call 02/28/25) | 289 | 279405 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/15/27 (Call 10/15/26) | 5 | 4805 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 01/15/24 | 7 | 6662 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/15/25 (Call 08/15/25)<sup>(a)</sup> | 168 | 151440 |
| &nbsp;&nbsp;&nbsp;1.45%, 09/15/26 (Call 08/15/26) | 1330 | 1157166 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/15/26 (Call 03/15/26) | 310 | 275339 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25) | 844 | 793301 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26) | 1225 | 1110364 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 245 | 233992 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/15/27 (Call 10/15/26)<sup>(a)</sup> | 885 | 814111 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 589 | 573839 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 625 | 583162 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27) | 95 | 88363 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 02/15/27) | 320 | 299840 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 240 | 232997 |
| &nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25) | 345 | 337072 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/24 | 1728 | 1725996 |
| AvalonBay Communities Inc., 3.35%, 05/15/27 (Call 02/15/27) | 5 | 4664 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 85 | 77162 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | $651 | $624556 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 100 | 95138 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/01/24 (Call 11/01/23) | 667 | 654227 |
| Brandywine Operating Partnership LP, 4.10%, 10/01/24 (Call 07/01/24)<sup>(a)</sup> | 178 | 172119 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 04/15/24) | 396 | 383966 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 545 | 524791 |
| &nbsp;&nbsp;&nbsp;3.90%, 03/15/27 (Call 12/15/26) | 95 | 88167 |
| Corporate Office Properties LP, 2.25%, 03/15/26 (Call 02/15/26)<sup>(a)</sup> | 315 | 278955 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 07/15/26 (Call 06/15/26) | 65 | 56361 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/01/24 (Call 07/01/24) | 420 | 407539 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 75 | 70119 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 185 | 176170 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/27 (Call 12/01/26) | 60 | 57344 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 45 | 43988 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 07/15/25 (Call 06/15/25) | 305 | 277449 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/27 (Call 02/15/27) | 1730 | 1582085 |
| Digital Realty Trust LP, 3.70%, 08/15/27 (Call 05/15/27) | 1120 | 1046517 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/27 (Call 03/01/27) | 600 | 523338 |
| &nbsp;&nbsp;&nbsp;4.75%, 12/15/26 (Call 09/15/26) | 500 | 450380 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 1538 | 1373065 |
| &nbsp;&nbsp;&nbsp;1.25%, 07/15/25 (Call 06/15/25) | 993 | 897712 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/26 (Call 04/15/26) | 919 | 808784 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/15/27 (Call 05/15/27) | 190 | 163552 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 1722 | 1640257 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 220 | 201304 |
| ERP Operating LP, 3.38%, 06/01/25 (Call 03/01/25) | 46 | 44293 |
| Federal Realty Investment Trust, 3.95%, 01/15/24 (Call 10/15/23) | 97 | 95682 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/25 (Call 03/01/25) | 52 | 51093 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/26 (Call 01/15/26) | 5 | 4859 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 02/01/27 (Call 01/01/27)<sup>(a)</sup> | 885 | 764074 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26) | 190 | 179755 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 02/01/25 (Call 11/01/24)<sup>(a)</sup> | 109 | 105225 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25)<sup>(a)</sup> | 393 | 383136 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/01/24 (Call 02/01/24) | 479 | 466532 |
| &nbsp;&nbsp;&nbsp;Series E, 4.00%, 06/15/25 (Call 03/15/25) | 520 | 497640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series F, 4.50%, 02/01/26 (Call 11/01/25)<sup>(a)</sup> | 1387 | 1337692 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 12/15/24 (Call 09/15/24) | 584 | 557235 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 10/01/25 (Call 07/01/25)<sup>(a)</sup> | 168 | 162043 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/01/24 (Call 01/01/24) | 105 | 101668 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/25 (Call 12/01/24) | 468 | 450366 |
| Office Properties Income Trust, 4.50%, 02/01/25 (Call 11/01/24) | 390 | 348796 |
| Omega Healthcare Investors Inc., 4.50%, 04/01/27 (Call 01/01/27) | 500 | 466675 |
| Piedmont Operating Partnership LP, 4.45%, 03/15/24 (Call 12/15/23)<sup>(a)</sup> | 68 | 66909 |
| Prologis LP, 2.13%, 04/15/27 (Call 02/15/27) | 5 | 4510 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 07/15/24 (Call 04/15/24) | $182 | $178449 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 04/15/25 (Call 02/15/25)<sup>(a)</sup> | 538 | 526417 |
| Sabra Health Care LP, 5.13%, 08/15/26 (Call 05/15/26) | 150 | 141924 |
| Simon Property Group LP, 3.50%, 09/01/25 (Call 06/01/25) | 385 | 370609 |
| SITE Centers Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 02/01/25 (Call 11/01/24) | 549 | 518882 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/26 (Call 11/01/25) | 245 | 232275 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 01/15/25 (Call 12/15/24) | 905 | 855325 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/15/26 (Call 07/15/26) | 315 | 291366 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/24 (Call 03/15/24) | 459 | 446341 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 593 | 568942 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/01/24 (Call 02/01/24) | 509 | 495949 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/01/27 (Call 01/01/27) | 1075 | 1016251 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 180 | 174141 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | 2325 | 2118052 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 1105 | 1082977 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 683 | 666676 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26)<sup>(a)</sup> | 170 | 165752 |
| &nbsp;&nbsp;&nbsp;4.50%, 01/15/24 (Call 10/15/23) | 205 | 203198 |
| WP Carey Inc., 4.00%, 02/01/25 (Call 11/01/24) | 135 | 131431 |
|  |  | 37620703 |
| **Retail — 3.3%** |  |  |
| AutoNation Inc., 3.50%, 11/15/24 (Call 09/15/24) | 351 | 335988 |
| AutoZone Inc., 3.63%, 04/15/25 (Call 03/15/25) | 1156 | 1122719 |
| Costco Wholesale Corp., 1.38%, 06/20/27 (Call 04/20/27) | 10 | 8863 |
| Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25) | 304 | 297792 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 125 | 115235 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27) | 2555 | 2372445 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/25 (Call 03/15/25) | 32 | 30786 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 715 | 669555 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/15/27 (Call 03/15/27)<sup>(a)</sup> | 1115 | 1047632 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 600 | 574896 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 716 | 696217 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 1204 | 1193007 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 550 | 515806 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27)<sup>(a)</sup> | 765 | 718679 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/15/24 (Call 06/15/24)<sup>(a)</sup> | 543 | 527774 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/01/27 (Call 03/01/27) | 2435 | 2313810 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 460 | 443629 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 1136 | 1119119 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/08/25 | 25 | 24822 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 07/01/25 (Call 06/01/25)<sup>(a)</sup> | 37 | 35998 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/26/25 (Call 02/26/25) | 22 | 21447 |
| Ross Stores Inc., 4.60%, 04/15/25 (Call 03/15/25) | 791 | 788303 |
| Starbucks Corp., 3.80%, 08/15/25 (Call 06/15/25) | 8 | 7894 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 01/15/27 (Call 12/15/26) | 1500 | 1372395 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 6391 | 6084424 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 | 7132 | 6722837 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 1655 | 1627957 |
| Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26) | 655 | 627628 |
|  |  | 31417657 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Semiconductors — 1.9%** |  |  |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | $70 | $67302 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 2023 | 1995993 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 1475 | 1391854 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24) | 789 | 770387 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27) | 230 | 218357 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 660 | 644378 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25)<sup>(a)</sup> | 532 | 522227 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27)<sup>(a)</sup> | 832 | 810435 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/05/27 (Call 07/05/27) | 665 | 642922 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 57 | 55814 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 325 | 319930 |
| Micron Technology Inc., 4.19%, 02/15/27 (Call 12/15/26) | 10 | 9566 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.58%, 06/14/24 (Call 06/14/23) | 315 | 295429 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 1455 | 1399099 |
| NXP BV/NXP Funding LLC, 5.35%, 03/01/26 (Call 01/01/26) | 962 | 959162 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/01/25 (Call 04/01/25) | 236 | 221210 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/27 (Call 03/01/27) | 150 | 136219 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/18/26 (Call 04/18/26) | 25 | 23793 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/27 (Call 05/01/27) | 440 | 422985 |
| QUALCOMM Inc., 3.25%, 05/20/27 (Call 02/20/27) | 95 | 90816 |
| Skyworks Solutions Inc., 1.80%, 06/01/26 (Call 05/01/26) | 12 | 10522 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/15/26 (Call 08/15/26) | 350 | 311076 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 2727 | 2551572 |
| &nbsp;&nbsp;&nbsp;2.63%, 05/15/24 (Call 03/15/24) | 1852 | 1801737 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 135 | 135274 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/18/24 | 500 | 500605 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 10/25/26 (Call 09/25/26) | 260 | 231104 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/22/27 (Call 03/22/27) | 1460 | 1407966 |
|  |  | 17947734 |
| **Shipbuilding — 0.0%** |  |  |
| Huntington Ingalls Industries Inc., 3.84%, 05/01/25 (Call 04/01/25) | 415 | 400272 |
| **Software — 4.8%** |  |  |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 564 | 535586 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 10365 | 9530721 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24) | 1022 | 999250 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/27 (Call 03/15/27) | 45 | 42332 |
| &nbsp;&nbsp;&nbsp;4.38%, 06/15/25 (Call 03/15/25) | 429 | 424804 |
| Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24) | 985 | 973013 |
| Electronic Arts Inc., 4.80%, 03/01/26 (Call 12/01/25) | 90 | 90378 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (Call 02/01/26)<sup>(a)</sup> | 250 | 220887 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/15/27 (Call 06/15/27)<sup>(a)</sup> | 895 | 879346 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 5 | 4711 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 132 | 128241 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/15/25 (Call 06/15/25)<sup>(a)</sup> | 4616 | 4222809 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 07/15/27 (Call 05/15/27)<sup>(a)</sup> | 205 | 178243 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | $3965 | $3729598 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24) | 2196 | 2128209 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/06/24 (Call 12/06/23) | 2461 | 2417022 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 3270 | 3182658 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 7675 | 7425562 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (Call 02/25/26) | 170 | 152597 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/25 (Call 03/01/25) | 825 | 780681 |
| &nbsp;&nbsp;&nbsp;2.65%, 07/15/26 (Call 04/15/26) | 122 | 112488 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/01/27 (Call 02/01/27) | 1235 | 1128876 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 05/15/25 (Call 02/15/25)<sup>(a)</sup> | 217 | 206847 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 11/10/25<sup>(a)</sup> | 60 | 61462 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 341 | 306961 |
| &nbsp;&nbsp;&nbsp;2.35%, 09/15/24 (Call 08/15/24) | 540 | 517239 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 85 | 81960 |
| Take-Two Interactive Software Inc., 3.70%, 04/14/27 (Call 03/14/27) | 725 | 688605 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 08/15/24 (Call 01/03/23) | 230 | 213859 |
| &nbsp;&nbsp;&nbsp;1.40%, 08/15/26 (Call 07/15/26) | 3517 | 3094714 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25) | 1176 | 1164699 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 20 | 19507 |
| Workday Inc., 3.50%, 04/01/27 (Call 03/01/27) | 745 | 704472 |
|  |  | 46348337 |
| **Telecommunications — 1.4%** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (Call 04/01/27) | 50 | 45084 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/27 (Call 11/15/26) | 50 | 48285 |
| British Telecommunications PLC, 4.50%, 12/04/23 (Call 11/04/23) | 1204 | 1194982 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 10 | 9479 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 150 | 144183 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25<sup>(a)</sup> | 2179 | 2133524 |
| Motorola Solutions Inc., 4.00%, 09/01/24 | 120 | 117818 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26)<sup>(a)</sup> | 600 | 551250 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/27 (Call 02/15/27)<sup>(a)(d)</sup> | 1050 | 980049 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 1440 | 1370822 |
| Telefonica Emisiones SA, 4.10%, 03/08/27 | 5 | 4764 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 60 | 55832 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27) | 60 | 57249 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 03/15/25) | 726 | 703218 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 70 | 66327 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26) | 28 | 25340 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/26 | 710 | 661138 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (Call 01/22/27) | 2705 | 2537317 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 | 261 | 254937 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/01/24 (Call 08/01/24)<sup>(a)</sup> | 124 | 121498 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.13%, 03/16/27<sup>(a)</sup> | 230 | 225697 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/16/24 | 213 | 210746 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 1988 | 1963746 |
|  |  | 13483285 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Toys, Games & Hobbies — 0.5%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | $1926 | $1851368 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 500 | 465525 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 2225 | 2096595 |
|  |  | 4413488 |
| **Transportation — 1.7%** |  |  |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25)<sup>(a)</sup> | 52 | 49152 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/24 (Call 08/21/24) | 274 | 264202 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 12/02/26 (Call 11/02/26) | 5 | 4474 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/01/25 (Call 11/01/24) | 100 | 95807 |
| CSX Corp., 3.40%, 08/01/24 (Call 05/01/24) | 107 | 104613 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/26 (Call 03/15/26) | 70 | 65894 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/01/25 (Call 06/01/25) | 95 | 92284 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/15/24 (Call 10/15/23) | 96 | 94883 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 09/01/26 (Call 08/01/26) | 3665 | 3246200 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 3118 | 2970394 |
| &nbsp;&nbsp;&nbsp;2.85%, 03/01/27 (Call 02/01/27) | 580 | 527423 |
| &nbsp;&nbsp;&nbsp;2.90%, 12/01/26 (Call 10/01/26) | 825 | 755815 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/01/25 (Call 08/01/25) | 1681 | 1599505 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24) | 2569 | 2514845 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/01/23 (Call 11/01/23) | 1264 | 1246380 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/15/27 (Call 05/15/27) | 525 | 501244 |
| &nbsp;&nbsp;&nbsp;4.63%, 06/01/25 (Call 05/01/25) | 792 | 778639 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 02/05/27 (Call 12/05/26) | 10 | 9146 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/15/27 (Call 01/15/27) | 10 | 9392 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 01/15/25 (Call 10/15/24)<sup>(a)</sup> | 37 | 36075 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25) | 147 | 142033 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/25 (Call 05/15/25)<sup>(a)</sup> | 60 | 58939 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 09/01/24 (Call 08/01/24) | 287 | 275569 |
| &nbsp;&nbsp;&nbsp;2.40%, 11/15/26 (Call 08/15/26) | 100 | 93409 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/15/24 (Call 09/15/24) | 85 | 82264 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/01/25 (Call 03/01/25)<sup>(a)</sup> | 206 | 203351 |
|  |  | 15821932 |
| **Trucking & Leasing — 0.1%** |  |  |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 03/30/25 (Call 12/30/24)<sup>(a)</sup> | 188 | 178839 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/15/26 (Call 06/15/26) | 45 | 41752 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/30/27 (Call 12/30/26) | 765 | 721984 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br>Shares<br> (000)* | *Value* |
| **Trucking & Leasing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.35%, 02/15/24 (Call 01/15/24) | $135 | $133403 |
|  |  | 1075978 |
| **Venture Capital — 0.1%** |  |  |
| Hercules Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/16/26 (Call 08/16/26)<sup>(a)</sup> | 55 | 46459 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/20/27 (Call 12/20/26) | 1140 | 972374 |
|  |  | 1018833 |
| **Water — 0.1%** |  |  |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/25 (Call 12/01/24)<sup>(a)</sup> | 352 | 342527 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/24 (Call 12/01/23) | 110 | 108336 |
|  |  | 450863 |
| **Total Long-Term Investments — 99.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,017,032,570)** |  | 950380983 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 4.5%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(e)(f)(g)</sup> | 41145 | 41148773 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(e)(f)</sup> | 1840 | 1840000 |
| **Total Short-Term Securities — 4.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $42,973,861)** |  | 42988773 |
| **Total Investments — 103.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,060,006,431)** |  | 993369756 |
| **Liabilities in Excess of Other Assets — (3.5)%** |  | (33846016) |
| **Net Assets — 100.0%** |  | $959523740 |

