# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071966
**Filing Date:** 2023-3
**Character Count:** 1159814
**Document Hash:** 28b340a612f440d2c6ae3bca8e21b0b4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071966.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071966

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23774101

**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 0-5 Year Investment Grade Corporate Bond ETF (Series ID: S000042354)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000131292 | iShares 0-5 Year Investment Grade Corporate Bond ETF | SLQD            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.1%** |  |  |
| Omnicom Group Inc./Omnicom Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/26 (Call 01/15/26) | $2240 | $2169528 |
| &nbsp;&nbsp;&nbsp;3.65%, 11/01/24 (Call 08/01/24) | 1197 | 1172806 |
|  |  | 3342334 |
| **Aerospace & Defense — 1.8%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.17%, 02/04/23<sup>(a)</sup> | 597 | 596879 |
| &nbsp;&nbsp;&nbsp;1.43%, 02/04/24 (Call 02/13/23) | 3577 | 3447750 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/01/24 | 1547 | 1499827 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/04/26 (Call 02/04/23) | 7147 | 6606007 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/01/27 (Call 12/01/26) | 415 | 383742 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/01/26 (Call 01/01/26) | 2300 | 2164796 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/01/26 (Call 03/01/26) | 645 | 613394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.51%, 05/01/23 (Call 04/01/23)<sup>(a)</sup> | 3085 | 3080499 |
| &nbsp;&nbsp;&nbsp;4.88%, 05/01/25 (Call 04/01/25) | 4863 | 4861903 |
| &nbsp;&nbsp;&nbsp;5.04%, 05/01/27 (Call 03/01/27) | 2400 | 2424651 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 06/01/26 (Call 05/01/26) | 865 | 781204 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/23 (Call 06/15/23) | 902 | 887019 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 08/15/26 (Call 05/15/26)<sup>(a)</sup> | 315 | 292882 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/15/24 (Call 09/15/24) | 1040 | 1000943 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 105 | 97510 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/25 (Call 03/01/25) | 1138 | 1108937 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/23 (Call 04/15/23) | 932 | 928682 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/25 (Call 03/15/25) | 1158 | 1133991 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/27 (Call 02/01/27) | 1840 | 1787749 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.83%, 04/27/25 (Call 01/27/25) | 1054 | 1029501 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/23 (Call 05/15/23) | 1380 | 1373462 |
| &nbsp;&nbsp;&nbsp;3.85%, 12/15/26 (Call 09/15/26) | 1135 | 1097852 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 01/15/26 (Call 10/15/25) | 1743 | 1711346 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/15/25 (Call 09/15/25) | 795 | 806448 |
| &nbsp;&nbsp;&nbsp;5.10%, 11/15/27 (Call 10/15/27) | 630 | 653786 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.93%, 01/15/25 (Call 11/15/24) | 2139 | 2070512 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/01/27 (Call 11/01/26)<sup>(a)</sup> | 163 | 155633 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/01/23<sup>(a)</sup> | 1233 | 1226940 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/28 (Call 10/15/27) | 2500 | 2372736 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/01/26 (Call 08/01/26) | 205 | 192367 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/04/27 (Call 02/04/27) | 415 | 394587 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/24 (Call 01/15/24) | 1521 | 1495595 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 03/15/27 (Call 12/15/26)<sup>(a)</sup> | 3170 | 3074944 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 08/16/25 (Call 06/16/25)<sup>(a)</sup> | 2326 | 2294450 |
|  |  | 53648524 |
| **Agriculture — 1.3%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 05/06/25 (Call 04/06/25) | 1066 | 1012298 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 09/16/26 (Call 06/16/26)<sup>(a)</sup> | 359 | 334054 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 01/31/24<sup>(a)</sup> | 455 | 450258 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/14/26 (Call 12/14/25)<sup>(a)</sup> | 1810 | 1801622 |
| Archer-Daniels-Midland Co., 2.50%, 08/11/26 (Call 05/11/26) | 1680 | 1583467 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.79%, 09/06/24 (Call 08/06/24) | 1485 | 1438750 |
| &nbsp;&nbsp;&nbsp;3.22%, 08/15/24 (Call 06/15/24) | 3039 | 2956549 |
| &nbsp;&nbsp;&nbsp;3.22%, 09/06/26 (Call 07/06/26) | 1243 | 1168086 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Agriculture (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.56%, 08/15/27 (Call 05/15/27) | $4520 | $4215858 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 04/02/27 (Call 02/02/27)<sup>(a)</sup> | 1174 | 1149265 |
| BAT International Finance PLC, 1.67%, 03/25/26 (Call 02/25/26) | 2069 | 1865449 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 08/17/25 (Call 07/17/25) | 1232 | 1135396 |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/26 (Call 05/15/26) | 740 | 701940 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/25/27 (Call 06/25/27) | 100 | 96249 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 05/01/26 (Call 04/01/26) | 1308 | 1166008 |
| &nbsp;&nbsp;&nbsp;1.13%, 05/01/23 | 784 | 776989 |
| &nbsp;&nbsp;&nbsp;1.50%, 05/01/25 (Call 04/01/25) | 955 | 891697 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 05/10/23 (Call 03/10/23)<sup>(a)</sup> | 539 | 535855 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/06/23 | 159 | 158734 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/25/26 (Call 11/25/25)<sup>(a)</sup> | 972 | 924448 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/01/24 (Call 04/01/24)<sup>(a)</sup> | 1641 | 1602627 |
| &nbsp;&nbsp;&nbsp;3.13%, 08/17/27 (Call 05/17/27) | 20 | 18965 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 1192 | 1161883 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/11/25 (Call 05/11/25) | 1123 | 1088814 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 11/15/23<sup>(a)</sup> | 370 | 366921 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/17/25 | 1130 | 1144878 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/15/24 | 1070 | 1077458 |
| &nbsp;&nbsp;&nbsp;5.13%, 11/17/27 (Call 10/17/27) | 1645 | 1682247 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 06/12/25 (Call 03/12/25) | 3169 | 3109549 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 09/15/23<sup>(a)</sup> | 909 | 910253 |
|  |  | 36526567 |
| **Airlines — 0.1%** |  |  |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 06/15/27 (Call 04/15/27) | 1875 | 1890773 |
| &nbsp;&nbsp;&nbsp;5.25%, 05/04/25 (Call 04/04/25) | 2285 | 2296069 |
|  |  | 4186842 |
| **Apparel — 0.3%** |  |  |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | 391 | 388990 |
| &nbsp;&nbsp;&nbsp;2.38%, 11/01/26 (Call 08/01/26) | 1145 | 1075058 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/27/25 (Call 02/27/25)<sup>(a)</sup> | 1728 | 1671118 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/27/27 (Call 01/27/27)<sup>(a)</sup> | 2532 | 2406295 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 04/23/25 (Call 03/23/25) | 1562 | 1481372 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/23/27 (Call 02/23/27) | 620 | 576212 |
|  |  | 7599045 |
| **Auto Manufacturers — 3.4%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 07/12/24 | 1484 | 1397969 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 09/08/23<sup>(a)</sup> | 342 | 333299 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/09/24<sup>(a)</sup> | 930 | 876580 |
| &nbsp;&nbsp;&nbsp;0.88%, 07/07/23 | 789 | 775826 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.00%, 09/10/25<sup>(a)</sup> | 1283 | 1169583 |
| &nbsp;&nbsp;&nbsp;1.20%, 07/08/25 | 989 | 911567 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/09/26 | 852 | 763556 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 01/13/25<sup>(a)</sup> | 1330 | 1250758 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 05/10/23<sup>(a)</sup> | 811 | 804182 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/10/24 | 1187 | 1140768 |
| &nbsp;&nbsp;&nbsp;2.30%, 09/09/26 | 250 | 231746 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/27 | 660 | 611906 |
| &nbsp;&nbsp;&nbsp;2.40%, 06/27/24 | 983 | 951887 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/16/24 | 980 | 961259 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/14/23 | 764 | 758624 |
| &nbsp;&nbsp;&nbsp;3.55%, 01/12/24 | 298 | 294316 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 10/10/23<sup>(a)</sup> | $1195 | $1185344 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/12/28 | 330 | 333236 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/12/26 | 200 | 201582 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/01/25 (Call 08/01/25) | 1034 | 938888 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 443 | 440636 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 04/01/25<sup>(a)</sup> | 499 | 486796 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 10/01/27 (Call 07/01/27)<sup>(a)</sup> | 150 | 145086 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/02/23 | 1461 | 1459082 |
| &nbsp;&nbsp;&nbsp;6.13%, 10/01/25 (Call 09/01/25) | 2693 | 2760142 |
| &nbsp;&nbsp;&nbsp;6.80%, 10/01/27 (Call 08/01/27) | 1310 | 1395303 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 03/08/24 | 1025 | 980311 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/15/24 | 1200 | 1121750 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/08/26 (Call 12/08/25) | 2086 | 1869572 |
| &nbsp;&nbsp;&nbsp;1.50%, 06/10/26 (Call 05/10/26) | 1965 | 1745218 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/18/23 | 1830 | 1796601 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 02/26/27 (Call 01/26/27)<sup>(a)</sup> | 2080 | 1872424 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/20/27 (Call 06/20/27) | 1165 | 1045287 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/20/25 (Call 05/20/25) | 1783 | 1682779 |
| &nbsp;&nbsp;&nbsp;2.90%, 02/26/25 (Call 01/26/25) | 1735 | 1657226 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/07/24 (Call 09/07/24) | 996 | 966446 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/09/23 (Call 03/09/23) | 1680 | 1674130 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 04/07/25<sup>(a)</sup> | 1290 | 1253787 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/13/24 (Call 02/13/24) | 1861 | 1836218 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/25 (Call 10/15/24) | 1484 | 1450851 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/06/26 (Call 07/06/26) | 535 | 516015 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 06/19/23 (Call 05/19/23)<sup>(a)</sup> | 1425 | 1419266 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/23 | 1009 | 1007266 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 07/13/25 (Call 04/13/25)<sup>(a)</sup> | 1115 | 1092991 |
| &nbsp;&nbsp;&nbsp;4.35%, 04/09/25 (Call 02/09/25) | 1488 | 1459166 |
| &nbsp;&nbsp;&nbsp;4.35%, 01/17/27 (Call 10/17/26) | 1195 | 1160646 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/09/27 (Call 03/09/27)<sup>(a)</sup> | 1480 | 1462950 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 01/17/24 (Call 12/17/23)<sup>(a)</sup> | 1151 | 1149674 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/01/26 (Call 12/01/25) | 1760 | 1764416 |
| &nbsp;&nbsp;&nbsp;6.00%, 01/09/28 (Call 12/09/27) | 820 | 843587 |
| &nbsp;&nbsp;&nbsp;6.05%, 10/10/25 | 1655 | 1686086 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.27%, 03/10/25 (Call 02/10/25) | 1515 | 1442295 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.53%, 03/10/27 (Call 02/10/27)<sup>(a)</sup> | 980 | 914874 |
| Stellantis NV, 5.25%, 04/15/23 | 1442 | 1441538 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.68%, 03/25/24 (Call 02/25/24)<sup>(a)</sup> | 1435 | 1370661 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.34%, 03/25/26 (Call 02/25/26)<sup>(a)</sup> | 1316 | 1196449 |