---

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

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

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

<sup>(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 November 30, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at <br> 02/28/22* | *Purchases <br> at Cost* | *Proceeds <br> from Sale* | *Net Realized <br> Gain (Loss)* | *Change in <br> Unrealized <br> Appreciation <br> (Depreciation)* | *Value at <br> 11/30/22* | *Shares <br> Held at <br> 11/30/22 <br> (000)* | *Income* | *Capital Gain <br> Distributions from <br> Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $29636964 | $11511843 <sup>(a)</sup> | $— | $(12097) | $12063 | $41148773 | 41145 | $61004 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 2760000 |  | (920000)<sup>(a)</sup> |  |  | 1840000 | 1840 | 56189 |  |
|  |  |  |  | $(12097) | $12063 | $42988773 |  | $117193 | $— |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> ESG Aware 1-5 Year USD Corporate Bond ETF** |
| November 30, 2022 |  |

---

**Affiliates (continued)**

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $950380983 | $— | $950380983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 42988773 |  |  | 42988773 |
|  | $42988773 | $950380983 | $— | $993369756 |

---

**Portfolio Abbreviation**

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares ESG Aware 1-5 Year USD Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000058036

- **c. LEI of Series:** 549300A3SLEQ53E2BD05

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1038961426.75

**Total Liabilities:** $86562319.72

**Net Assets:** $952399107.03

**Delayed Delivery Securities:** $99957.00

**Cash Not Reported:** $15108.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.37000000 | **1-Year:** 62249.96000000 | **5-Year:** 209311.92000000 | **10-Year:** 1233.31000000 | **30-Year:** 676.22000000