| &nbsp;&nbsp;&nbsp;2.36%, 07/02/24 | 730 | 706848 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.42%, 07/20/23<sup>(a)</sup> | 942 | 935301 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 04/06/23 | 693 | 687714 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 01/11/24<sup>(a)</sup> | 1070 | 1027376 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/14/23 | 1386 | 1354710 |
| &nbsp;&nbsp;&nbsp;0.50%, 06/18/24 | 1565 | 1477848 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/13/24 | 1045 | 981708 |
| &nbsp;&nbsp;&nbsp;0.80%, 10/16/25 | 1309 | 1185452 |
| &nbsp;&nbsp;&nbsp;0.80%, 01/09/26 | 804 | 726684 |
| &nbsp;&nbsp;&nbsp;1.13%, 06/18/26 | 1460 | 1308945 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 08/25/23<sup>(a)</sup> | 1196 | 1174268 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/13/25<sup>(a)</sup> | 1445 | 1359480 |
| &nbsp;&nbsp;&nbsp;1.80%, 02/13/25 | 1521 | 1439249 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 01/13/27<sup>(a)</sup> | 913 | 832507 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Auto Manufacturers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 10/07/24 | $656 | $629427 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 10/18/23<sup>(a)</sup> | 688 | 675281 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/22/24 | 300 | 291842 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/30/23<sup>(a)</sup> | 826 | 824032 |
| &nbsp;&nbsp;&nbsp;2.90%, 04/17/24 | 807 | 790556 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 | 1552 | 1500223 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/22/27 | 955 | 908492 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/11/28 | 70 | 65917 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/11/27 | 2735 | 2622311 |
| &nbsp;&nbsp;&nbsp;3.35%, 01/08/24 | 751 | 740555 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/14/25 | 449 | 437938 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 09/20/23<sup>(a)</sup> | 693 | 686600 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/18/25 | 2125 | 2079427 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/30/25 | 870 | 858354 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/20/24 | 1135 | 1129797 |
| &nbsp;&nbsp;&nbsp;4.55%, 09/20/27 | 2675 | 2700688 |
| &nbsp;&nbsp;&nbsp;4.63%, 01/12/28 | 570 | 575876 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/10/25 | 590 | 592070 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/10/25 | 785 | 803415 |
| &nbsp;&nbsp;&nbsp;5.45%, 11/10/27 | 250 | 260773 |
|  |  | 97832065 |
| **Auto Parts & Equipment — 0.2%** |  |  |
| Aptiv PLC/Aptiv Corp., 2.40%, 02/18/25 (Call 02/18/23) | 1405 | 1340879 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 07/01/27 (Call 05/01/27)<sup>(a)</sup> | 1245 | 1146134 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/15/25 (Call 12/15/24) | 1150 | 1116205 |
| Lear Corp., 3.80%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 525 | 500206 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 06/15/24 (Call 03/15/24) | 1268 | 1245021 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/01/25 (Call 07/01/25) | 1398 | 1373590 |
|  |  | 6722035 |
| **Banks — 34.6%** |  |  |
| Australia & New Zealand Banking Group Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;NY, 3.70%, 11/16/25<sup>(a)</sup> | 1273 | 1240836 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 09/18/23 | 1355 | 1320354 |
| &nbsp;&nbsp;&nbsp;1.13%, 09/18/25 | 1575 | 1428020 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.86%, 09/14/26 (Call 09/14/25)<sup>(b)</sup> | 400 | 401922 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 06/30/24 (Call 06/30/23)<sup>(b)</sup> | 2210 | 2165584 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.72%, 09/14/27 (Call 09/14/26)<sup>(b)</sup> | 725 | 634754 |
| &nbsp;&nbsp;&nbsp;1.85%, 03/25/26 | 2165 | 1952519 |
| &nbsp;&nbsp;&nbsp;2.71%, 06/27/24 | 2206 | 2136910 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/28/25 | 1518 | 1435113 |
| &nbsp;&nbsp;&nbsp;3.13%, 02/23/23 | 1145 | 1143992 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/24/25 | 1635 | 1584148 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/12/23 | 1495 | 1491863 |
| &nbsp;&nbsp;&nbsp;3.89%, 05/24/24 | 2185 | 2155130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 03/24/28 (Call 03/24/27)<sup>(b)</sup> | 500 | 476359 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/11/27 | 900 | 876508 |
| &nbsp;&nbsp;&nbsp;5.15%, 08/18/25 | 675 | 674666 |
| &nbsp;&nbsp;&nbsp;5.29%, 08/18/27 | 2400 | 2410434 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.52%, 06/14/24 (Call 06/14/23), (1 day SOFR + 0.410%)<sup>(b)</sup> | 2070 | 2033597 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 10/24/24 (Call 10/24/23), (1 day SOFR + 0.740%)<sup>(a)(b)</sup> | 2305 | 2230505 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 04/22/25 (Call 04/22/24), (1 day SOFR + 0.690%)<sup>(b)</sup> | 2601 | 2463464 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 09/25/25 (Call 09/25/24), (1 day SOFR + 0.910%)<sup>(b)</sup> | $1895 | $1765751 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 10/24/26 (Call 10/24/25), (1 day SOFR + 1.010%)<sup>(b)</sup> | 2980 | 2691002 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.32%, 06/19/26 (Call 06/19/25), (1 day SOFR + 1.150%)<sup>(b)</sup> | 3243 | 2970737 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.49%, 05/19/24 (Call 05/19/23), (1 day SOFR + 1.460%)<sup>(a)(b)</sup> | 830 | 821431 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 12/06/25 (Call 12/06/24), (1 day SOFR + 0.650%)<sup>(b)</sup> | 1735 | 1620837 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 07/22/27 (Call 07/22/26), (1 day SOFR + 0.960%)<sup>(b)</sup> | 6495 | 5825554 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), (1 day SOFR + 0.670%)<sup>(b)</sup> | 1710 | 1650284 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.02%, 02/13/26 (Call 02/13/25), (3 mo. LIBOR US + 0.640%)<sup>(b)</sup> | 2085 | 1956567 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.46%, 10/22/25 (Call 10/22/24), (3 mo. LIBOR US + 0.870%)<sup>(b)</sup> | 2367 | 2264730 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 02/04/28 (Call 02/04/27), (1 day SOFR + 1.050%)<sup>(b)</sup> | 1900 | 1735307 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)<sup>(b)</sup> | 1792 | 1733984 |
| &nbsp;&nbsp;&nbsp;3.25%, 10/21/27 (Call 10/21/26) | 350 | 334012 |
| &nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(3 mo. LIBOR US + 0.810%)<sup>(b)</sup> | 1970 | 1902954 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 04/02/26 (Call 04/02/25), (1 day SOFR + 1.330%)<sup>(b)</sup> | 2110 | 2040944 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.46%, 03/15/25 (Call 03/15/24), (3 mo. LIBOR US + 0.970%)<sup>(b)</sup> | 1905 | 1868663 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/19/26 | 2632 | 2555868 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.780%)<sup>(b)</sup> | 2991 | 2986253 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/23/27 (Call 04/23/26), (3 mo. LIBOR US + 1.060%)<sup>(b)</sup> | 1400 | 1337688 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/25/25 (Call 04/27/24), (1 day SOFR + 1.110%)<sup>(b)</sup> | 2055 | 2017756 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.86%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.940%)<sup>(b)</sup> | 2934 | 2916164 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/01/25 | 1732 | 1706433 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 | 1916 | 1896053 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/22/25 | 2250 | 2211430 |
| &nbsp;&nbsp;&nbsp;4.10%, 07/24/23 | 1883 | 1878095 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/22/24 | 3231 | 3208382 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/26/24 | 3080 | 3036080 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/22/26 | 3955 | 3882484 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 04/27/28 (Call 04/27/27), (1 day SOFR + 1.580%)<sup>(b)</sup> | 2190 | 2142845 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 1936 | 1917821 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 07/22/26 (Call 07/22/25)<sup>(b)</sup> | 2385 | 2376520 |
| &nbsp;&nbsp;&nbsp;5.08%, 01/20/27 | 1350 | 1354260 |
| &nbsp;&nbsp;&nbsp;Series L, 3.95%, 04/21/25 | 2550 | 2507353 |
| &nbsp;&nbsp;&nbsp;Series L, 4.18%, 11/25/27 (Call 11/25/26) | 3225 | 3168443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series N, 1.66%, 03/11/27 (Call 03/11/26), (1 day SOFR + 0.910%)<sup>(b)</sup> | 2950 | 2663943 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 09/15/23 | 1592 | 1548561 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 12/08/23<sup>(a)</sup> | 952 | 917216 |
| &nbsp;&nbsp;&nbsp;0.63%, 07/09/24 | 2190 | 2060961 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/22/27 (Call 01/22/26), (1 day SOFR + 0.603%)<sup>(b)</sup> | 1250 | 1116354 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 09/15/26 | $1822 | $1613792 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/10/25 | 1785 | 1676793 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 05/01/25<sup>(a)</sup> | 1895 | 1781824 |
| &nbsp;&nbsp;&nbsp;2.15%, 03/08/24 | 1910 | 1855533 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/28/24<sup>(a)</sup> | 2000 | 1935698 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 03/08/27<sup>(a)</sup> | 2460 | 2289393 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/07/25 | 1610 | 1571732 |
| &nbsp;&nbsp;&nbsp;5.20%, 12/12/24 | 1050 | 1056946 |
| &nbsp;&nbsp;&nbsp;5.20%, 02/01/28 | 700 | 714193 |
| &nbsp;&nbsp;&nbsp;Series E, 3.30%, 02/05/24 | 2557 | 2516744 |
| &nbsp;&nbsp;&nbsp;Series H, 4.25%, 09/14/24 | 195 | 193040 |
| &nbsp;&nbsp;&nbsp;Series H, 4.70%, 09/14/27 (Call 08/14/27) | 215 | 215598 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 12/07/23 (Call 11/07/23) | 760 | 734695 |
| &nbsp;&nbsp;&nbsp;0.50%, 04/26/24 (Call 03/26/24) | 763 | 724927 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/28/26 (Call 12/28/25) | 924 | 832481 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 10/15/26 (Call 09/15/26)<sup>(a)</sup> | 1590 | 1407188 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/24/25 (Call 03/24/25) | 1042 | 975672 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/26/27 (Call 12/26/26) | 1110 | 1019659 |
| &nbsp;&nbsp;&nbsp;2.10%, 10/24/24 | 1660 | 1593670 |
| &nbsp;&nbsp;&nbsp;2.20%, 08/16/23 (Call 06/16/23) | 1268 | 1249424 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/17/26 (Call 05/17/26) | 1020 | 953382 |
| &nbsp;&nbsp;&nbsp;2.80%, 05/04/26 (Call 02/04/26) | 1005 | 955707 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 09/11/24 (Call 08/11/24)<sup>(a)</sup> | 780 | 763506 |
| &nbsp;&nbsp;&nbsp;3.25%, 05/16/27 (Call 02/16/27) | 820 | 788011 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/25/25 (Call 03/25/25)<sup>(a)</sup> | 975 | 950597 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 04/15/24) | 543 | 534613 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 08/11/23<sup>(a)</sup> | 861 | 854345 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/28/23 | 841 | 838496 |
| &nbsp;&nbsp;&nbsp;Series 12, 3.65%, 02/04/24 (Call 01/05/24) | 1068 | 1053878 |
| &nbsp;&nbsp;&nbsp;Series G, 3.00%, 02/24/25 (Call 01/24/25) | 1097 | 1065330 |
| &nbsp;&nbsp;&nbsp;Series J, 0.85%, 10/25/24 (Call 09/25/24) | 885 | 831192 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 09/15/23 | 855 | 831489 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 09/15/23<sup>(a)</sup> | 862 | 840122 |
| &nbsp;&nbsp;&nbsp;0.65%, 07/31/24 | 1655 | 1554814 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/15/24 | 1785 | 1698424 |
| &nbsp;&nbsp;&nbsp;1.05%, 03/02/26 | 1597 | 1426782 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 06/11/25<sup>(a)</sup> | 1282 | 1184866 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/26 | 1440 | 1275373 |
| &nbsp;&nbsp;&nbsp;1.35%, 06/24/26 | 2875 | 2573491 |
| &nbsp;&nbsp;&nbsp;1.45%, 01/10/25 | 1145 | 1075370 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/23 | 651 | 645948 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/01/23 | 107 | 107000 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/02/27 | 1245 | 1130066 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/03/25 | 1580 | 1502297 |
| &nbsp;&nbsp;&nbsp;2.44%, 03/11/24 | 1465 | 1426569 |
| &nbsp;&nbsp;&nbsp;2.70%, 08/03/26 | 225 | 210729 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/11/27 | 1255 | 1172984 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/11/24 | 1946 | 1918139 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/11/25 | 1490 | 1446956 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/16/25 | 1781 | 1757391 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/02/26 | 590 | 589487 |
| Barclays Bank PLC, 3.75%, 05/15/24<sup>(a)</sup> | 1115 | 1100345 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.01%, 12/10/24 (Call 12/10/23)<sup>(b)</sup> | 2100 | 2020882 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.28%, 11/24/27 (Call 11/24/26)<sup>(b)</sup> | 1885 | 1685209 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/07/26 (Call 05/07/25), |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 2.714%)<sup>(b)</sup> | 2217 | 2104527 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/16/25 | 2506 | 2435714 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.93%, 05/07/25 (Call 05/07/24), (3 mo. LIBOR US + 1.610%)<sup>(b)</sup> | $2647 | $2593649 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.34%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.356%)<sup>(b)</sup> | 1193 | 1189534 |
| &nbsp;&nbsp;&nbsp;4.34%, 01/10/28 (Call 01/10/27) | 1500 | 1447563 |
| &nbsp;&nbsp;&nbsp;4.38%, 09/11/24 | 1729 | 1709006 |
| &nbsp;&nbsp;&nbsp;4.38%, 01/12/26 | 3226 | 3165790 |
| &nbsp;&nbsp;&nbsp;5.20%, 05/12/26 | 1822 | 1812510 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 08/09/26 (Call 08/09/25)<sup>(b)</sup> | 1245 | 1249330 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.33%, 11/02/26 (Call 11/02/25)<sup>(b)</sup> | 1600 | 1680653 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 03/03/23 | 951 | 950131 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/15/24 | 1338 | 1317326 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/02/26<sup>(a)</sup> | 600 | 572118 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/24 | 1114 | 1102213 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 06/22/23 | 1396 | 1372334 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 12/14/23<sup>(a)</sup> | 819 | 791453 |
| &nbsp;&nbsp;&nbsp;0.95%, 06/23/23 | 1379 | 1357311 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 10/23/25<sup>(a)</sup> | 923 | 837929 |
| &nbsp;&nbsp;&nbsp;1.00%, 10/18/24 | 990 | 929573 |
| &nbsp;&nbsp;&nbsp;1.25%, 06/22/26 | 1567 | 1399205 |
| &nbsp;&nbsp;&nbsp;2.25%, 01/28/25 | 1608 | 1531145 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 04/02/24<sup>(a)</sup> | 1333 | 1307634 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/07/25 | 1325 | 1284344 |
| &nbsp;&nbsp;&nbsp;3.45%, 04/07/27 | 750 | 718094 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/13/23<sup>(a)</sup> | 1194 | 1185425 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/04/25 | 855 | 841343 |
| Citibank NA, 3.65%, 01/23/24 (Call 12/23/23) | 2020 | 1998079 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.78%, 10/30/24 (Call 09/30/23), (1 day SOFR + 0.686%)<sup>(a)(b)</sup> | 2786 | 2693296 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/01/25 (Call 05/01/24), (1 day SOFR + 0.669%)<sup>(b)</sup> | 2405 | 2276023 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.12%, 01/28/27 (Call 01/28/26), (1 day SOFR + 0.765%)<sup>(b)</sup> | 3349 | 2982750 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.28%, 11/03/25 (Call 11/03/24), (1 day SOFR + 0.528%)<sup>(b)</sup> | 1505 | 1405738 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.46%, 06/09/27 (Call 06/09/26), (1 day SOFR + 0.770%)<sup>(b)</sup> | 3680 | 3269584 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.68%, 05/15/24 (Call 05/15/23), (1 day SOFR + 1.667%)<sup>(b)</sup> | 2433 | 2408785 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 01/25/26 (Call 01/25/25), (1 day SOFR + 0.694%)<sup>(b)</sup> | 2890 | 2714924 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.11%, 04/08/26 (Call 04/08/25), (1 day SOFR + 2.842%)<sup>(b)</sup> | 4493 | 4307601 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 10/21/26 (Call 07/21/26)<sup>(a)</sup> | 3720 | 3502692 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/17/26 (Call 03/17/25), (1 day SOFR + 1.528%)<sup>(b)</sup> | 1765 | 1699374 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/27/25<sup>(a)</sup> | 1696 | 1643837 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)<sup>(b)</sup> | 3613 | 3533917 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/01/26 | 2585 | 2487960 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/23 | 1414 | 1409485 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/12/26 | 2787 | 2719389 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/16/24 | 1416 | 1397528 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 10/25/23<sup>(a)</sup> | 783 | 778234 |
| &nbsp;&nbsp;&nbsp;3.88%, 03/26/25 | 1553 | 1524467 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.89%, 01/10/28 (Call 01/10/27), (3 mo. LIBOR US + 1.563%)<sup>(b)</sup> | $2075 | $1994873 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 08/05/24<sup>(a)</sup> | 2095 | 2075557 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.04%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)<sup>(a)(b)</sup> | 1375 | 1369824 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.14%, 05/24/25 (Call 05/24/24), (1 day SOFR + 1.372%)<sup>(a)(b)</sup> | 1735 | 1714081 |
| &nbsp;&nbsp;&nbsp;4.30%, 11/20/26 | 1595 | 1565086 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/10/25 | 3127 | 3102080 |
| &nbsp;&nbsp;&nbsp;4.45%, 09/29/27 | 5539 | 5437046 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 2360 | 2345201 |
| &nbsp;&nbsp;&nbsp;5.50%, 09/13/25 | 1946 | 1974433 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 09/29/26 (Call 09/29/25)<sup>(a)(b)</sup> | 2040 | 2070805 |
| Citizens Bank NA/Providence RI |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/28/25 (Call 03/28/25) | 442 | 415623 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/29/23 (Call 02/28/23) | 550 | 549390 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/18/26 (Call 11/18/25) | 480 | 464776 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.12%, 05/23/25 (Call 05/23/24)<sup>(b)</sup> | 810 | 798300 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.06%, 10/24/25 (Call 10/24/24)<sup>(b)</sup> | 785 | 798681 |
| Citizens Financial Group Inc., 2.85%, 07/27/26 (Call 04/25/26) | 378 | 354886 |
| Comerica Bank, 2.50%, 07/23/24 | 753 | 726697 |
| Comerica Inc., 3.70%, 07/31/23 (Call 07/01/23)<sup>(a)</sup> | 1126 | 1118246 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/21/26<sup>(a)</sup> | 1861 | 1778598 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/04/25 | 1909 | 1871535 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 12/01/23<sup>(a)</sup> | 25 | 24879 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 01/12/24 | 330 | 316296 |
| &nbsp;&nbsp;&nbsp;1.38%, 01/10/25 | 1175 | 1104764 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/21/25 | 1690 | 1650638 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/22/24 | 350 | 346215 |
| Credit Suisse AG |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 02/15/28 | 890 | 933934 |
| &nbsp;&nbsp;&nbsp;7.95%, 01/09/25 | 890 | 910453 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 02/02/24 | 1280 | 1206047 |
| &nbsp;&nbsp;&nbsp;0.52%, 08/09/23 | 1290 | 1248846 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/05/23 | 2141 | 2118311 |
| &nbsp;&nbsp;&nbsp;1.25%, 08/07/26 | 1990 | 1669476 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/09/25 | 1586 | 1463879 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/09/24 | 3738 | 3563471 |
| &nbsp;&nbsp;&nbsp;3.70%, 02/21/25 | 2750 | 2586396 |
| &nbsp;&nbsp;&nbsp;4.75%, 08/09/24 | 1125 | 1091187 |
| &nbsp;&nbsp;&nbsp;5.00%, 07/09/27 | 1210 | 1153276 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/26/25 | 3039 | 2850582 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/09/23 | 1809 | 1788776 |
| &nbsp;&nbsp;&nbsp;4.55%, 04/17/26 | 2335 | 2167316 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/01/25<sup>(a)</sup> | 1135 | 1100009 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.12%, 07/14/26 (Call 07/14/25)<sup>(b)</sup> | 1660 | 1680711 |
| Deutsche Bank AG/London, 3.70%, 05/30/24 | 1245 | 1235653 |
| Deutsche Bank AG/New York NY 0.90%, 05/28/24 | 1595 | 1510310 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 04/01/25 (Call 04/01/24), (1 day SOFR + 1.131%)<sup>(b)</sup> | 1210 | 1144020 |
| &nbsp;&nbsp;&nbsp;1.69%, 03/19/26 | 995 | 908580 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 11/24/26 (Call 11/24/25), (1 day SOFR + 1.870%)<sup>(b)</sup> | 1910 | 1724141 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 09/18/24 (Call 09/18/23), (1 day SOFR + 2.159%)<sup>(b)</sup> | $2268 | $2220138 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.31%, 11/16/27 (Call 11/16/26), (1 day SOFR + 1.219%)<sup>(b)</sup> | 2100 | 1862311 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 01/07/28 (Call 01/07/27), (1 day SOFR + 1.318%)<sup>(b)</sup> | 1945 | 1736604 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/30/24 | 1044 | 1020931 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 02/27/23<sup>(a)</sup> | 1274 | 1271738 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 11/26/25 (Call 11/26/24), (1 day SOFR + 2.581%)<sup>(b)</sup> | 1991 | 1929426 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.16%, 05/13/25<sup>(a)</sup> | 250 | 246865 |
| &nbsp;&nbsp;&nbsp;Series E, 0.96%, 11/08/23 | 1265 | 1225861 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/12/24 (Call 08/12/24) | 1578 | 1510430 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/06/23 | 340 | 339945 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 1255 | 1188772 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 08/08/23<sup>(a)</sup> | 1148 | 1142605 |
| Fifth Third Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 05/05/23 (Call 04/05/23) | 470 | 466185 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 11/01/27 (Call 11/01/26), (1 day SOFR + 0.685%)<sup>(b)</sup> | 340 | 307306 |
| &nbsp;&nbsp;&nbsp;2.38%, 01/28/25 (Call 12/29/24) | 1459 | 1392262 |
| &nbsp;&nbsp;&nbsp;2.55%, 05/05/27 (Call 04/05/27) | 310 | 286057 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/25/24 (Call 12/25/23) | 2044 | 2019078 |
| &nbsp;&nbsp;&nbsp;4.30%, 01/16/24 (Call 12/16/23) | 508 | 505700 |
| Fifth Third Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 02/01/27 (Call 01/01/27)<sup>(a)</sup> | 1250 | 1147121 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/15/26 (Call 02/15/26) | 490 | 472050 |
| &nbsp;&nbsp;&nbsp;3.95%, 07/28/25 (Call 06/28/25) | 1150 | 1136506 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 10/27/25 (Call 10/27/24)<sup>(a)(b)</sup> | 1885 | 1913328 |
| Goldman Sachs Group Inc. (The) 0.52%, 03/08/23 | 675 | 672221 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.66%, 09/10/24 (Call 09/10/23), (1 day SOFR + 0.505%)<sup>(b)</sup> | 2155 | 2090344 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.67%, 03/08/24 (Call 03/08/23), (1 day SOFR + 0.572%)<sup>(b)</sup> | 3037 | 3015556 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.86%, 02/12/26 (Call 02/12/25), (1 day SOFR + 0.609%)<sup>(b)</sup> | 1725 | 1579926 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.93%, 10/21/24 (Call 10/21/23), (1 day SOFR + 0.486%)<sup>(b)</sup> | 2725 | 2636075 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 12/09/26 (Call 12/09/25), (1 day SOFR + 0.789%)<sup>(b)</sup> | 995 | 889350 |
| &nbsp;&nbsp;&nbsp;1.22%, 12/06/23 (Call 02/06/23) | 560 | 542792 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.43%, 03/09/27 (Call 03/09/26), (1 day SOFR + 0.798%)<sup>(b)</sup> | 2390 | 2139021 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 09/10/27 (Call 09/10/26), (1 day SOFR + 0.818%)<sup>(b)</sup> | 3630 | 3203843 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.76%, 01/24/25 (Call 01/24/24), (1 day SOFR + 0.730%)<sup>(b)</sup> | 2805 | 2699561 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 10/21/27 (Call 10/21/26), (1 day SOFR + 0.913%)<sup>(b)</sup> | 6015 | 5382607 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.64%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.114%)<sup>(b)</sup> | 1215 | 1113751 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/24 | 1960 | 1920438 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/23/23 (Call 02/16/23) | 1042 | 1041102 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.27%, 09/29/25 (Call 09/29/24), (3 mo. LIBOR US + 1.201%)<sup>(b)</sup> | 4036 | 3910337 |
| &nbsp;&nbsp;&nbsp;3.50%, 01/23/25 (Call 10/23/24) | 3265 | 3179509 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/01/25 (Call 03/01/25) | 4833 | 4690841 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/16/26 (Call 11/16/25) | 2590 | 2479282 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 03/15/28 (Call 03/15/27), (1 day SOFR + 1.846%)<sup>(b)</sup> | $840 | $799867 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/20/24 (Call 01/20/24) | 2289 | 2259676 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/22/25 (Call 02/22/25) | 2931 | 2865666 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/25/26 (Call 11/25/25)<sup>(a)</sup> | 2112 | 2063092 |
| &nbsp;&nbsp;&nbsp;3.85%, 07/08/24 (Call 04/08/24) | 2071 | 2041969 |
| &nbsp;&nbsp;&nbsp;3.85%, 01/26/27 (Call 01/26/26) | 5210 | 5038738 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 4653 | 4607517 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/21/25 | 2856 | 2811014 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.39%, 06/15/27 (Call 06/15/26)<sup>(b)</sup> | 1315 | 1288628 |
| &nbsp;&nbsp;&nbsp;5.70%, 11/01/24 | 1020 | 1034759 |
| &nbsp;&nbsp;&nbsp;5.95%, 01/15/27 | 830 | 863891 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.98%, 05/24/25 (Call 05/24/24), (1 day SOFR + 0.708%)<sup>(b)</sup> | 3447 | 3237078 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 11/22/24 (Call 11/22/23), (1 day SOFR + 0.580%)<sup>(a)(b)</sup> | 1375 | 1326613 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/24/27 (Call 05/24/26), (1 day SOFR + 1.290%)<sup>(b)</sup> | 2345 | 2079456 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 04/18/26 (Call 04/18/25), (1 day SOFR + 1.538%)<sup>(b)</sup> | 2866 | 2642786 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.10%, 06/04/26 (Call 06/04/25), (1 day SOFR + 1.929%)<sup>(b)</sup> | 2620 | 2430533 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 11/22/27 (Call 11/22/26), (1 day SOFR + 1.100%)<sup>(b)</sup> | 3375 | 3025970 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 11/07/25 (Call 11/07/24), (1 day SOFR + 1.401%)<sup>(b)</sup> | 2485 | 2370573 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/10/26 (Call 03/10/25), (1 day SOFR + 1.430%)<sup>(b)</sup> | 250 | 238222 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/25/23 | 2345 | 2339780 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)<sup>(b)</sup> | 3857 | 3787521 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/25/26 | 3245 | 3132859 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 0.987%)<sup>(b)</sup> | 2342 | 2331414 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.18%, 12/09/25 (Call 12/09/24)<sup>(a)(b)</sup> | 1345 | 1323318 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/14/24 | 2954 | 2927843 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 1637 | 1604840 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 09/12/26 (Call 09/15/25), (3 mo. LIBOR US + 1.348%)<sup>(b)</sup> | 1010 | 983649 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 3823 | 3743880 |
| &nbsp;&nbsp;&nbsp;4.38%, 11/23/26 | 995 | 976853 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.34%, 11/03/26 (Call 11/03/25)<sup>(a)(b)</sup> | 2325 | 2459225 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.39%, 11/03/28 (Call 11/03/27)<sup>(b)</sup> | 1125 | 1226126 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/23/24 | 1339 | 1313672 |
| &nbsp;&nbsp;&nbsp;3.75%, 05/24/24 | 1880 | 1857145 |
| Huntington Bancshares Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 08/06/24 (Call 07/06/24) | 1037 | 1002957 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 04/15/25) | 735 | 721436 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 10/06/23 (Call 09/06/23) | 835 | 827394 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.01%, 05/16/25 (Call 05/16/24)<sup>(a)(b)</sup> | 680 | 669374 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 11/18/25 (Call 11/18/24)<sup>(b)</sup> | 1250 | 1263765 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.73%, 04/01/27 (Call 04/01/26), (1 day SOFR + 1.005%)<sup>(b)</sup> | 1375 | 1235449 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/09/24 | 1072 | 1053677 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 03/28/26 (Call 03/28/25), (1 day SOFR + 1.640%)<sup>(b)</sup> | 1135 | 1101735 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/29/27 | $1625 | $1572832 |
| &nbsp;&nbsp;&nbsp;4.10%, 10/02/23 | 1737 | 1727597 |
| Intesa Sanpaolo SpA, 5.25%, 01/12/24 | 672 | 670758 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.56%, 02/16/25 (Call 02/16/24), (1 day SOFR + 0.420%)<sup>(b)</sup> | 910 | 865191 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 09/16/24 (Call 09/16/23), (3 mo. SOFR + 0.600%)<sup>(a)(b)</sup> | 805 | 782076 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 03/16/24 (Call 03/16/23), (1 day SOFR + 0.580%)<sup>(b)</sup> | 2114 | 2101651 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.77%, 08/09/25 (Call 08/09/24), (1 day SOFR + 0.490%)<sup>(b)</sup> | 2030 | 1894742 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.82%, 06/01/25 (Call 06/01/24), (1 day SOFR + 0.540%)<sup>(b)</sup> | 2395 | 2254635 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.97%, 06/23/25 (Call 06/23/24), (3 mo. SOFR + 0.580%)<sup>(b)</sup> | 2915 | 2742564 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.04%, 02/04/27 (Call 02/04/26), (3 mo. SOFR + 0.695%)<sup>(b)</sup> | 1080 | 961819 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.05%, 11/19/26 (Call 11/19/25), (1 day SOFR + 0.800%)<sup>(a)(b)</sup> | 1535 | 1376415 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.47%, 09/22/27 (Call 09/22/26), (1 day SOFR + 0.765%)<sup>(b)</sup> | 3125 | 2770036 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 06/01/24 (Call 06/01/23), (1 day SOFR + 1.455%)<sup>(b)</sup> | 830 | 820097 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.56%, 12/10/25 (Call 12/10/24), (1 day SOFR + 0.605%)<sup>(b)</sup> | 3205 | 3002905 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.58%, 04/22/27 (Call 04/22/26), (1 day SOFR + 0.885%)<sup>(b)</sup> | 3800 | 3412118 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), (3 mo. SOFR + 1.585%)<sup>(b)</sup> | 2582 | 2427100 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.08%, 04/22/26 (Call 04/22/25), (1 day SOFR + 1.850%)<sup>(b)</sup> | 3712 | 3483897 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 10/15/25 (Call 10/15/24), (1 day SOFR + 1.160%)<sup>(b)</sup> | 1902 | 1810377 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 02/24/26 (Call 02/24/25), (1 day SOFR + 0.915%)<sup>(b)</sup> | 1685 | 1604511 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 05/18/23 (Call 03/18/23)<sup>(a)</sup> | 1668 | 1657338 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 10/01/26 (Call 07/01/26)<sup>(a)</sup> | 3710 | 3531633 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/24/28 (Call 02/24/27), (1 day SOFR + 1.170%)<sup>(b)</sup> | 2495 | 2314029 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 01/23/25 (Call 10/23/24)<sup>(a)</sup> | 2914 | 2840665 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 03/15/26) | 1995 | 1912519 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.22%, 03/01/25 (Call 03/01/24), (3 mo. LIBOR US + 1.155%)<sup>(b)</sup> | 2536 | 2480837 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/26 (Call 01/01/26) | 3260 | 3141424 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 05/01/23<sup>(a)</sup> | 1663 | 1657281 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.56%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)<sup>(b)</sup> | 551 | 548964 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 05/13/24<sup>(a)</sup> | 2374 | 2350495 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)<sup>(a)(b)</sup> | 2674 | 2656469 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/14/25 (Call 06/14/24)<sup>(b)</sup> | 1435 | 1411324 |
| &nbsp;&nbsp;&nbsp;3.88%, 02/01/24 | 1497 | 1483546 |
| &nbsp;&nbsp;&nbsp;3.88%, 09/10/24 | 3714 | 3656001 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/25 (Call 04/15/25) | 3640 | 3591955 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.96%, 01/29/27 (Call 01/29/26), (3 mo. LIBOR US + 1.245%)<sup>(b)</sup> | 1205 | 1176619 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.02%, 12/05/24 (Call 12/05/23), (3 mo. LIBOR US + 1.000%)<sup>(a)(b)</sup> | 2965 | 2935606 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/26/26 (Call 04/26/25), (1 day SOFR + 1.320%)<sup>(b)</sup> | $1642 | $1612561 |
| &nbsp;&nbsp;&nbsp;4.13%, 12/15/26 | 760 | 749930 |
| &nbsp;&nbsp;&nbsp;4.25%, 10/01/27 | 175 | 173167 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.32%, 04/26/28 (Call 04/26/27), (1 day SOFR + 1.560%)<sup>(b)</sup> | 2765 | 2705698 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 07/25/28 (Call 07/25/27)<sup>(b)</sup> | 2725 | 2724869 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 12/15/25 (Call 12/15/24)<sup>(b)</sup> | 3000 | 3024213 |
| &nbsp;&nbsp;&nbsp;7.63%, 10/15/26 | 260 | 286864 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.00%, 04/29/27<sup>(a)</sup> | 15 | 17092 |
| KeyBank NA, 4.70%, 01/26/26 | 285 | 285263 |
| KeyBank NA/Cleveland OH <br> 0.43%, 06/14/24 (Call 06/14/23), (1 day SOFR + 0.320%)<sup>(b)</sup> | 600 | 588071 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 03/10/23<sup>(a)</sup> | 837 | 834232 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 06/01/25<sup>(a)</sup> | 1280 | 1240779 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/07/23 | 584 | 583672 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/20/26 | 565 | 537807 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.15%, 08/08/25<sup>(a)</sup> | 1070 | 1056514 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 01/03/24 (Call 03/03/23), (1 day SOFR + 0.340%)<sup>(a)(b)</sup> | 408 | 408000 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/16/27) | 1250 | 1308383 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/06/27 | 525 | 479923 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 05/23/25 (Call 05/23/24)<sup>(a)(b)</sup> | 630 | 619700 |
| &nbsp;&nbsp;&nbsp;4.15%, 10/29/25 | 890 | 878166 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.70%, 05/11/24 (Call 05/11/23), (1 year CMT + 0.550%)<sup>(b)</sup> | 700 | 690029 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.63%, 05/11/27 (Call 05/11/26)<sup>(b)</sup> | 815 | 724880 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.44%, 02/05/26 (Call 02/05/25)<sup>(a)(b)</sup> | 2211 | 2085487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.51%, 03/18/26 (Call 03/18/25)<sup>(a)(b)</sup> | 1075 | 1035842 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/11/27 | 1135 | 1081347 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/18/28 (Call 03/18/27)<sup>(b)</sup> | 1125 | 1068753 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.87%, 07/09/25 (Call 07/09/24)<sup>(b)</sup> | 1968 | 1930621 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 03/12/24<sup>(a)</sup> | 1844 | 1825254 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 08/16/23<sup>(a)</sup> | 2091 | 2080398 |
| &nbsp;&nbsp;&nbsp;4.45%, 05/08/25 | 2060 | 2033391 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/04/24 | 1302 | 1288797 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 12/10/25<sup>(a)</sup> | 843 | 825586 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/24/26 | 1137 | 1117994 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 08/11/26 (Call 08/11/25)<sup>(b)</sup> | 1900 | 1878164 |
| M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23)<sup>(a)</sup> | 412 | 408684 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 02/06/25 (Call 01/06/25) | 1045 | 1005300 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/17/27 | 50 | 46929 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 01/27/26<sup>(a)</sup> | 2000 | 1995286 |
| &nbsp;&nbsp;&nbsp;4.70%, 01/27/28 | 2000 | 1995851 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/21/25 (Call 10/21/25) | 1760 | 1792300 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 09/15/24 (Call 09/15/23)<sup>(a)(b)</sup> | 1892 | 1838042 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 07/19/25 (Call 07/19/24)<sup>(b)</sup> | 2400 | 2251079 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.96%, 10/11/25 (Call 10/11/24)<sup>(b)</sup> | 1070 | 993314 |
| &nbsp;&nbsp;&nbsp;1.41%, 07/17/25 | 2039 | 1868899 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.54%, 07/20/27 (Call 07/20/26)<sup>(b)</sup> | 2455 | 2175762 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 10/13/27 (Call 10/13/26)<sup>(b)</sup> | 540 | 476340 |
| &nbsp;&nbsp;&nbsp;2.19%, 02/25/25 | 3107 | 2938567 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.34%, 01/19/28 (Call 01/19/27)<sup>(b)</sup> | 1505 | 1355398 |
| &nbsp;&nbsp;&nbsp;2.53%, 09/13/23 | 494 | 488686 |
| &nbsp;&nbsp;&nbsp;2.76%, 09/13/26 | 152 | 141411 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 07/18/24 | $1580 | $1532668 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 07/25/27<sup>(a)</sup> | 1285 | 1212999 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.41%, 03/07/24<sup>(a)</sup> | 2226 | 2189598 |
| &nbsp;&nbsp;&nbsp;3.46%, 03/02/23 | 673 | 672452 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.68%, 02/22/27<sup>(a)</sup> | 50 | 48195 |
| &nbsp;&nbsp;&nbsp;3.76%, 07/26/23 | 1977 | 1972764 |
| &nbsp;&nbsp;&nbsp;3.78%, 03/02/25 | 846 | 825966 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.84%, 04/17/26 (Call 04/17/25)<sup>(b)</sup> | 605 | 588463 |
| &nbsp;&nbsp;&nbsp;3.85%, 03/01/26 | 3028 | 2927037 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.08%, 04/19/28 (Call 04/19/27)<sup>(b)</sup> | 1525 | 1474406 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 07/18/25 (Call 07/18/24)<sup>(b)</sup> | 1535 | 1525635 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 07/20/28 (Call 07/20/27)<sup>(b)</sup> | 625 | 627004 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 09/12/25 (Call 09/12/24)<sup>(b)</sup> | 1595 | 1592853 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 09/08/24 (Call 09/08/23), (1 day SOFR + 0.872%)<sup>(b)</sup> | 1357 | 1322298 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.23%, 05/22/27 (Call 05/22/26)<sup>(b)</sup> | 1970 | 1730643 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.24%, 07/10/24 (Call 07/10/23), (1 day SOFR + 1.252%)<sup>(b)</sup> | 1851 | 1816114 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.55%, 07/09/27 (Call 07/09/26)<sup>(b)</sup> | 700 | 619722 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.23%, 05/25/26 (Call 05/25/25), (3 mo. LIBOR US + 0.830%)<sup>(b)</sup> | 1620 | 1507265 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.56%, 09/13/25 (Call 09/13/24), (1 day SOFR + 1.362%)<sup>(b)</sup> | 810 | 771972 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 05/22/26 (Call 05/22/25)<sup>(b)</sup> | 1425 | 1337293 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.84%, 07/16/25 (Call 07/16/24), (1 day SOFR + 1.242%)<sup>(b)</sup> | 555 | 533493 |
| &nbsp;&nbsp;&nbsp;2.84%, 09/13/26 | 510 | 472936 |
| &nbsp;&nbsp;&nbsp;3.55%, 03/05/23 | 572 | 571536 |
| &nbsp;&nbsp;&nbsp;3.66%, 02/28/27 | 615 | 585809 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.92%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)<sup>(a)(b)</sup> | 1523 | 1508479 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.73%, 04/05/24 (Call 04/05/23), (1 day SOFR + 0.616%)<sup>(b)</sup> | 397 | 393139 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 01/22/25 (Call 01/22/24), (1 day SOFR + 0.509%)<sup>(b)</sup> | 1663 | 1586400 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 05/30/25 (Call 05/30/24), (1 day SOFR + 0.525%)<sup>(b)</sup> | 3000 | 2819086 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.99%, 12/10/26 (Call 12/10/25), (1 day SOFR + 0.720%)<sup>(b)</sup> | 2050 | 1824197 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.16%, 10/21/25 (Call 10/21/24), (1 day SOFR + 0.560%)<sup>(b)</sup> | 3125 | 2911408 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.51%, 07/20/27 (Call 07/20/26), (1 day SOFR + 0.858%)<sup>(b)</sup> | 2840 | 2531935 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.59%, 05/04/27 (Call 04/04/27), (1 day SOFR + 0.879%)<sup>(a)(b)</sup> | 3265 | 2930006 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/28/26 (Call 04/28/25), (1 day SOFR + 1.990%)<sup>(b)</sup> | 5602 | 5264399 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.48%, 01/21/28 (Call 01/21/27), (1 day SOFR + 1.000%)<sup>(b)</sup> | 2115 | 1925458 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 02/18/26 (Call 02/18/25), (1 day SOFR + 0.940%)<sup>(b)</sup> | 4115 | 3907742 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), (1 day SOFR + 1.152%)<sup>(b)</sup> | 1914 | 1847344 |
| &nbsp;&nbsp;&nbsp;3.13%, 07/27/26 | 2005 | 1899916 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.62%, 04/17/25 (Call 04/17/24), (1 day SOFR + 1.160%)<sup>(b)</sup> | 1730 | 1698188 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/20/27 | 4760 | 4614083 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/23/24 | 3746 | 3679551 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.74%, 04/24/24 (Call 04/24/23), (3 mo. LIBOR US + 0.847%)<sup>(b)</sup> | $885 | $881730 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/25/23<sup>(a)</sup> | 1865 | 1863226 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/27/26 | 4535 | 4427827 |
| &nbsp;&nbsp;&nbsp;3.95%, 04/23/27 | 4420 | 4273091 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/23/25 | 3799 | 3738890 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 05/22/23<sup>(a)</sup> | 2705 | 2699620 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.21%, 04/20/28 (Call 04/20/27), (1 day SOFR + 1.610%)<sup>(b)</sup> | 910 | 884751 |
| &nbsp;&nbsp;&nbsp;4.35%, 09/08/26 | 2705 | 2656866 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 07/17/26 (Call 07/17/25)<sup>(b)</sup> | 2570 | 2551956 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 01/25/24 (Call 12/25/23), (1 day SOFR + 0.455%)<sup>(b)</sup> | 2440 | 2440000 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/24/25 | 2660 | 2672814 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.14%, 10/16/26 (Call 10/16/25)<sup>(b)</sup> | 10 | 10271 |
| &nbsp;&nbsp;&nbsp;6.25%, 08/09/26 | 1230 | 1294968 |
| &nbsp;&nbsp;&nbsp;Series F, 3.88%, 04/29/24 | 4362 | 4316510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series I, 0.86%, 10/21/25 (Call 10/21/24), (1 day SOFR + 0.745%)<sup>(b)</sup> | 3924 | 3639407 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 06/09/27<sup>(a)</sup> | 825 | 804497 |
| &nbsp;&nbsp;&nbsp;4.94%, 01/12/28 | 890 | 910365 |
| &nbsp;&nbsp;&nbsp;4.97%, 01/12/26 | 890 | 900654 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 07/12/26 | 1205 | 1121497 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/12/23<sup>(a)</sup> | 380 | 378854 |
| &nbsp;&nbsp;&nbsp;3.38%, 01/14/26 | 1325 | 1281495 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/09/25<sup>(a)</sup> | 420 | 408962 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 06/20/23<sup>(a)</sup> | 580 | 578681 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 11/15/24 (Call 11/15/23)<sup>(b)</sup> | 1165 | 1122933 |
| &nbsp;&nbsp;&nbsp;0.75%, 08/06/24 | 840 | 792203 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/25 (Call 06/09/24)<sup>(b)</sup> | 245 | 240689 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/17/25 | 550 | 553588 |
| Natwest Group PLC, 2.36%, 05/22/24 (Call 05/22/23)<sup>(a)(b)</sup> | 1558 | 1541803 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.64%, 06/14/27 (Call 06/14/26)<sup>(b)</sup> | 1150 | 1023860 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 03/22/25 (Call 03/22/24), (3 mo. LIBOR US + 1.762%)<sup>(b)</sup> | 3426 | 3375695 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.52%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)<sup>(a)(b)</sup> | 2170 | 2158769 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/05/26 | 1628 | 1621730 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.47%, 11/10/26 (Call 11/10/25)<sup>(b)</sup> | 2790 | 2948611 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 10/30/25 | 1385 | 1364368 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 05/10/27 (Call 04/10/27)<sup>(a)</sup> | 1470 | 1454281 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 02/23/25 (Call 01/23/25) | 1215 | 1176313 |
| &nbsp;&nbsp;&nbsp;3.10%, 10/25/27 (Call 09/25/27) | 1060 | 1012566 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/01/25 (Call 05/02/25)<sup>(a)</sup> | 1377 | 1339237 |
| &nbsp;&nbsp;&nbsp;3.25%, 01/22/28 (Call 12/23/27) | 1000 | 956339 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24)<sup>(a)</sup> | 921 | 900485 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/08/23 (Call 05/08/23) | 594 | 591324 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/25/23 (Call 06/25/23) | 599 | 597429 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/10/25 (Call 03/10/25) | 890 | 874207 |
| &nbsp;&nbsp;&nbsp;4.20%, 11/01/25 (Call 10/01/25) | 675 | 668569 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/27/24 (Call 07/27/24) | 1281 | 1237149 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 08/13/26 (Call 07/13/26) | 995 | 885948 |
| &nbsp;&nbsp;&nbsp;2.20%, 11/01/24 (Call 10/02/24) | 1513 | 1455412 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 07/23/26 (Call 05/24/26) | $675 | $634298 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/19/27 (Call 04/19/27)<sup>(a)</sup> | 765 | 729502 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/23/24 (Call 12/24/23)<sup>(a)</sup> | 1742 | 1720391 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/29/24 (Call 03/29/24) | 1515 | 1500379 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 01/26/27 (Call 01/26/26)<sup>(b)</sup> | 2065 | 2067569 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 10/28/25 (Call 10/28/24)<sup>(b)</sup> | 770 | 779990 |
| Regions Financial Corp., 2.25%, 05/18/25 (Call 04/18/25) | 214 | 202077 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.43%, 01/19/24<sup>(a)</sup> | 884 | 847088 |
| &nbsp;&nbsp;&nbsp;0.50%, 10/26/23 | 822 | 797191 |
| &nbsp;&nbsp;&nbsp;0.65%, 07/29/24 | 1450 | 1363506 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 10/07/24<sup>(a)</sup> | 1620 | 1518389 |
| &nbsp;&nbsp;&nbsp;0.88%, 01/20/26 | 1949 | 1752215 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/10/25 | 1711 | 1576931 |
| &nbsp;&nbsp;&nbsp;1.15%, 07/14/26 | 1537 | 1373049 |
| &nbsp;&nbsp;&nbsp;1.20%, 04/27/26 | 1807 | 1628687 |
| &nbsp;&nbsp;&nbsp;1.40%, 11/02/26 | 1525 | 1355983 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/17/23 | 679 | 674539 |
| &nbsp;&nbsp;&nbsp;1.60%, 01/21/25 | 830 | 782533 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.05%, 01/21/27<sup>(a)</sup> | 914 | 834654 |
| &nbsp;&nbsp;&nbsp;2.25%, 11/01/24 | 2044 | 1960879 |
| &nbsp;&nbsp;&nbsp;2.55%, 07/16/24 | 1893 | 1832856 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/14/25 | 1505 | 1467450 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/04/27 | 1690 | 1631747 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/05/23 | 1645 | 1632132 |
| &nbsp;&nbsp;&nbsp;3.97%, 07/26/24 | 1510 | 1493405 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.24%, 08/03/27<sup>(a)</sup> | 1070 | 1054114 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/27/26 | 2109 | 2095215 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/12/26 | 900 | 904656 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/12/28 | 900 | 908810 |
| &nbsp;&nbsp;&nbsp;5.66%, 10/25/24 | 535 | 544050 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/01/27 | 1905 | 2011201 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.49%, 01/06/28 (Call 01/06/27), (1 day SOFR + 1.249%)<sup>(b)</sup> | 530 | 466211 |
| &nbsp;&nbsp;&nbsp;3.24%, 10/05/26 (Call 08/05/26) | 780 | 732950 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/02/25 (Call 05/02/25) | 1113 | 1067181 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/07/24 (Call 05/07/24) | 2005 | 1959041 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 06/09/25 (Call 06/09/24)<sup>(b)</sup> | 830 | 812238 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/13/27 (Call 04/14/27) | 890 | 866774 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/17/25 (Call 04/17/25) | 1406 | 1389064 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.81%, 09/09/26 (Call 09/09/25)<sup>(a)(b)</sup> | 750 | 758520 |
| Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.09%, 03/15/25 (Call 03/15/24), (1 day SOFR + 0.787%)<sup>(b)</sup> | 1280 | 1213312 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.53%, 08/21/26 (Call 08/21/25)<sup>(b)</sup> | 1012 | 906423 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.67%, 06/14/27 (Call 06/14/26), (1 day SOFR + 0.989%)<sup>(b)</sup> | 2055 | 1804752 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.47%, 01/11/28 (Call 01/11/27), (1 day SOFR + 1.220%)<sup>(b)</sup> | 300 | 267096 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 11/15/24 (Call 11/15/23), (3 mo. LIBOR US + 1.570%)<sup>(a)(b)</sup> | 1151 | 1139295 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.83%, 11/21/26 (Call 11/21/25)<sup>(b)</sup> | 355 | 367523 |
| Santander UK PLC, 4.00%, 03/13/24 | 1847 | 1827100 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 05/19/26 | 345 | 328167 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 12/16/24<sup>(a)</sup> | 1833 | 1795691 |
| &nbsp;&nbsp;&nbsp;3.55%, 08/18/25 | 2131 | 2087332 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/20/23 | 1156 | 1145479 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.86%, 01/26/26 (Call 01/26/25)<sup>(b)</sup> | 690 | 692101 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Sumitomo Mitsui Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/11/24<sup>(a)</sup> | $1125 | $1097803 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/23/25 | 40 | 38712 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 07/19/23<sup>(a)</sup> | 275 | 274353 |
| &nbsp;&nbsp;&nbsp;3.95%, 01/10/24 | 650 | 643984 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.51%, 01/12/24 | 420 | 402737 |
| &nbsp;&nbsp;&nbsp;0.95%, 01/12/26 | 1359 | 1213092 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 09/17/26<sup>(a)</sup> | 2795 | 2470367 |
| &nbsp;&nbsp;&nbsp;1.47%, 07/08/25 | 3145 | 2889291 |
| &nbsp;&nbsp;&nbsp;2.17%, 01/14/27 | 660 | 596518 |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/25 | 1764 | 1680541 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 09/27/24<sup>(a)</sup> | 1925 | 1845914 |
| &nbsp;&nbsp;&nbsp;2.63%, 07/14/26 | 3100 | 2875446 |
| &nbsp;&nbsp;&nbsp;2.70%, 07/16/24 | 3595 | 3476886 |
| &nbsp;&nbsp;&nbsp;3.01%, 10/19/26 | 930 | 873375 |
| &nbsp;&nbsp;&nbsp;3.35%, 10/18/27 | 590 | 557452 |
| &nbsp;&nbsp;&nbsp;3.36%, 07/12/27 | 1705 | 1611356 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/11/27 | 1690 | 1609961 |
| &nbsp;&nbsp;&nbsp;3.54%, 01/17/28 | 120 | 114343 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/19/23 | 873 | 868386 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.78%, 03/09/26<sup>(a)</sup> | 2355 | 2292252 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.94%, 10/16/23<sup>(a)</sup> | 1225 | 1217477 |
| &nbsp;&nbsp;&nbsp;5.46%, 01/13/26 | 500 | 507777 |
| &nbsp;&nbsp;&nbsp;5.52%, 01/13/28 | 1610 | 1660884 |
| SVB Financial Group, 1.80%, 10/28/26 (Call 09/28/26) | 460 | 406222 |
| Svenska Handelsbanken AB, 3.90%, 11/20/23<sup>(a)</sup> | 1511 | 1499611 |
| Synchrony Bank |  |  |
| &nbsp;&nbsp;&nbsp;5.40%, 08/22/25 (Call 07/22/25) | 995 | 990728 |
| &nbsp;&nbsp;&nbsp;5.63%, 08/23/27 (Call 07/23/27) | 1200 | 1194566 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.30%, 06/02/23 | 1216 | 1198238 |
| &nbsp;&nbsp;&nbsp;0.45%, 09/11/23 | 1244 | 1211626 |
| &nbsp;&nbsp;&nbsp;0.55%, 03/04/24 | 862 | 823928 |
| &nbsp;&nbsp;&nbsp;0.70%, 09/10/24 | 810 | 759087 |
| &nbsp;&nbsp;&nbsp;0.75%, 06/12/23 | 1167 | 1149923 |
| &nbsp;&nbsp;&nbsp;0.75%, 09/11/25 | 1135 | 1024937 |
| &nbsp;&nbsp;&nbsp;0.75%, 01/06/26 | 1449 | 1296370 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/12/25 | 1266 | 1164348 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/26 | 1290 | 1150252 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/13/24 | 1190 | 1117476 |
| &nbsp;&nbsp;&nbsp;1.25%, 09/10/26 | 1915 | 1696415 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 01/10/25<sup>(a)</sup> | 1095 | 1028653 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/12/27 | 1325 | 1207059 |
| &nbsp;&nbsp;&nbsp;2.35%, 03/08/24 | 2060 | 2007223 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/12/24 | 2476 | 2409038 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/10/27 | 2045 | 1915979 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/11/24 | 2255 | 2216223 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/19/23<sup>(a)</sup> | 1390 | 1382464 |
| &nbsp;&nbsp;&nbsp;3.77%, 06/06/25 | 1965 | 1921840 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.11%, 06/08/27<sup>(a)</sup> | 1525 | 1498084 |
| &nbsp;&nbsp;&nbsp;4.29%, 09/13/24 | 2060 | 2043814 |
| &nbsp;&nbsp;&nbsp;4.69%, 09/15/27 | 2475 | 2486282 |
| &nbsp;&nbsp;&nbsp;5.10%, 01/09/26 | 1000 | 1012290 |
| &nbsp;&nbsp;&nbsp;5.16%, 01/10/28 | 1500 | 1531511 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 03/09/23 (Call 02/09/23) | 740 | 737646 |
| &nbsp;&nbsp;&nbsp;1.50%, 03/10/25 (Call 02/10/25) | 1730 | 1620461 |
| &nbsp;&nbsp;&nbsp;2.15%, 12/06/24 (Call 11/06/24) | 2152 | 2060263 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/01/23 (Call 04/01/23) | 463 | 461255 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/02/23<sup>(a)</sup> | $592 | $592000 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/01/24 (Call 03/01/24) | 2247 | 2209424 |
| &nbsp;&nbsp;&nbsp;3.30%, 05/15/26 (Call 04/15/26) | 805 | 767503 |
| &nbsp;&nbsp;&nbsp;3.63%, 09/16/25 (Call 08/16/25) | 1650 | 1603428 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.69%, 08/02/24 (Call 08/02/23), (3 mo. LIBOR US + 0.735%)<sup>(b)</sup> | 1092 | 1085558 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/30/26 (Call 09/30/26) | 970 | 936127 |
| &nbsp;&nbsp;&nbsp;4.05%, 11/03/25 (Call 09/03/25) | 648 | 640018 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 08/03/27 (Call 06/03/27) | 40 | 34757 |
| &nbsp;&nbsp;&nbsp;1.20%, 08/05/25 (Call 07/03/25) | 911 | 839294 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.27%, 03/02/27 (Call 03/02/26), (1 day SOFR + 0.609%)<sup>(b)</sup> | 1398 | 1265528 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 03/16/23 (Call 02/13/23)<sup>(a)</sup> | 570 | 568128 |
| &nbsp;&nbsp;&nbsp;2.50%, 08/01/24 (Call 07/01/24) | 1943 | 1879013 |
| &nbsp;&nbsp;&nbsp;2.85%, 10/26/24 (Call 09/26/24) | 1921 | 1872454 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/05/25 (Call 05/05/25) | 1467 | 1437757 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/06/23 (Call 11/06/23) | 552 | 547621 |
| &nbsp;&nbsp;&nbsp;4.00%, 05/01/25 (Call 03/01/25) | 1267 | 1250049 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.26%, 07/28/26 (Call 07/28/25)<sup>(b)</sup> | 1965 | 1942655 |
| &nbsp;&nbsp;&nbsp;4.87%, 01/26/29 | 1000 | 1005892 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, 10/28/26 (Call 10/28/25)<sup>(b)</sup> | 1060 | 1090643 |
| U.S. Bancorp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 05/12/25 (Call 04/12/25)<sup>(a)</sup> | 2480 | 2320347 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.22%, 01/27/28 (Call 01/27/27), (1 day SOFR + 0.730%)<sup>(b)</sup> | 2400 | 2197413 |
| &nbsp;&nbsp;&nbsp;2.40%, 07/30/24 (Call 06/30/24) | 2064 | 1998092 |
| &nbsp;&nbsp;&nbsp;3.10%, 04/27/26 (Call 03/27/26) | 1025 | 982983 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/05/24 (Call 01/05/24) | 1785 | 1758847 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/11/24 (Call 08/11/24) | 1746 | 1724807 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/24 (Call 12/29/23) | 790 | 781733 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/17/25 (Call 10/17/25) | 1115 | 1102906 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.73%, 10/21/26 (Call 10/21/25)<sup>(a)(b)</sup> | 1030 | 1057493 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series V, 2.38%, 07/22/26 (Call 06/22/26)<sup>(a)</sup> | 799 | 748394 |
| &nbsp;&nbsp;&nbsp;Series X, 3.15%, 04/27/27 (Call 03/27/27) | 1345 | 1286554 |
| U.S. Bank NA/Cincinnati OH |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 01/21/25 (Call 12/20/24) | 786 | 751104 |
| &nbsp;&nbsp;&nbsp;2.80%, 01/27/25 (Call 12/27/24) | 1133 | 1098917 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/24/23 (Call 06/23/23) | 1299 | 1290070 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.81%, 05/19/25 (Call 05/19/24), (1 day SOFR + 0.510%)<sup>(a)(b)</sup> | 1255 | 1188311 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.65%, 06/02/24 (Call 06/02/23), (1 day SOFR + 1.600%)<sup>(b)</sup> | 2876 | 2842102 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.16%, 02/11/26 (Call 02/11/25), (3 mo. LIBOR US + 0.750%)<sup>(b)</sup> | 4796 | 4525775 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.19%, 04/30/26 (Call 04/29/25), (1 day SOFR + 2.000%)<sup>(b)</sup> | 4083 | 3840756 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.41%, 10/30/25 (Call 10/30/24), (1 day SOFR + 1.087%)<sup>(b)</sup> | 3959 | 3780180 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/19/25 | 4451 | 4296013 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/22/26 | 5253 | 4985813 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 10/23/26<sup>(a)</sup> | 2375 | 2241721 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)<sup>(b)</sup> | 3875 | 3665934 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/09/24 | 1496 | 1462786 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/24/28 (Call 03/24/27), (1 day SOFR + 1.510%)<sup>(b)</sup> | 905 | 861311 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/29/25 | 4045 | 3925150 |
| &nbsp;&nbsp;&nbsp;3.75%, 01/24/24 (Call 12/22/23) | 4588 | 4537026 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.91%, 04/25/26 (Call 04/25/25), (1 day SOFR + 1.320%)<sup>(b)</sup> | $3295 | $3217924 |
| &nbsp;&nbsp;&nbsp;4.10%, 06/03/26 | 2012 | 1975737 |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/23 | 1745 | 1738243 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/22/27 | 1750 | 1731429 |
| &nbsp;&nbsp;&nbsp;4.48%, 01/16/24 | 663 | 660903 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.54%, 08/15/26 (Call 08/15/25)<sup>(b)</sup> | 3460 | 3424466 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.02%, 11/18/24 | 2095 | 1965468 |
| &nbsp;&nbsp;&nbsp;1.15%, 06/03/26 | 2030 | 1819321 |
| &nbsp;&nbsp;&nbsp;2.35%, 02/19/25 | 1306 | 1247718 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 08/19/26<sup>(a)</sup> | 1130 | 1062742 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/13/26 | 1575 | 1489862 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/26/24 | 2062 | 2031711 |
| &nbsp;&nbsp;&nbsp;3.35%, 03/08/27 | 1310 | 1257066 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/25/28 | 1250 | 1194019 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/15/23 | 1104 | 1101852 |
| &nbsp;&nbsp;&nbsp;3.74%, 08/26/25 | 655 | 642280 |
| &nbsp;&nbsp;&nbsp;4.04%, 08/26/27 | 1380 | 1370973 |
| &nbsp;&nbsp;&nbsp;5.35%, 10/18/24 | 25 | 25287 |
| &nbsp;&nbsp;&nbsp;5.46%, 11/18/27 | 1240 | 1290987 |
|  |  | 1008695369 |
| **Beverages — 1.3%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 3.65%, 02/01/26 (Call 11/01/25) | 4894 | 4782338 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/01/27<sup>(a)</sup> | 1100 | 991832 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/06/24 | 1591 | 1526035 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/25/27<sup>(a)</sup> | 380 | 364228 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/25/27<sup>(a)</sup> | 2100 | 2050971 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/09/27 (Call 02/09/27) | 430 | 413078 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/09/24 | 1320 | 1298739 |
| &nbsp;&nbsp;&nbsp;3.70%, 12/06/26 (Call 09/06/26) | 544 | 525784 |
| &nbsp;&nbsp;&nbsp;4.35%, 05/09/27 (Call 04/09/27) | 700 | 691693 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/15/25 (Call 09/15/25) | 1054 | 1043494 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/02/26 | 500 | 501022 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 09/29/25 (Call 08/29/25) | 1210 | 1115845 |
| &nbsp;&nbsp;&nbsp;2.13%, 10/24/24 (Call 09/24/24) | 1282 | 1226614 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/29/23 (Call 03/03/23) | 1593 | 1584776 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/18/23 (Call 08/18/23)<sup>(a)</sup> | 792 | 785118 |
| &nbsp;&nbsp;&nbsp;5.20%, 10/24/25 | 880 | 898373 |
| &nbsp;&nbsp;&nbsp;5.30%, 10/24/27 (Call 09/24/27) | 1000 | 1040955 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/15/24 (Call 03/03/23) | 1665 | 1590548 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/15/23 (Call 10/15/23) | 785 | 776222 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/25 (Call 08/15/25) | 647 | 626554 |
| &nbsp;&nbsp;&nbsp;4.42%, 05/25/25 (Call 03/25/25) | 962 | 955138 |
| Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26) | 2800 | 2643957 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 10/07/23 | 855 | 829848 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 05/01/23<sup>(a)</sup> | 459 | 454226 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/19/25 (Call 02/19/25) | 1199 | 1149255 |
| &nbsp;&nbsp;&nbsp;2.38%, 10/06/26 (Call 07/06/26) | 585 | 551792 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/19/27 (Call 01/19/27) | 2405 | 2272976 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/01/23<sup>(a)</sup> | 312 | 311494 |
| &nbsp;&nbsp;&nbsp;2.75%, 04/30/25 (Call 01/30/25) | 756 | 731612 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/24/26 (Call 11/24/25) | 575 | 550857 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/15/27 (Call 07/15/27) | $100 | $95710 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 07/17/25 (Call 04/17/25)<sup>(a)</sup> | 518 | 508797 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 03/01/24 (Call 12/01/23)<sup>(a)</sup> | 2294 | 2267591 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/18/28 (Call 01/18/28) | 1425 | 1393493 |
|  |  | 38550965 |
| **Biotechnology — 1.1%** |  |  |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 02/21/25 (Call 01/21/25) | 896 | 845678 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/21/27 (Call 12/21/26) | 1887 | 1732335 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 08/19/23 (Call 06/19/23)<sup>(a)</sup> | 1339 | 1323232 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 08/19/26 (Call 05/19/26)<sup>(a)</sup> | 2125 | 1996187 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 05/01/25 (Call 02/01/25)<sup>(a)</sup> | 1493 | 1443174 |
| &nbsp;&nbsp;&nbsp;3.20%, 11/02/27 (Call 08/02/27) | 185 | 175144 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/22/24 (Call 02/22/24) | 1505 | 1480803 |
| Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) | 1488 | 1461034 |
| Biogen Inc., 4.05%, 09/15/25 (Call 06/15/25) | 1750 | 1718796 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/29/23 (Call 02/13/23) | 1556 | 1514177 |
| &nbsp;&nbsp;&nbsp;1.20%, 10/01/27 (Call 08/01/27) | 380 | 329858 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 09/01/23 (Call 07/01/23)<sup>(a)</sup> | 1299 | 1286734 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/27 (Call 12/01/26) | 1265 | 1200244 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 2672 | 2614838 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/01/26 (Call 12/01/25) | 4033 | 3927251 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/01/24 (Call 01/01/24) | 2858 | 2821772 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 03/23/23 | 365 | 362995 |
| &nbsp;&nbsp;&nbsp;5.75%, 12/13/27 (Call 11/13/27) | 315 | 324826 |
| &nbsp;&nbsp;&nbsp;5.80%, 12/12/25 (Call 11/12/25) | 355 | 361675 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/02/23 | 1584 | 1544952 |
| &nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (Call 08/02/25) | 1577 | 1429255 |
| &nbsp;&nbsp;&nbsp;1.75%, 09/02/27 (Call 07/02/27) | 705 | 611997 |
|  |  | 30506957 |
| **Building Materials — 0.1%** |  |  |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.24%, 02/15/25 (Call 01/15/25) | 1436 | 1362588 |
| &nbsp;&nbsp;&nbsp;2.49%, 02/15/27 (Call 12/15/26) | 515 | 475471 |
| Fortune Brands Home & Security Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/21/23 (Call 08/21/23)<sup>(a)</sup> | 993 | 987634 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/15/25 (Call 03/15/25) | 830 | 810395 |
| Martin Marietta Materials Inc., 3.50%, 12/15/27 (Call 09/15/27) | 25 | 23852 |
|  |  | 3659940 |
| **Chemicals — 1.0%** |  |  |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/15/25 (Call 09/15/25) | 1346 | 1245963 |
| &nbsp;&nbsp;&nbsp;1.85%, 05/15/27 (Call 03/15/27) | 700 | 637758 |
| Albemarle Corp., 4.65%, 06/01/27 (Call 05/01/27) | 1240 | 1231927 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 05/08/24 (Call 04/08/24) | 977 | 955739 |
| &nbsp;&nbsp;&nbsp;5.90%, 07/05/24 | 1785 | 1793991 |
| &nbsp;&nbsp;&nbsp;6.05%, 03/15/25 | 1595 | 1607508 |
| &nbsp;&nbsp;&nbsp;6.17%, 07/15/27 (Call 06/15/27) | 3095 | 3135750 |
| DuPont de Nemours Inc., 4.49%, 11/15/25 (Call 09/25/25)<sup>(a)</sup> | 2375 | 2371430 |
| Eastman Chemical Co., 3.80%, 03/15/25 (Call 12/15/24) | 1336 | 1304909 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 12/15/23 (Call 03/03/23) | 165 | 159235 |
| &nbsp;&nbsp;&nbsp;1.65%, 02/01/27 (Call 01/01/27) | 860 | 776982 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 11/01/26 (Call 08/01/26)<sup>(a)</sup> | 515 | 485425 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Chemicals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/28 (Call 12/15/27) | $735 | $764048 |
| EI du Pont de Nemours and Co., 1.70%, 07/15/25 (Call 06/15/25) | 1408 | 1313891 |
| &nbsp;&nbsp;&nbsp;FMC Corp., 3.20%, 10/01/26 (Call 08/01/26) | 205 | 194275 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/21/23 | 170 | 169843 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/30/26 (Call 10/30/25) | 1103 | 1077320 |
| &nbsp;&nbsp;&nbsp;4.70%, 12/05/25 (Call 11/05/25) | 1040 | 1050078 |
| LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26) | 175 | 166363 |
| LyondellBasell Industries NV, 5.75%, 04/15/24 (Call 01/15/24) | 1828 | 1837080 |
| Mosaic Co. (The), 4.25%, 11/15/23 (Call 08/15/23) | 326 | 323946 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 05/13/23<sup>(a)</sup> | 486 | 481746 |
| &nbsp;&nbsp;&nbsp;5.90%, 11/07/24 | 235 | 238642 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 11/07/25<sup>(a)</sup> | 100 | 102897 |
| PPG Industries Inc., 1.20%, 03/15/26 (Call 02/15/26) | 1122 | 1009314 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 06/01/24 (Call 04/01/24)<sup>(a)</sup> | 722 | 705718 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 06/01/27 (Call 03/01/27)<sup>(a)</sup> | 2305 | 2214324 |
| &nbsp;&nbsp;&nbsp;4.05%, 08/08/24 | 565 | 558895 |
| Westlake Corp., 3.60%, 08/15/26 (Call 05/15/26) | 1100 | 1051408 |
|  |  | 28966405 |
| **Commercial Services — 0.8%** |  |  |
| Automatic Data Processing Inc., 3.38%, 09/15/25 (Call 06/15/25)<sup>(a)</sup> | 1206 | 1178332 |
| Cintas Corp. No. 2, 3.70%, 04/01/27 (Call 01/01/27) | 340 | 331433 |
| Equifax Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 12/01/24 (Call 11/01/24) | 705 | 677884 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 12/15/27 (Call 11/15/27)<sup>(a)</sup> | 680 | 690018 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 03/01/26 (Call 02/01/26) | 1946 | 1728131 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 11/15/24 (Call 10/15/24)<sup>(a)</sup> | 330 | 309499 |
| &nbsp;&nbsp;&nbsp;2.15%, 01/15/27 (Call 12/15/26) | 985 | 887086 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 02/15/25 (Call 01/15/24)<sup>(a)</sup> | 1197 | 1141493 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 807 | 805000 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/23 (Call 05/01/23) | 486 | 483505 |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/26 (Call 01/01/26) | 866 | 859755 |
| &nbsp;&nbsp;&nbsp;4.95%, 08/15/27 (Call 07/15/27) | 540 | 541089 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/24/25 (Call 02/24/25) | 1052 | 1030460 |
| &nbsp;&nbsp;&nbsp;4.88%, 02/15/24 (Call 11/15/23) | 1054 | 1059467 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/01/25 (Call 05/01/25) | 1681 | 1571671 |
| &nbsp;&nbsp;&nbsp;2.40%, 10/01/24 (Call 09/01/24) | 1940 | 1872382 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 10/01/26 (Call 08/01/26)<sup>(a)</sup> | 1910 | 1800159 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 06/01/27 (Call 05/01/27)<sup>(a)</sup> | 685 | 672320 |
| Quanta Services Inc., 0.95%, 10/01/24 (Call 03/03/23) | 1870 | 1740696 |
| RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23) | 655 | 654364 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/01/27 (Call 02/01/27)<sup>(a)(c)</sup> | 1720 | 1599462 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 01/22/27 (Call 10/22/26)<sup>(a)</sup> | 790 | 751981 |
| Verisk Analytics Inc., 4.00%, 06/15/25 (Call 03/15/25) | 1173 | 1148018 |
| Yale University, Series 2020, 0.87%, 04/15/25 (Call 03/15/25) | 531 | 493149 |
|  |  | 24027354 |
| **Computers — 3.5%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 08/20/25 (Call 07/20/25) | 1833 | 1666358 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Computers (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 02/08/26 (Call 01/08/26) | $3780 | $3407517 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/11/23 | 1002 | 992345 |
| &nbsp;&nbsp;&nbsp;1.13%, 05/11/25 (Call 04/11/25) | 2997 | 2792261 |
| &nbsp;&nbsp;&nbsp;1.80%, 09/11/24 (Call 08/11/24) | 1772 | 1699483 |
| &nbsp;&nbsp;&nbsp;2.05%, 09/11/26 (Call 07/11/26) | 1655 | 1534998 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/03/23<sup>(a)</sup> | 4682 | 4655762 |
| &nbsp;&nbsp;&nbsp;2.45%, 08/04/26 (Call 05/04/26) | 2365 | 2229017 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/09/25 | 2055 | 1980058 |
| &nbsp;&nbsp;&nbsp;2.75%, 01/13/25 (Call 11/13/24) | 1998 | 1937992 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/23/23 | 1488 | 1486754 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/11/24 (Call 03/11/24) | 3020 | 2956575 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/12/27 (Call 06/12/27) | 1210 | 1149163 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/09/24 (Call 12/09/23) | 2669 | 2622997 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/20/27 (Call 03/20/27)<sup>(a)</sup> | 475 | 455438 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 11/13/27 (Call 08/13/27)<sup>(a)</sup> | 300 | 285772 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/13/25<sup>(a)</sup> | 2580 | 2516530 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 05/11/27 (Call 02/11/27)<sup>(a)</sup> | 1950 | 1882901 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/23/26 (Call 11/23/25) | 4795 | 4658744 |
| &nbsp;&nbsp;&nbsp;3.35%, 02/09/27 (Call 11/09/26) | 4765 | 4634825 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/06/24 | 3808 | 3769155 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 07/15/24 (Call 06/15/24) | 1803 | 1783758 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/01/26 (Call 08/01/26) | 2785 | 2769574 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/01/28 | 1000 | 1006512 |
| &nbsp;&nbsp;&nbsp;5.45%, 06/15/23 (Call 04/15/23) | 1706 | 1708869 |
| &nbsp;&nbsp;&nbsp;5.85%, 07/15/25 (Call 06/15/25) | 1585 | 1614355 |
| &nbsp;&nbsp;&nbsp;6.02%, 06/15/26 (Call 03/15/26) | 5095 | 5234852 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, 07/15/27 (Call 05/15/27)<sup>(a)</sup> | 445 | 466111 |
| DXC Technology Co., 1.80%, 09/15/26 (Call 08/15/26) | 1160 | 1024943 |
| Fortinet Inc., 1.00%, 03/15/26 (Call 02/15/26) | 1003 | 891135 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 04/01/24 (Call 03/01/24) | 1798 | 1729643 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 04/01/26 (Call 03/01/26)<sup>(a)</sup> | 1315 | 1197402 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/23 (Call 03/01/23) | 229 | 228131 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/02/23 (Call 09/02/23)<sup>(a)</sup> | 1558 | 1552204 |
| &nbsp;&nbsp;&nbsp;4.90%, 10/15/25 (Call 07/15/25) | 3005 | 3004578 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.45%, 06/17/26 (Call 05/17/26)<sup>(a)</sup> | 1622 | 1445363 |
| &nbsp;&nbsp;&nbsp;2.20%, 06/17/25 (Call 05/17/25) | 1796 | 1682743 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/17/27 (Call 04/17/27)<sup>(a)</sup> | 470 | 437002 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 12/15/27) | 800 | 795827 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 05/15/27 (Call 03/15/27) | 1890 | 1694279 |
| &nbsp;&nbsp;&nbsp;2.20%, 02/09/27 (Call 01/09/27) | 635 | 583711 |
| &nbsp;&nbsp;&nbsp;3.00%, 05/15/24 | 3768 | 3681225 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/15/26<sup>(a)</sup> | 4380 | 4221363 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/27/27 | 547 | 524272 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 08/01/23<sup>(a)</sup> | 1453 | 1445314 |
| &nbsp;&nbsp;&nbsp;3.45%, 02/19/26 | 1369 | 1329702 |
| &nbsp;&nbsp;&nbsp;3.63%, 02/12/24 | 2843 | 2805765 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/27/25 | 1010 | 996591 |
| &nbsp;&nbsp;&nbsp;4.15%, 07/27/27 (Call 06/27/27) | 1100 | 1091361 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/26 | 890 | 890856 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/28 | 890 | 894178 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/25 | 335 | 356641 |
| Kyndryl Holdings Inc., 2.05%, 10/15/26 (Call 09/15/26) | 530 | 457059 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/23 (Call 04/15/23) | 350 | 348370 |
| &nbsp;&nbsp;&nbsp;3.63%, 05/15/25 (Call 04/15/25) | 965 | 936140 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Computers (continued)** |  |  |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/22/25 (Call 05/22/25) | $1291 | $1199865 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 06/22/27 (Call 04/22/27)<sup>(a)</sup> | 695 | 635585 |
|  |  | 101979924 |
| **Cosmetics & Personal Care — 0.8%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/25 | 275 | 267074 |
| &nbsp;&nbsp;&nbsp;3.10%, 08/15/27 (Call 07/15/27) | 410 | 397222 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/24 | 732 | 726023 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 12/01/24 (Call 11/01/24) | 1366 | 1306142 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/27 (Call 12/15/26) | 220 | 212095 |
| GSK Consumer Healthcare Capital U.K. PLC, 3.13%, 03/24/25 | 2165 | 2079670 |
| GSK Consumer Healthcare Capital U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.02%, 03/24/24 (Call 03/24/23) | 515 | 503170 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/24/27 (Call 02/24/27) | 2435 | 2306437 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/29/25 | 1272 | 1154229 |
| &nbsp;&nbsp;&nbsp;1.00%, 04/23/26 | 837 | 757523 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/27 | 705 | 653781 |
| &nbsp;&nbsp;&nbsp;2.45%, 11/03/26 | 820 | 771713 |
| &nbsp;&nbsp;&nbsp;2.70%, 02/02/26 | 1250 | 1199044 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 03/25/27<sup>(a)</sup> | 2045 | 1949740 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 08/11/27<sup>(a)</sup> | 165 | 157494 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 08/15/23<sup>(a)</sup> | 319 | 317535 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.95%, 01/26/28<sup>(a)</sup> | 500 | 499033 |
| &nbsp;&nbsp;&nbsp;4.10%, 01/26/26 | 500 | 499887 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/14/23<sup>(a)</sup> | 355 | 344924 |
| &nbsp;&nbsp;&nbsp;0.63%, 08/12/24 (Call 03/03/23) | 495 | 465844 |
| &nbsp;&nbsp;&nbsp;2.00%, 07/28/26 | 135 | 124762 |
| &nbsp;&nbsp;&nbsp;2.60%, 05/05/24 (Call 03/05/24) | 1598 | 1557328 |
| &nbsp;&nbsp;&nbsp;2.90%, 05/05/27 (Call 02/05/27) | 1355 | 1290287 |
| &nbsp;&nbsp;&nbsp;3.10%, 07/30/25 | 890 | 860511 |
| &nbsp;&nbsp;&nbsp;3.13%, 03/22/23 (Call 02/22/23) | 578 | 576990 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/07/24 (Call 02/07/24) | 1091 | 1075933 |
|  |  | 22054391 |
| **Distribution & Wholesale — 0.0%** |  |  |
| WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25) | 1216 | 1151021 |
| **Diversified Financial Services — 5.0%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 10/29/23 | 2030 | 1970526 |
| &nbsp;&nbsp;&nbsp;1.65%, 10/29/24 (Call 09/29/24) | 795 | 743618 |
| &nbsp;&nbsp;&nbsp;1.75%, 01/30/26 (Call 12/30/25) | 1450 | 1302584 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 10/29/26 (Call 09/29/26)<sup>(a)</sup> | 5285 | 4749476 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 08/14/24 (Call 07/14/24)<sup>(a)</sup> | 1298 | 1244697 |
| &nbsp;&nbsp;&nbsp;3.15%, 02/15/24 (Call 01/15/24) | 1482 | 1444658 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 01/15/25 (Call 11/15/24)<sup>(a)</sup> | 1099 | 1057026 |
| &nbsp;&nbsp;&nbsp;3.65%, 07/21/27 (Call 04/21/27) | 600 | 558175 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/23/28 (Call 10/23/27) | 500 | 467755 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/03/23 (Call 06/03/23) | 909 | 906633 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/01/25 (Call 08/01/25)<sup>(a)</sup> | 565 | 551357 |
| &nbsp;&nbsp;&nbsp;4.45%, 04/03/26 (Call 02/03/26) | 1020 | 990151 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 1424 | 1419702 |
| &nbsp;&nbsp;&nbsp;4.63%, 10/15/27 (Call 08/15/27) | 500 | 483199 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/16/24 (Call 12/16/23) | 1111 | 1104508 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, 07/15/25 (Call 06/15/25)<sup>(a)</sup> | 1652 | 1681949 |
| &nbsp;&nbsp;&nbsp;Series 3NC1, 1.75%, 10/29/24 (Call 03/03/23) | 1480 | 1382963 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 02/15/24 (Call 01/15/24) | $824 | $785807 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/18/24 (Call 07/18/24) | 795 | 742278 |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/26 (Call 07/15/26) | 2842 | 2532937 |
| &nbsp;&nbsp;&nbsp;2.20%, 01/15/27 (Call 12/15/26) | 890 | 799977 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 02/01/25 (Call 01/01/25)<sup>(a)</sup> | 1024 | 964107 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 01/15/26 (Call 12/15/25)<sup>(a)</sup> | 1520 | 1424674 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/15/23 (Call 07/15/23)<sup>(a)</sup> | 482 | 476313 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 01/01/25) | 980 | 939793 |
| &nbsp;&nbsp;&nbsp;3.38%, 07/01/25 (Call 06/01/25) | 783 | 747966 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 01/01/27)<sup>(a)</sup> | 348 | 328328 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/26 (Call 04/01/26) | 745 | 713802 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/03/23 (Call 06/03/23) | 1115 | 1112793 |
| &nbsp;&nbsp;&nbsp;4.25%, 02/01/24 (Call 01/01/24) | 807 | 798106 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 09/15/24 (Call 06/15/24)<sup>(a)</sup> | 837 | 825050 |
| &nbsp;&nbsp;&nbsp;5.30%, 02/01/28 | 350 | 349433 |
| &nbsp;&nbsp;&nbsp;5.85%, 12/15/27 (Call 11/15/27) | 70 | 71439 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/24 (Call 02/01/24) | 500 | 488645 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/15/26 (Call 04/15/26) | 970 | 932762 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 09/25/23 (Call 08/25/23)<sup>(a)</sup> | 135 | 134008 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/23<sup>(a)</sup> | 1003 | 1001586 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 10/02/23 (Call 09/02/23) | 1362 | 1329437 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/05/23 (Call 05/05/23) | 663 | 659690 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/21/24 (Call 04/21/24) | 1070 | 1048683 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/30/25 | 841 | 830713 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 06/09/27 (Call 05/09/27)<sup>(a)</sup> | 910 | 880857 |
| &nbsp;&nbsp;&nbsp;5.13%, 09/30/24 | 945 | 942344 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 05/01/25 (Call 04/01/25)<sup>(a)</sup> | 1041 | 1046348 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.10%, 11/15/27 (Call 10/15/27)<sup>(a)</sup> | 840 | 885478 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/03/23 | 455 | 441301 |
| &nbsp;&nbsp;&nbsp;1.65%, 11/04/26 (Call 10/04/26) | 1160 | 1047183 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/04/25 (Call 02/01/25) | 3085 | 2934345 |
| &nbsp;&nbsp;&nbsp;2.50%, 07/30/24 (Call 06/29/24) | 2180 | 2107504 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/04/27 (Call 02/01/27) | 2545 | 2361387 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/30/24 (Call 09/29/24) | 2335 | 2268582 |
| &nbsp;&nbsp;&nbsp;3.13%, 05/20/26 (Call 04/20/26) | 1210 | 1156567 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 05/03/27 (Call 04/02/27)<sup>(a)</sup> | 2070 | 1972846 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/03/24 | 2065 | 2029189 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/22/24 (Call 01/22/24) | 1947 | 1916763 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/05/24 (Call 11/04/24) | 610 | 598916 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/03/23 (Call 07/03/23) | 2173 | 2160724 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/01/25 (Call 07/01/25) | 2640 | 2600032 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 11/06/25 (Call 10/06/25)<sup>(a)</sup> | 830 | 823395 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.85%, 11/05/27 (Call 10/05/27)<sup>(a)</sup> | 2780 | 2943595 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 09/15/26 (Call 06/15/26)<sup>(a)</sup> | 370 | 349098 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/02/25 (Call 03/02/25) | 987 | 953511 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/24 | 833 | 818077 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/15/23 | 931 | 925630 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 01/25/28 (Call 10/25/27) | 820 | 782862 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/01/24 (Call 02/01/24) | 1049 | 1037564 |
| &nbsp;&nbsp;&nbsp;4.25%, 06/02/26 (Call 03/02/26) | 330 | 324535 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/11/23 (Call 04/11/23)<sup>(a)</sup> | 1020 | 1013981 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/05/25 (Call 01/05/25) | 1278 | 1239045 |
| &nbsp;&nbsp;&nbsp;3.30%, 10/30/24 (Call 09/30/24) | 2064 | 2005101 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/23 | $933 | $930337 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/11/27 (Call 04/11/27) | 395 | 378070 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/24/24 (Call 03/24/24) | 724 | 714312 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/28/26 (Call 06/28/26) | 956 | 912150 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/09/27 (Call 02/09/27)<sup>(a)</sup> | 1580 | 1522419 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/31/28 (Call 12/31/27) | 1600 | 1529594 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 01/29/24 (Call 12/29/23)<sup>(a)</sup> | 1794 | 1773405 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/29/25 (Call 09/29/25) | 943 | 921892 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/30/25 (Call 03/31/25) | 966 | 952882 |
| Cboe Global Markets Inc., 3.65%, 01/12/27 (Call 10/12/26)<sup>(a)</sup> | 475 | 462974 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/18/24 (Call 02/18/24) | 1863 | 1781135 |
| &nbsp;&nbsp;&nbsp;0.90%, 03