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

- **3-Month:** 0.00000000 | **1-Year:** 73.10000000 | **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 C000189864 | -2.16%               | -0.36%               | 2.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-498293.63              | $-21250980.54                              |
| Month 2  | $-4336603.61             | $-753592.49                                |
| Month 3  | $-1109752.35             | $18865533.81                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128556.45    | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1424709.00   | 0.15%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1621000 | PA      | $1475612.51   | 0.15%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     95000 | PA      | $88166.65     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                        | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    167000 | PA      | $164286.25    | 0.02%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106494.30    | 0.01%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $306312.50    | 0.03%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2390000 | PA      | $2086111.50   | 0.22%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1128876.45   | 0.12%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3006000 | PA      | $2854046.70   | 0.30%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502125.00    | 0.05%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    595000 | PA      | $524962.55    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    227000 | PA      | $221769.92    | 0.02%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $999250.28    | 0.10%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6137.60      | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1587000 | PA      | $1540691.34   | 0.16%             | 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        |   2350000 | PA      | $2101910.50   | 0.22%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    413000 | PA      | $395715.95    | 0.04%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68140.50     | 0.01%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $466677.10    | 0.05%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191211.70    | 0.02%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466675.00    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    760000 | PA      | $730610.80    | 0.08%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93097.00     | 0.01%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209706.20    | 0.02%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   4850000 | PA      | $4614629.50   | 0.48%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2285000 | PA      | $2016192.60   | 0.21%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116107.50    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    445000 | PA      | $420253.55    | 0.04%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256387.50    | 0.03%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1095000 | PA      | $1042757.55   | 0.11%             | 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        |   2220000 | PA      | $2068906.80   | 0.22%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33151.80     | 0.00%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $856912.00    | 0.09%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4669.65      | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    835000 | PA      | $832578.50    | 0.09%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37783.55     | 0.00%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176710.00    | 0.02%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    379000 | PA      | $369464.36    | 0.04%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    505000 | PA      | $493829.40    | 0.05%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $46887.50     | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1900320.75   | 0.20%             | 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        |    500000 | PA      | $473005.00    | 0.05%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19068.40     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1936435.15   | 0.20%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     65000 | PA      | $56360.85     | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358335.10    | 0.04%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    262000 | PA      | $251315.64    | 0.03%             | 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        |     30000 | PA      | $27738.90     | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56562.00     | 0.01%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    156000 | PA      | $147251.52    | 0.02%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1978967.25   | 0.21%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    378000 | PA      | $354779.46    | 0.04%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    714000 | PA      | $663091.80    | 0.07%             | 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        |    325000 | PA      | $306741.50    | 0.03%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    277000 | PA      | $271684.37    | 0.03%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $375265.80    | 0.04%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    265000 | PA      | $225554.75    | 0.02%             | 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        |    259000 | PA      | $251722.10    | 0.03%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125660.60    | 0.01%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    352000 | PA      | $342527.68    | 0.04%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83606.85     | 0.01%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130257.85    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160624.20    | 0.02%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181762.56    | 0.02%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9600.70      | 0.00%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216546.00    | 0.02%             | 2025-11-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131661.60    | 0.01%             | 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        |   2270000 | PA      | $2413781.80   | 0.25%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46773.46     | 0.00%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192805.13    | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166524.93    | 0.02%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1089233.04   | 0.11%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652036.00    | 0.07%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $218357.30    | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                               | BGC Partners Inc                                                                | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78295.24     | 0.01%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2160946.50   | 0.23%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1105000 | PA      | $1082977.35   | 0.11%             | 2024-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66298.70     | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    408000 | PA      | $402447.12    | 0.04%             | 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        |    655000 | PA      | $645044.00    | 0.07%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    342000 | PA      | $336302.28    | 0.04%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    585000 | PA      | $560523.60    | 0.06%             | 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        |    645000 | PA      | $591419.85    | 0.06%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $226704.50    | 0.02%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262178.80    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1183926.60   | 0.12%             | 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        |   8277000 | PA      | $8078434.77   | 0.85%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    537000 | PA      | $537134.25    | 0.06%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                               | Carlisle Cos Inc                                                                | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    203000 | PA      | $196753.69    | 0.02%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3542000 | PA      | $3139239.18   | 0.33%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    655000 | PA      | $627627.55    | 0.07%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219352.50    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179751.10    | 0.02%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AH3<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321736.80    | 0.03%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88882.00     | 0.01%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178243.40    | 0.02%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $70495.50     | 0.01%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84644.04     | 0.01%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    654000 | PA      | $620201.28    | 0.07%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2537317.05   | 0.27%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                               | Radian Group Inc                                                                | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    760000 | PA      | $753403.20    | 0.08%             | 2025-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1391173.75   | 0.15%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35216.23     | 0.00%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $752216.00    | 0.08%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $757015.80    | 0.08%             | 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        |    255000 | PA      | $237968.55    | 0.02%             | 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        |    165000 | PA      | $152931.90    | 0.02%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $111174.00    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1525000 | PA      | $1392477.50   | 0.15%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $51211.05     | 0.01%             | 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        |    134000 | PA      | $129699.94    | 0.01%             | 2025-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2378009.60   | 0.25%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    117000 | PA      | $108584.19    | 0.01%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194800.00    | 0.02%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    948000 | PA      | $906325.92    | 0.10%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                                           | CUSIP: 69371RQ25<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76441.60     | 0.01%             | 2024-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    336000 | PA      | $326286.24    | 0.03%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268658.50    | 0.03%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                  | Amphenol Corp                                                                   | CUSIP: 032095AG6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90936.33     | 0.01%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    264000 | PA      | $256470.72    | 0.03%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1851367.50   | 0.19%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                       | FMC Corp                                                                        | CUSIP: 302491AS4<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54235.50     | 0.01%             | 2024-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134500.32    | 0.01%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                          | PACCAR Financial Corp                                                           | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23600.25     | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66327.10     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                                            | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1853775.84   | 0.19%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     52000 | PA      | $49151.96     | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50789.00     | 0.01%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168381.50    | 0.02%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $291849.40    | 0.03%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192347.40    | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    455000 | PA      | $421461.95    | 0.04%             | 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        |   4000000 | PA      | $3447240.00   | 0.36%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    107000 | PA      | $104612.83    | 0.01%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $346954.30    | 0.04%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83898.16     | 0.01%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4831.50      | 0.00%             | 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        |    193000 | PA      | $189886.91    | 0.02%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24686.50     | 0.00%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    338000 | PA      | $333159.84    | 0.03%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1090183.70   | 0.11%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1281000 | PA      | $1266037.92   | 0.13%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                                              | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    553000 | PA      | $536111.38    | 0.06%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    420000 | PA      | $369264.00    | 0.04%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    421000 | PA      | $405279.86    | 0.04%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    327000 | PA      | $304813.05    | 0.03%             | 2025-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    440000 | PA      | $422985.20    | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50308.50     | 0.01%             | 2025-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1995992.95   | 0.21%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9625.10      | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43155.90     | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    857000 | PA      | $838000.31    | 0.09%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                               | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     68000 | PA      | $66909.28     | 0.01%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Legg Mason Inc                                 | Legg Mason Inc                                                                  | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486297.60    | 0.05%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1249899.00   | 0.13%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $4966.35      | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4431.65      | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337071.90    | 0.04%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115229.40    | 0.01%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267357.75    | 0.03%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2386000 | PA      | $2344889.22   | 0.25%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                 | Whirlpool Corp                                                                  | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1948.58      | 0.00%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126366.75    | 0.01%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2495000 | PA      | $2210021.10   | 0.23%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1886338.80   | 0.20%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    428000 | PA      | $420368.76    | 0.04%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    670000 | PA      | $622945.90    | 0.07%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    535000 | PA      | $501739.05    | 0.05%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    563000 | PA      | $545670.86    | 0.06%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Eaton Vance Corp                               | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309731.40    | 0.03%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $513600.00    | 0.05%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460940.00    | 0.05%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $3813604.20   | 0.40%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                           | Hercules Capital Inc                                                            | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46458.50     | 0.00%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57370.80     | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | 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        |    100000 | PA      | $103751.00    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1762000 | PA      | $1668437.80   | 0.18%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108038.56    | 0.01%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37108.40     | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    558000 | PA      | $532348.74    | 0.06%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                           | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    150000 | PA      | $141924.00    | 0.01%             | 2026-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48675.00     | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410716.00    | 0.04%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    993000 | PA      | $909131.22    | 0.10%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2182102.16   | 0.23%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $247997.70    | 0.03%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $742137.55    | 0.08%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   5030000 | PA      | $4873717.90   | 0.51%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                  | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1732932.00   | 0.18%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1430000 | PA      | $1249319.50   | 0.13%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     46000 | PA      | $44292.94     | 0.00%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60285.70     | 0.01%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                             | First Horizon Corp                                                              | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    357000 | PA      | $344829.87    | 0.04%             | 2025-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132090.00    | 0.01%             | 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        |    200000 | PA      | $176582.00    | 0.02%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3345000 | PA      | $2867300.55   | 0.30%             | 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        |   1220000 | PA      | $1165173.20   | 0.12%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59117.54     | 0.01%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $210746.46    | 0.02%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $255766.50    | 0.03%             | 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        |    260000 | PA      | $257231.00    | 0.03%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    650000 | PA      | $628420.00    | 0.07%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    923000 | PA      | $902823.22    | 0.09%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     35000 | PA      | $31772.65     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                   | HSBC USA Inc                                                                    | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219685.50    | 0.02%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9219.10      | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    196000 | PA      | $189128.24    | 0.02%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1083035.50   | 0.11%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1310000 | PA      | $1246098.20   | 0.13%             | 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      | $353664.00    | 0.04%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                           | Western Union Co/The                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2081000 | PA      | $1982256.55   | 0.21%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    234000 | PA      | $222447.42    | 0.02%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218417.50    | 0.02%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $47678.40     | 0.01%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523338.00    | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    943000 | PA      | $852509.72    | 0.09%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $519156.00    | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    536000 | PA      | $518676.48    | 0.05%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80734.70     | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1680000 | PA      | $1531807.20   | 0.16%             | 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        |    102000 | PA      | $98389.20     | 0.01%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    912000 | PA      | $889072.32    | 0.09%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $164864.90    | 0.02%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $167165.80    | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1092468.72   | 0.11%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100230.38    | 0.01%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118893.90    | 0.01%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    321000 | PA      | $309787.47    | 0.03%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100423.05    | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    296000 | PA      | $292187.52    | 0.03%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174141.00    | 0.02%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59389.20     | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    388000 | PA      | $381050.92    | 0.04%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47459.00     | 0.00%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    885000 | PA      | $764073.60    | 0.08%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AU2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14496.15     | 0.00%             | 2025-08-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111534.39    | 0.01%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $231622.50    | 0.02%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    805000 | PA      | $721312.20    | 0.08%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                         | Cadence Design Systems Inc                                                      | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    985000 | PA      | $973012.55    | 0.10%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    458000 | PA      | $444548.54    | 0.05%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    205000 | PA      | $203198.05    | 0.02%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                                                   | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33698.35     | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| National Fuel Gas Co                           | National Fuel Gas Co                                                            | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264385.20    | 0.03%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    615000 | PA      | $600461.40    | 0.06%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    972000 | PA      | $883003.68    | 0.09%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3526501.72   | 0.37%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160822.40    | 0.02%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1119714.82   | 0.12%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66300.52     | 0.01%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                   | WP Carey Inc                                                                    | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    135000 | PA      | $131430.60    | 0.01%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    725000 | PA      | $688605.00    | 0.07%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    830000 | PA      | $831568.70    | 0.09%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1890887.04   | 0.20%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141876.00    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8582.90      | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18969.00     | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                      | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28617.60     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66247.50     | 0.01%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2671005.60   | 0.28%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $137139.80    | 0.01%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2375217.00   | 0.25%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71182.40     | 0.01%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                              | Brown-Forman Corp                                                               | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53787.80     | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2148000 | PA      | $2095739.16   | 0.22%             | 2024-04-02      | Fixed         | 3.10%                 | 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        |    195000 | PA      | $183539.85    | 0.02%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                       | Aon Corp                                                                        | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518290.00    | 0.05%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4950.40      | 0.00%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    320000 | PA      | $301728.00    | 0.03%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133402.95    | 0.01%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127875.00    | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    615000 | PA      | $629083.50    | 0.07%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    580000 | PA      | $527423.00    | 0.06%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186660.60    | 0.02%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1204000 | PA      | $1194982.04   | 0.13%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211274.96    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $257850.30    | 0.03%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    862000 | PA      | $810848.92    | 0.09%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2604616.56   | 0.27%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $316544.40    | 0.03%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   2707000 | PA      | $2646606.83   | 0.28%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1018251.84   | 0.11%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   4616000 | PA      | $4222809.12   | 0.44%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| L3Harris Tech Inc                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    773000 | PA      | $756148.60    | 0.08%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AL9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    183000 | PA      | $176364.42    | 0.02%             | 2025-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   2935000 | PA      | $2878618.65   | 0.30%             | 2024-07-02      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                                                   | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49345.05     | 0.01%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CBRE Services Inc                              | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2857855.00   | 0.30%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    560000 | PA      | $479656.80    | 0.05%             | 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        |    260000 | PA      | $234028.60    | 0.02%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169327.80    | 0.02%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2207092.06   | 0.23%             | 2024-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    481000 | PA      | $450855.73    | 0.05%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100271.00    | 0.01%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    645000 | PA      | $629732.85    | 0.07%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23474.75     | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1043133.39   | 0.11%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    520000 | PA      | $497640.00    | 0.05%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $980049.00    | 0.10%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    905000 | PA      | $863252.35    | 0.09%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    237000 | PA      | $233139.27    | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    543000 | PA      | $527774.28    | 0.06%             | 2024-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   4075000 | PA      | $3961755.75   | 0.42%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104885.75    | 0.01%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1264537.63   | 0.13%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506060.00    | 0.05%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                              | ONEOK Partners LP                                                               | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1122072.64   | 0.12%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153599.25    | 0.02%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93255.80     | 0.01%             | 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        |   2585000 | PA      | $2517609.05   | 0.26%             | 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        |    275000 | PA      | $265773.75    | 0.03%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3969.56      | 0.00%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    807000 | PA      | $781127.58    | 0.08%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $2909002.25   | 0.31%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149220.80    | 0.02%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4858.65      | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BN3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $243230.00    | 0.03%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97061.00     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    735000 | PA      | $755646.15    | 0.08%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1370822.40   | 0.14%             | 2025-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128029.50    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1495000 | PA      | $1404044.20   | 0.15%             | 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        |    190000 | PA      | $193072.30    | 0.02%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277313.55    | 0.03%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2143316.70   | 0.23%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAE8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89528.53     | 0.01%             | 2024-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49144.00     | 0.01%             | 2026-08-09      | Fixed         | 5.30%                 | 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        |   1950000 | PA      | $1811160.00   | 0.19%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AG4<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62671.05     | 0.01%             | 2025-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  10189000 | PA      | $9565738.87   | 1.00%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1055263.95   | 0.11%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                               | Radian Group Inc                                                                | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23802.00     | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    595000 | PA      | $546656.25    | 0.06%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2757858.40   | 0.29%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1420000 | PA      | $1338690.80   | 0.14%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1766176.74   | 0.19%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47102XAJ4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1865600.10   | 0.20%             | 2025-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1236684.00   | 0.13%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    315000 | PA      | $278954.55    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    357000 | PA      | $333620.07    | 0.04%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309149.75    | 0.03%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $536509.50    | 0.06%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35599.20     | 0.00%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $66340.40     | 0.01%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153209.10    | 0.02%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12707.63     | 0.00%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42599.67     | 0.00%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471086.00    | 0.05%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      5000 | PA      | $4804.65      | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                           | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    665000 | PA      | $626197.25    | 0.07%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CP5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72067.50     | 0.01%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3784518.75   | 0.40%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                    | Citibank NA                                                                     | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    276000 | PA      | $272439.60    | 0.03%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    309000 | PA      | $282768.99    | 0.03%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    337000 | PA      | $325639.73    | 0.03%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                      | Avnet Inc                                                                       | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174153.60    | 0.02%             | 2026-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $268396.95    | 0.03%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAR2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2249135.76   | 0.24%             | 2025-08-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    940000 | PA      | $887660.80    | 0.09%             | 2025-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    284000 | PA      | $274571.20    | 0.03%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $128393.20    | 0.01%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94883.52     | 0.01%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $369847.80    | 0.04%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MAN INC                       | Brookfield Asset Management Inc                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $372814.20    | 0.04%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104787.10    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    208000 | PA      | $201728.80    | 0.02%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142032.87    | 0.01%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                | TC PipeLines LP                                                                 | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    561000 | PA      | $551356.41    | 0.06%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3020000 | PA      | $2875553.40   | 0.30%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VALLEY NATIONAL BANCORP                        | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240451.20    | 0.03%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53927.50     | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $281601.60    | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    825000 | PA      | $809366.25    | 0.08%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4696.15      | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $240432.90    | 0.03%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     72000 | PA      | $69144.48     | 0.01%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $96470.00     | 0.01%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                        | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17998.80     | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BD7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49290.50     | 0.01%             | 2023-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc                                                                    | CUSIP: 189754AA2<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58726.80     | 0.01%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101694.00    | 0.01%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7090000 | PA      | $6989463.80   | 0.73%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBA6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43522.65     | 0.00%             | 2025-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146095.99    | 0.02%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    915000 | PA      | $860859.45    | 0.09%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    587000 | PA      | $561125.04    | 0.06%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    280000 | PA      | $263998.00    | 0.03%             | 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        |    268000 | PA      | $263272.48    | 0.03%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     97000 | PA      | $95681.77     | 0.01%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    184000 | PA      | $176559.04    | 0.02%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    488000 | PA      | $480353.04    | 0.05%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1224423.10   | 0.13%             | 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        |     80000 | PA      | $77451.20     | 0.01%             | 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        |    458000 | PA      | $450992.60    | 0.05%             | 2024-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223964.80    | 0.02%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    278000 | PA      | $267105.18    | 0.03%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2465000 | PA      | $2192321.70   | 0.23%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $455256.00    | 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        |   2540000 | PA      | $2358517.00   | 0.25%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272847.00    | 0.03%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1339087.90   | 0.14%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2360911.20   | 0.25%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19793.20     | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122701.60    | 0.01%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53403.00     | 0.01%             | 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        |  42364106 | NS      | $42368342.54  | 4.45%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296358.00    | 0.03%             | 2024-12-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    275000 | PA      | $242192.50    | 0.03%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOM HOLD                        | Morgan Stanley Domestic Holdings Inc                                            | CUSIP: 269246BQ6<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2977821.00   | 0.31%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95138.00     | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100162.00    | 0.01%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $422531.55    | 0.04%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $662204.40    | 0.07%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99463.35     | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    155000 | PA      | $137976.35    | 0.01%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    102000 | PA      | $93516.66     | 0.01%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101291.23    | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503100.00    | 0.05%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501875.00    | 0.05%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                         | Franklin Resources Inc                                                          | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    565000 | PA      | $540767.15    | 0.06%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    125000 | PA      | $117556.25    | 0.01%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271RAA7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |   1106000 | PA      | $1088436.72   | 0.11%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19507.40     | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    673000 | PA      | $648603.75    | 0.07%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    720000 | PA      | $686044.80    | 0.07%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59257.20     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    359000 | PA      | $321696.31    | 0.03%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2546000 | PA      | $2469976.44   | 0.26%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110092.95    | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17511.84     | 0.00%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1122718.76   | 0.12%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    399000 | PA      | $389443.95    | 0.04%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285182.40    | 0.03%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $429783.20    | 0.05%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                                          | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117818.40    | 0.01%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $423178.80    | 0.04%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    346000 | PA      | $307811.98    | 0.03%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1722000 | PA      | $1640256.66   | 0.17%             | 2024-11-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $233222.50    | 0.02%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   1780000 | PA      | $1686087.20   | 0.18%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.40     | 0.00%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3658880.70   | 0.38%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53221.85     | 0.01%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    352000 | PA      | $348180.80    | 0.04%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    542000 | PA      | $539035.26    | 0.06%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     81000 | PA      | $79508.79     | 0.01%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                       | Brandywine Operating Partnership LP                                             | CUSIP: 105340AN3<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    178000 | PA      | $172118.88    | 0.02%             | 2024-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153360.40    | 0.02%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82085.40     | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1805614.20   | 0.19%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                            | Block Financial LLC                                                             | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $335840.72    | 0.04%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                             | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165956.00    | 0.02%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46316.00     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    240000 | PA      | $214634.40    | 0.02%             | 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        |    466000 | PA      | $459681.04    | 0.05%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2150000 | PA      | $1988040.50   | 0.21%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1895000 | PA      | $1791191.90   | 0.19%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122822.70    | 0.01%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    495000 | PA      | $471502.35    | 0.05%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    763000 | PA      | $722820.42    | 0.08%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                       | Affiliated Managers Group Inc                                                   | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143593.50    | 0.02%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33121.90     | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91370.05     | 0.01%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38722.40     | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    795000 | PA      | $747125.10    | 0.08%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                         | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   5408000 | PA      | $5275449.92   | 0.55%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    468000 | PA      | $450365.76    | 0.05%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                        | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1723878.65   | 0.18%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                           | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $972374.40    | 0.10%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142000.00    | 0.01%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259630.80    | 0.03%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1349555.20   | 0.14%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    195000 | PA      | $178428.90    | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    962000 | PA      | $959162.10    | 0.10%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                        | CNO Financial Group Inc                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    313000 | PA      | $310420.88    | 0.03%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    381000 | PA      | $372488.46    | 0.04%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221720.00    | 0.02%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2305000 | PA      | $1984973.80   | 0.21%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   4636000 | PA      | $4452275.32   | 0.47%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13448.10     | 0.00%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57043.00     | 0.01%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                       | CUSIP: 902133AR8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     89000 | PA      | $87022.42     | 0.01%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94964.16     | 0.01%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Willis North America Inc                       | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96274.53     | 0.01%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $996932.70    | 0.10%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1627957.30   | 0.17%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    975000 | PA      | $851779.50    | 0.09%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    165000 | PA      | $142032.00    | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $193207.60    | 0.02%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    268000 | PA      | $260932.84    | 0.03%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $619590.40    | 0.07%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122488.75    | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    422000 | PA      | $412732.88    | 0.04%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87426.90     | 0.01%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2013000 | PA      | $1900734.99   | 0.20%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    289000 | PA      | $283098.62    | 0.03%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $201205.45    | 0.02%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $170102.40    | 0.02%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3077000 | PA      | $2973920.50   | 0.31%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9162.70      | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| LENNOX INTERNATIONAL INC                       | Lennox International Inc                                                        | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    625000 | PA      | $566375.00    | 0.06%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    871000 | PA      | $844164.49    | 0.09%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    837000 | PA      | $840557.25    | 0.09%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1371268.80   | 0.14%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    601000 | PA      | $575169.02    | 0.06%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    306000 | PA      | $301082.58    | 0.03%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $472296.20    | 0.05%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: —       |
| OFFICE PPTY INCOME TRST                        | Office Properties Income Trust                                                  | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              |  | US        |    390000 | PA      | $348796.50    | 0.04%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704587.50    | 0.07%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169273.80    | 0.02%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    785000 | PA      | $751268.55    | 0.08%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41139.90     | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                        | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65950.50     | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1690000 | PA      | $1575519.40   | 0.17%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    168000 | PA      | $162042.72    | 0.02%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57344.40     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    479000 | PA      | $468462.00    | 0.05%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    333000 | PA      | $314075.61    | 0.03%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42960.15     | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3715488.50   | 0.39%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9928.60      | 0.00%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    783000 | PA      | $746230.32    | 0.08%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    236000 | PA      | $221209.88    | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    415000 | PA      | $400271.65    | 0.04%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $999498.24    | 0.10%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $854298.40    | 0.09%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    227000 | PA      | $223075.17    | 0.02%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FACTSET RESEARCH SYSTEMS                       | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638645.00    | 0.07%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                 | BorgWarner Inc                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    439000 | PA      | $423446.23    | 0.04%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    429000 | PA      | $424804.38    | 0.04%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $543582.00    | 0.06%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    485000 | PA      | $478117.85    | 0.05%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    495000 | PA      | $486342.45    | 0.05%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67301.50     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $2062788.84   | 0.22%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                    | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    606000 | PA      | $565888.86    | 0.06%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $360195.00    | 0.04%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1895940.75   | 0.20%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    190000 | PA      | $179755.20    | 0.02%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $100458.75    | 0.01%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    985000 | PA      | $903048.00    | 0.09%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77238.40     | 0.01%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1464857.10   | 0.15%             | 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        |     55000 | PA      | $52867.65     | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198148.00    | 0.02%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $71238.00     | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3068000 | PA      | $2922760.88   | 0.31%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                 | AutoNation Inc                                                                  | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $335987.73    | 0.04%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369029.40    | 0.04%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                              | Iberdrola International BV                                                      | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $839286.40    | 0.09%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    902000 | PA      | $878151.12    | 0.09%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MES9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107815.40    | 0.01%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1027646.90   | 0.11%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   7956000 | PA      | $7618188.24   | 0.80%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110391.95    | 0.01%             | 2023-12-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    825000 | PA      | $762704.25    | 0.08%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    155000 | PA      | $148976.70    | 0.02%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1324440.60   | 0.14%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182354.25    | 0.02%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1151480.40   | 0.12%             | 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        |    164000 | PA      | $160342.80    | 0.02%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OZK                                       | Bank OZK                                                                        | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1354350.80   | 0.14%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $136219.50    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52916.76     | 0.01%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129797.10    | 0.01%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                           | Western Union Co/The                                                            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $982901.78    | 0.10%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    212000 | PA      | $206023.72    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13953.30     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                     | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   2620000 | PA      | $2442704.60   | 0.26%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    281000 | PA      | $273025.22    | 0.03%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18810.60     | 0.00%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $56377.80     | 0.01%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    306000 | PA      | $298328.58    | 0.03%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    653000 | PA      | $617764.12    | 0.06%             | 2024-08-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $214361.40    | 0.02%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1252668.00   | 0.13%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| COMERICA BANK                                  | Comerica Bank                                                                   | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    849000 | PA      | $812569.41    | 0.09%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1547557.20   | 0.16%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    860000 | PA      | $843410.60    | 0.09%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                              | Barclays Bank PLC                                                               | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    157000 | PA      | $153993.45    | 0.02%             | 2024-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $508858.30    | 0.05%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93629.25     | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1698360.60   | 0.18%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $720503.00    | 0.08%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1372395.00   | 0.14%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1362731.59   | 0.14%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93335.60     | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    221000 | PA      | $220551.37    | 0.02%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                              | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24176.25     | 0.00%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57523.20     | 0.01%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    431000 | PA      | $425409.93    | 0.04%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177455.85    | 0.02%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5043000 | PA      | $5121368.22   | 0.54%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146447.60    | 0.02%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    186000 | PA      | $183349.50    | 0.02%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    316000 | PA      | $292015.60    | 0.03%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159376.70    | 0.02%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    343000 | PA      | $330075.76    | 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        |    105000 | PA      | $99390.90     | 0.01%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1599505.12   | 0.17%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                                | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2232439.84   | 0.23%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263478.75    | 0.03%             | 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        |    185000 | PA      | $164644.45    | 0.02%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41125.98     | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4840.10      | 0.00%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1293400.85   | 0.14%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198170.00    | 0.02%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1761000 | PA      | $1611790.47   | 0.17%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    924000 | PA      | $916293.84    | 0.10%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165751.70    | 0.02%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    457000 | PA      | $446594.11    | 0.05%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4787.60      | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                            | Harley-Davidson Inc                                                             | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    380000 | PA      | $361642.20    | 0.04%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205995.30    | 0.02%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200259.60    | 0.02%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7894.32      | 0.00%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    274000 | PA      | $269865.34    | 0.03%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65034.90     | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4618.10      | 0.00%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121497.68    | 0.01%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390981.80    | 0.04%             | 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        |     55000 | PA      | $51845.75     | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64533.48     | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4426.40      | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201612.00    | 0.02%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NY COMMUNITY BANCORP INC                       | New York Community Bancorp Inc                                                  | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267425.20    | 0.03%             | 2028-11-06      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $755815.50    | 0.08%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3346665.70   | 0.35%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337571.00    | 0.04%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325704.00    | 0.03%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126408.52    | 0.01%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52407.60     | 0.01%             | 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        |    275000 | PA      | $259836.50    | 0.03%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22916.75     | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    651000 | PA      | $624556.38    | 0.07%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2596412.50   | 0.27%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LONDON                        | Deutsche Bank AG/London                                                         | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    709000 | PA      | $695153.23    | 0.07%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1728617.60   | 0.18%             | 2028-01-21      | Fixed         | 2.48%                 | 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        |    678000 | PA      | $647537.46    | 0.07%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128240.64    | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    284000 | PA      | $277752.00    | 0.03%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93030.30     | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    380000 | PA      | $358389.40    | 0.04%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197082.00    | 0.02%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $75986.40     | 0.01%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB                                                        | CUSIP: 86960BAX0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    285000 | PA      | $281953.35    | 0.03%             | 2023-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4328.15      | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1373777.74   | 0.14%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    849000 | PA      | $829133.40    | 0.09%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                       | PVH Corp                                                                        | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1126710.06   | 0.12%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163247.60    | 0.02%             | 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        |   2615000 | PA      | $2522219.80   | 0.26%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    713000 | PA      | $704864.67    | 0.07%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    593000 | PA      | $568941.99    | 0.06%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2300180.64   | 0.24%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   3049000 | PA      | $2836759.11   | 0.30%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $353476.00    | 0.04%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1193007.48   | 0.13%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3157903.35   | 0.33%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    255000 | PA      | $231965.85    | 0.02%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507035.00    | 0.05%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257397.15    | 0.03%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30642.60     | 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        |    640000 | PA      | $611129.60    | 0.06%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   1075000 | PA      | $1016251.25   | 0.11%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115481.54    | 0.01%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195228.00    | 0.02%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3201913.95   | 0.34%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45083.50     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77343.20     | 0.01%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    854000 | PA      | $842146.48    | 0.09%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9864.80      | 0.00%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1407168.00   | 0.15%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC FINL SVCS GROUP INC                        | PNC FINL SVCS GROUP INC                                                         | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407968.65    | 0.04%             | 2028-12-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Legrand France SA                              | Legrand France SA                                                               | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $389170.80    | 0.04%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $272782.85    | 0.03%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1801736.72   | 0.19%             | 2024-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                               | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    584000 | PA      | $557235.28    | 0.06%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36074.63     | 0.00%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BE8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24127.50     | 0.00%             | 2025-03-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1628858.25   | 0.17%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1377699.80   | 0.14%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23458.25     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      5000 | PA      | $4510.20      | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1139038.00   | 0.12%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312595.20    | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1769807.76   | 0.19%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56364.20     | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1033538.00   | 0.11%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Enel Americas SA                               | Enel Americas SA                                                                | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1234376.00   | 0.13%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169682.10    | 0.02%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1018586.40   | 0.11%             | 2027-07-15      | Fixed         | 6.17%                 | 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        |    546000 | PA      | $531869.52    | 0.06%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3602000 | PA      | $3434867.20   | 0.36%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $245167.20    | 0.03%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48172.00     | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    483000 | PA      | $472924.62    | 0.05%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     62000 | PA      | $55300.28     | 0.01%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    635000 | PA      | $567861.45    | 0.06%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2551678.60   | 0.27%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    545000 | PA      | $524791.40    | 0.06%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1255000 | PA      | $1233489.30   | 0.13%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $563682.00    | 0.06%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1078835.85   | 0.11%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3467000 | PA      | $3050717.31   | 0.32%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    496000 | PA      | $477623.20    | 0.05%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    533000 | PA      | $514408.96    | 0.05%             | 2026-01-15      | Fixed         | 3.75%                 | 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        |    105000 | PA      | $99164.10     | 0.01%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    342000 | PA      | $336579.30    | 0.04%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    446000 | PA      | $439122.68    | 0.05%             | 2024-09-10      | Fixed         | 3.88%                 | 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        |    380000 | PA      | $380133.00    | 0.04%             | 2025-11-21      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70881.84     | 0.01%             | 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        |     10000 | PA      | $9263.20      | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $836825.00    | 0.09%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215528.40    | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2265000 | PA      | $1982463.90   | 0.21%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                       | Lennox International Inc                                                        | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    291000 | PA      | $285581.58    | 0.03%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178166.80    | 0.02%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $204116.70    | 0.02%             | 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        |    800000 | PA      | $744064.00    | 0.08%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| RELIANCE STEEL & ALUM                          | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    153000 | PA      | $137868.30    | 0.01%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114150.75    | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308601.00    | 0.03%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    316000 | PA      | $303745.52    | 0.03%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9541.50      | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $209270.52    | 0.02%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4783.10      | 0.00%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                               | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271395.00    | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866BF4<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242583.65    | 0.03%             | 2025-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94115.22     | 0.01%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DB1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14762.70     | 0.00%             | 2024-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $449700.60    | 0.05%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1389588.32   | 0.15%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    248000 | PA      | $245490.24    | 0.03%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1436000 | PA      | $1406605.08   | 0.15%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319930.00    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8080000 | PA      | $7161546.40   | 0.75%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    572000 | PA      | $566463.04    | 0.06%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $992367.15    | 0.10%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    168000 | PA      | $151440.24    | 0.02%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUR8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86911.44     | 0.01%             | 2024-01-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    438000 | PA      | $429826.92    | 0.05%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    380000 | PA      | $370332.80    | 0.04%             | 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        |    260000 | PA      | $250588.00    | 0.03%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    182000 | PA      | $178449.18    | 0.02%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1265000 | PA      | $1145900.25   | 0.12%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266548.80    | 0.03%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    230000 | PA      | $226407.40    | 0.02%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65894.50     | 0.01%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    505000 | PA      | $469650.00    | 0.05%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    535000 | PA      | $512449.75    | 0.05%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4736877.60   | 0.50%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1713619.20   | 0.18%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98731.50     | 0.01%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $319536.40    | 0.03%             | 2025-03-16      | Fixed         | 3.65%                 | 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        |    280000 | PA      | $270519.20    | 0.03%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $831368.00    | 0.09%             | 2028-10-05      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16645.50     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AV8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171288.25    | 0.02%             | 2024-07-31      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1659656.25   | 0.17%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                 | PECO Energy Co                                                                  | CUSIP: 693304AT4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24039.00     | 0.00%             | 2025-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5211000 | PA      | $4765146.84   | 0.50%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17907.40     | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232776.00    | 0.02%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                             | Steel Dynamics Inc                                                              | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1047078.60   | 0.11%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $99924.30     | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    103000 | PA      | $102242.95    | 0.01%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191230.65    | 0.02%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297704.40    | 0.03%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23487.75     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1108043.55   | 0.12%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                        | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9035.60      | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245200.80    | 0.03%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                                | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2514845.48   | 0.26%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $312466.00    | 0.03%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    840000 | PA      | $756789.60    | 0.08%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    278000 | PA      | $261984.42    | 0.03%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    605000 | PA      | $583631.40    | 0.06%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   3121000 | PA      | $2937297.94   | 0.31%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2295567.40   | 0.24%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    820000 | PA      | $767364.20    | 0.08%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1530000 | PA      | $1282767.30   | 0.13%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104117.20    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    549000 | PA      | $544174.29    | 0.06%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    479000 | PA      | $466531.63    | 0.05%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    628000 | PA      | $574714.20    | 0.06%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1382472.00   | 0.15%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1840000 | NS      | $1840000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    770000 | PA      | $760736.90    | 0.08%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65544.00     | 0.01%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58469.40     | 0.01%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24446.00     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1115548.80   | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    241000 | PA      | $236071.55    | 0.02%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148852.50    | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1049860.20   | 0.11%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16355.02     | 0.00%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46342.00     | 0.00%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND                                | Harman International Industries Inc                                             | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24429.00     | 0.00%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51093.12     | 0.01%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    240000 | PA      | $232996.80    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492075.00    | 0.05%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53740.50     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61094.15     | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $385344.00    | 0.04%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118433.01    | 0.01%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67775.76     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    409000 | PA      | $397278.06    | 0.04%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   8098000 | PA      | $7248600.78   | 0.76%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9520.80      | 0.00%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    919000 | PA      | $900178.88    | 0.09%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    123000 | PA      | $116302.65    | 0.01%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $961634.65    | 0.10%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    468000 | PA      | $448634.16    | 0.05%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1370000 | PA      | $1343627.50   | 0.14%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    415000 | PA      | $386153.35    | 0.04%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    742000 | PA      | $729482.46    | 0.08%             | 2025-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108335.70    | 0.01%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210977.35    | 0.02%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78047.85     | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    726000 | PA      | $718798.08    | 0.08%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316945.20    | 0.03%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2859822.07   | 0.30%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490405.00    | 0.05%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    282000 | PA      | $274462.14    | 0.03%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42009.71     | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                               | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    105000 | PA      | $101668.35    | 0.01%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    683000 | PA      | $666676.30    | 0.07%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    869000 | PA      | $764780.83    | 0.08%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3814000 | PA      | $3596525.72   | 0.38%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $504492.30    | 0.05%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1598312.16   | 0.17%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1055413.01   | 0.11%             | 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        |   1000000 | PA      | $971170.00    | 0.10%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4320000 | PA      | $3798187.20   | 0.40%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1149842.79   | 0.12%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $130615.80    | 0.01%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SWISS RE AMERICA HOLDING                       | Swiss Re America Holding Corp                                                   | CUSIP: 36158FAA8<br>LEI: 549300TFNR7TTQPWQU29 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3337642.95   | 0.35%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93409.00     | 0.01%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                               | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   2375000 | PA      | $2295105.00   | 0.24%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    627000 | PA      | $630830.97    | 0.07%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115235.00    | 0.01%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $23373.00     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $148108.95    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254579.00    | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1170000 | PA      | $1080167.40   | 0.11%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146453.59    | 0.02%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    322000 | PA      | $309277.78    | 0.03%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                                                             | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    409000 | PA      | $393474.36    | 0.04%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SITE Centers Corp                              | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    549000 | PA      | $518881.86    | 0.05%             | 2025-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $396511.20    | 0.04%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217701.65    | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2815000 | PA      | $2478494.90   | 0.26%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242040.90    | 0.03%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $510085.00    | 0.05%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8604.00      | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    331000 | PA      | $327080.96    | 0.03%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                    | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196638.00    | 0.02%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44552.25     | 0.00%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1044525.20   | 0.11%             | 2024-08-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001470.00   | 0.11%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    735000 | PA      | $713155.80    | 0.07%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    745000 | PA      | $671528.10    | 0.07%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CD2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $264201.76    | 0.03%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73542.00     | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42331.50     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49370.20     | 0.01%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $1175531.00   | 0.12%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $715462.50    | 0.08%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                       | Johnson Controls International plc                                              | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   4262000 | PA      | $4163377.32   | 0.44%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    640000 | PA      | $610176.00    | 0.06%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2785000 | PA      | $2453891.35   | 0.26%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    413000 | PA      | $393072.75    | 0.04%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CADENCE BANK                                   | Cadence Bank                                                                    | CUSIP: 05971JAA0<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164760.75    | 0.02%             | 2029-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    249000 | PA      | $234951.42    | 0.02%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    404000 | PA      | $388825.76    | 0.04%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    244000 | PA      | $240935.36    | 0.03%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    529000 | PA      | $525138.30    | 0.06%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1453422.10   | 0.15%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119986.10    | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    252000 | PA      | $241126.20    | 0.03%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    855000 | PA      | $808069.05    | 0.08%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23785.00     | 0.00%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    306000 | PA      | $295048.26    | 0.03%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                  | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    294000 | PA      | $278071.08    | 0.03%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    261000 | PA      | $254936.97    | 0.03%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4067000 | PA      | $3565782.92   | 0.37%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    953000 | PA      | $941554.47    | 0.10%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1531347.96   | 0.16%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    848000 | PA      | $715932.48    | 0.08%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1375000 | PA      | $1263886.25   | 0.13%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAF9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    566000 | PA      | $544158.06    | 0.06%             | 2025-03-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $999797.30    | 0.10%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1330000 | PA      | $1157166.50   | 0.12%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $682252.00    | 0.07%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY DIRECT                          | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    540000 | PA      | $497248.20    | 0.05%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $647274.35    | 0.07%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    765000 | PA      | $721984.05    | 0.08%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237265.60    | 0.02%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $456088.00    | 0.05%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164698.20    | 0.02%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82263.85     | 0.01%             | 2024-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    349000 | PA      | $343087.94    | 0.04%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    815000 | PA      | $781153.05    | 0.08%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4482034.80   | 0.47%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195079.50    | 0.02%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132487.60    | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81959.55     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    789000 | PA      | $770387.49    | 0.08%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    394000 | PA      | $379827.82    | 0.04%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    245000 | PA      | $233992.15    | 0.02%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1467000 | PA      | $1412090.19   | 0.15%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $203117.20    | 0.02%             | 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        |   2365000 | PA      | $2131503.55   | 0.22%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93640.50     | 0.01%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    471000 | PA      | $452546.22    | 0.05%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125231.25    | 0.01%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209275.00    | 0.02%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    610000 | PA      | $617271.20    | 0.06%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    232000 | PA      | $228011.92    | 0.02%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $418204.40    | 0.04%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23253.50     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $992318.00    | 0.10%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2363310.75   | 0.25%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                            | Vulcan Materials Co                                                             | CUSIP: 929160AS8<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64504.05     | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    238000 | PA      | $234639.44    | 0.02%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4739.25      | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25693.20     | 0.00%             | 2024-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                   | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   4228000 | PA      | $4055878.12   | 0.43%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1359747.60   | 0.14%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245117.05    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    589000 | PA      | $573839.14    | 0.06%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    393000 | PA      | $383135.70    | 0.04%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18633.60     | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1225000 | PA      | $1110364.50   | 0.12%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    730000 | PA      | $693397.80    | 0.07%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91178.15     | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89813.36     | 0.01%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                    | ONE Gas Inc                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    212000 | PA      | $201463.60    | 0.02%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1803867.00   | 0.19%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1931879.00   | 0.20%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    538000 | PA      | $518992.46    | 0.05%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    295000 | PA      | $287507.00    | 0.03%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    151000 | PA      | $145763.32    | 0.02%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1778917.83   | 0.19%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3896000 | PA      | $3830391.36   | 0.40%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    844000 | PA      | $793300.92    | 0.08%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31637.90     | 0.00%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    336000 | PA      | $302460.48    | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                       | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    635000 | PA      | $538556.20    | 0.06%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    166000 | PA      | $162147.14    | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2385000 | PA      | $2252751.75   | 0.24%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779232.00    | 0.08%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    703000 | PA      | $647758.26    | 0.07%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $688248.00    | 0.07%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9475.60      | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    236000 | PA      | $230180.24    | 0.02%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    509000 | PA      | $495949.24    | 0.05%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156541.91    | 0.02%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    810000 | PA      | $766486.80    | 0.08%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                             | Voya Financial Inc                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35110.04     | 0.00%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48407.50     | 0.01%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    209000 | PA      | $201110.25    | 0.02%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $944167.95    | 0.10%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                         | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61010.95     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2491528.20   | 0.26%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47745.50     | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62394.42     | 0.01%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc                                                                     | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    810000 | PA      | $803520.00    | 0.08%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37113.20     | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218525.30    | 0.02%             | 2026-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    445000 | PA      | $425206.40    | 0.04%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144183.00    | 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        |    530000 | PA      | $516310.10    | 0.05%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                                                   | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   2325000 | PA      | $2118051.75   | 0.22%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500605.00    | 0.05%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30875.60     | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    562000 | PA      | $548512.00    | 0.06%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    440000 | PA      | $449640.40    | 0.05%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4572.90      | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1551106.70   | 0.16%             | 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        |     25000 | PA      | $23161.50     | 0.00%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   5535000 | PA      | $5072329.35   | 0.53%             | 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        |    570000 | PA      | $505401.90    | 0.05%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68093.90     | 0.01%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60824.40     | 0.01%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1582771.05   | 0.17%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59141.55     | 0.01%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    394000 | PA      | $338828.18    | 0.04%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2396946.50   | 0.25%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                              | Ralph Lauren Corp                                                               | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    383000 | PA      | $374581.66    | 0.04%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2049480.75   | 0.22%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $145251.15    | 0.02%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $377738.90    | 0.04%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Electronic Arts Inc                            | Electronic Arts Inc                                                             | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90378.00     | 0.01%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3168058.95   | 0.33%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    384000 | PA      | $382360.32    | 0.04%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225433AR2<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    640000 | PA      | $563936.00    | 0.06%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                       | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    202000 | PA      | $198784.16    | 0.02%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214ER0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    355000 | PA      | $315027.00    | 0.03%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2384675.00   | 0.25%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    459000 | PA      | $446340.78    | 0.05%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                                    | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    305000 | PA      | $306146.80    | 0.03%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $932824.80    | 0.10%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2467000 | PA      | $2336026.97   | 0.25%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59703.15     | 0.01%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      7000 | PA      | $6662.39      | 0.00%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $730986.55    | 0.08%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105225.33    | 0.01%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2559328.80   | 0.27%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    237000 | PA      | $234537.57    | 0.02%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                              | Eversource Energy                                                               | CUSIP: 664397AM8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    403000 | PA      | $387323.30    | 0.04%             | 2025-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14781.30     | 0.00%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    471000 | PA      | $458047.50    | 0.05%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69206.19     | 0.01%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185443.05    | 0.02%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    493000 | PA      | $486778.34    | 0.05%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    745000 | PA      | $704472.00    | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222105.20    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75479.04     | 0.01%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1018552.75   | 0.11%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETC3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77941.60     | 0.01%             | 2025-09-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2826200.70   | 0.30%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1983000 | PA      | $1958807.40   | 0.21%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    544000 | PA      | $535529.92    | 0.06%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $517425.00    | 0.05%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    346000 | PA      | $336734.12    | 0.04%             | 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        |    385000 | PA      | $370608.70    | 0.04%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                 | Halliburton Co                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    246000 | PA      | $240691.32    | 0.03%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    726000 | PA      | $703218.12    | 0.07%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                                                 | CUSIP: 53944VAH2<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $674506.00    | 0.07%             | 2025-05-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    595000 | PA      | $570557.40    | 0.06%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55831.80     | 0.01%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    695000 | PA      | $647170.10    | 0.07%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70084.50     | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    532000 | PA      | $522227.16    | 0.05%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32583.60     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    915000 | PA      | $787567.95    | 0.08%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    885000 | PA      | $814111.50    | 0.09%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2934801.00   | 0.31%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                        | EI du Pont de Nemours and Co                                                    | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    504000 | PA      | $466935.84    | 0.05%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1860.92      | 0.00%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1725995.52   | 0.18%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6408.08      | 0.00%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $974508.30    | 0.10%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |    464000 | PA      | $411220.00    | 0.04%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2350000 | PA      | $2002012.00   | 0.21%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420027.50    | 0.04%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $422595.60    | 0.04%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $681631.20    | 0.07%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1214099.25   | 0.13%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203350.84    | 0.02%             | 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        |   2712000 | PA      | $2537537.04   | 0.27%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                    | Textron Inc                                                                     | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    181000 | PA      | $176467.76    | 0.02%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44950.50     | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244797.45    | 0.03%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    157000 | PA      | $151401.38    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1104341.94   | 0.12%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691411.00    | 0.07%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20815.00     | 0.00%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    538000 | PA      | $526416.86    | 0.06%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GATX Corp                                      | GATX Corp                                                                       | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    188000 | PA      | $178838.76    | 0.02%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    155000 | PA      | $141319.70    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd Finance Corp                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187868.00    | 0.02%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180222.00    | 0.02%             | 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        |      7000 | PA      | $6466.25      | 0.00%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66576.75     | 0.01%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    801000 | PA      | $739114.74    | 0.08%             | 2029-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39027.20     | 0.00%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    391000 | PA      | $379117.51    | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    122000 | PA      | $112487.66    | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    734000 | PA      | $710974.42    | 0.07%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $852944.15    | 0.09%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $71661.75     | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | 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        |    135000 | PA      | $120187.80    | 0.01%             | 2026-01-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                       | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2035000 | PA      | $1917926.45   | 0.20%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $352713.60    | 0.04%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                         | Potomac Electric Power Co                                                       | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108319.20    | 0.01%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    102000 | PA      | $94118.46     | 0.01%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2744600.80   | 0.29%             | 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        |    250000 | PA      | $240900.00    | 0.03%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1281507.81   | 0.13%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    642000 | PA      | $652843.38    | 0.07%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    766000 | PA      | $745999.74    | 0.08%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    475000 | PA      | $453506.25    | 0.05%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    726000 | PA      | $703160.04    | 0.07%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    817000 | PA      | $795823.36    | 0.08%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744482BL3<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    182000 | PA      | $179603.06    | 0.02%             | 2023-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86036.40     | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                  | Comerica Bank                                                                   | CUSIP: 200339DX4<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    290000 | PA      | $281213.00    | 0.03%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187664.00    | 0.02%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $625688.40    | 0.07%             | 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        |    167000 | PA      | $162397.48    | 0.02%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75848.25     | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    760000 | PA      | $708122.40    | 0.07%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                                   | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99510.25     | 0.01%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24093.00     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1750428.00   | 0.18%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    306000 | PA      | $300216.60    | 0.03%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    348000 | PA      | $335475.48    | 0.04%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    138000 | PA      | $134540.34    | 0.01%             | 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        |   5465000 | PA      | $5329413.35   | 0.56%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1387000 | PA      | $1337692.15   | 0.14%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30004.20     | 0.00%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21447.36     | 0.00%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics Inc                                                               | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1288440.00   | 0.14%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    207000 | PA      | $205223.94    | 0.02%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339271.59    | 0.04%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1735297.60   | 0.18%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    274000 | PA      | $268720.02    | 0.03%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162896.25    | 0.02%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1209554.46   | 0.13%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225863.20    | 0.02%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87405.70     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    735000 | PA      | $745561.95    | 0.08%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1140000 | PA      | $1113096.00   | 0.12%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    505000 | PA      | $475230.25    | 0.05%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    665000 | PA      | $643420.75    | 0.07%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    322000 | PA      | $306692.12    | 0.03%             | 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        |     90000 | PA      | $88310.70     | 0.01%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $275556.40    | 0.03%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48064.00     | 0.01%             | 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        |   1074000 | PA      | $1032543.60   | 0.11%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $586100.00    | 0.06%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2128628.62   | 0.22%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    880000 | PA      | $857560.00    | 0.09%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226422.50    | 0.02%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1547576.64   | 0.16%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2064894.57   | 0.22%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281361.00    | 0.03%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1680000 | PA      | $1536360.00   | 0.16%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142774.40    | 0.01%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $312226.20    | 0.03%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $981260.40    | 0.10%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58938.60     | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1522000 | PA      | $1343956.44   | 0.14%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38915.60     | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    284000 | PA      | $275803.76    | 0.03%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    486000 | PA      | $473704.20    | 0.05%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1849644.00   | 0.19%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55761.96     | 0.01%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70842.40     | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108348.90    | 0.01%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1224624.75   | 0.13%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85790.70     | 0.01%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    320000 | PA      | $299840.00    | 0.03%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48285.00     | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1351819.41   | 0.14%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $393267.00    | 0.04%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $512632.45    | 0.05%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    420000 | PA      | $407538.60    | 0.04%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359707.50    | 0.04%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                       | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $18853.00     | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                        | Consolidated Edison Inc                                                         | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35495.95     | 0.00%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71831.25     | 0.01%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                               | Santander UK PLC                                                                | CUSIP: 80283LAX1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $28928.70     | 0.00%             | 2024-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465525.00    | 0.05%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    552000 | PA      | $520800.96    | 0.05%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6677.86      | 0.00%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311076.50    | 0.03%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4719.35      | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24893.10     | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4482.65      | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    426000 | PA      | $433233.48    | 0.05%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1990000 | PA      | $1747956.30   | 0.18%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573397.20    | 0.06%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2327877.68   | 0.24%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                                 | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    791000 | PA      | $788302.69    | 0.08%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    264000 | PA      | $258928.56    | 0.03%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1354000 | PA      | $1234076.22   | 0.13%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73892.20     | 0.01%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    585000 | PA      | $561997.80    | 0.06%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                        | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    731000 | PA      | $715422.39    | 0.08%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   7660000 | PA      | $7411050.00   | 0.78%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    505000 | PA      | $391491.15    | 0.04%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77342.85     | 0.01%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    267000 | PA      | $236775.60    | 0.02%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2417021.93   | 0.25%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    202000 | PA      | $191225.32    | 0.02%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    564000 | PA      | $535585.68    | 0.06%             | 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        |    200000 | PA      | $177748.00    | 0.02%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734384.00    | 0.08%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1101311.25   | 0.12%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9366.50      | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2233523.40   | 0.23%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $322220.50    | 0.03%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2113672.53   | 0.22%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4216439.50   | 0.44%             | 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        |     66000 | PA      | $65083.92     | 0.01%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $523189.10    | 0.05%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |      5000 | PA      | $4663.60      | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   8947000 | PA      | $8559415.96   | 0.90%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92834.95     | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $374996.70    | 0.04%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    310000 | PA      | $275338.90    | 0.03%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1202967.26   | 0.13%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    523000 | PA      | $501075.84    | 0.05%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE                        | Fibria Overseas Finance Ltd                                                     | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $14985.90     | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268589.30    | 0.03%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAC9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    894000 | PA      | $852777.66    | 0.09%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510195.00    | 0.05%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2874000 | PA      | $2822727.84   | 0.30%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19855.20     | 0.00%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    716000 | PA      | $696216.92    | 0.07%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183286.00    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp                                 | Whirlpool Corp                                                                  | CUSIP: 963320AR7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19733.00     | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    214000 | PA      | $200988.80    | 0.02%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $453771.50    | 0.05%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    440000 | PA      | $404976.00    | 0.04%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2940065.70   | 0.31%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    287000 | PA      | $275568.79    | 0.03%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                              | CNH Industrial NV                                                               | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |         0 | PA      | $0.00         | 0.00%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                      | Timken Co/The                                                                   | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29310.30     | 0.00%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144180.75    | 0.02%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     45000 | PA      | $41856.30     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1488000 | PA      | $1328426.88   | 0.14%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    613000 | PA      | $605374.28    | 0.06%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177067.20    | 0.02%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                              | SITE Centers Corp                                                               | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232274.70    | 0.02%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    863000 | PA      | $853204.95    | 0.09%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   7127000 | PA      | $6718124.01   | 0.71%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    667000 | PA      | $654226.95    | 0.07%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211653.60    | 0.02%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    188000 | PA      | $175319.40    | 0.02%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191990.00    | 0.02%             | 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        |    889000 | PA      | $856996.00    | 0.09%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43958.00     | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   6745000 | PA      | $6003657.05   | 0.63%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158956.05    | 0.02%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1920000 | PA      | $1852166.40   | 0.19%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1197927.50   | 0.13%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    499000 | PA      | $473875.35    | 0.05%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                      | Mosaic Co/The                                                                   | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    368000 | PA      | $364559.20    | 0.04%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135274.05    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134912.35    | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp                                                                    | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31068.16     | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                       | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72959.75     | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1399098.90   | 0.15%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $1760827.00   | 0.18%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    259000 | PA      | $256671.59    | 0.03%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24459.00     | 0.00%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206770.20    | 0.02%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2350150.00   | 0.25%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                          | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4581.45      | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    271000 | PA      | $267157.22    | 0.03%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112359.60    | 0.01%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61461.60     | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    975000 | PA      | $913155.75    | 0.10%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1647000 | PA      | $1611177.75   | 0.17%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112252.65    | 0.01%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $689107.50    | 0.07%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1992951.00   | 0.21%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1476355.79   | 0.16%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96793.29     | 0.01%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $439789.20    | 0.05%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4474.15      | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   6391000 | PA      | $6084423.73   | 0.64%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |  10350000 | PA      | $9516928.50   | 1.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53945.65     | 0.01%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1030960.58   | 0.11%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1275370.40   | 0.13%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2313810.05   | 0.24%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    479000 | PA      | $461368.01    | 0.05%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6506.99      | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $101358.60    | 0.01%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    215000 | PA      | $199911.30    | 0.02%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    170000 | PA      | $158642.30    | 0.02%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4772.85      | 0.00%             | 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        |    212000 | PA      | $208552.88    | 0.02%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    845000 | PA      | $799851.65    | 0.08%             | 2028-04-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                   | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    205000 | PA      | $203800.75    | 0.02%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45790.00     | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4165000 | PA      | $3661784.70   | 0.38%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140641.50    | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41332.20     | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    299000 | PA      | $293845.24    | 0.03%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1080000 | PA      | $934794.00    | 0.10%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                          | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1226775.70   | 0.13%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95807.00     | 0.01%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    715000 | PA      | $669554.60    | 0.07%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1157556.92   | 0.12%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                           | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    390000 | PA      | $371424.30    | 0.04%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    500000 | PA      | $450380.00    | 0.05%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1685701.50   | 0.18%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $991046.00    | 0.10%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     45000 | PA      | $43987.95     | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    297000 | PA      | $266319.90    | 0.03%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                        | Office Properties Income Trust                                                  | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $568936.00    | 0.06%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2152143.68   | 0.23%             | 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        |    189000 | PA      | $182392.56    | 0.02%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    433000 | PA      | $420499.29    | 0.04%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62719.15     | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $443628.60    | 0.05%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43273.80     | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    212000 | PA      | $202080.52    | 0.02%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $682334.25    | 0.07%             | 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        |   1210000 | PA      | $1126207.50   | 0.12%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $97657.35     | 0.01%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1819548.36   | 0.19%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $946689.60    | 0.10%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1211174.25   | 0.13%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                   | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211884.75    | 0.02%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86072.35     | 0.01%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96377.49     | 0.01%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818DV7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16769.65     | 0.00%             | 2024-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    227000 | PA      | $216063.14    | 0.02%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    387000 | PA      | $381682.62    | 0.04%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96477.00     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer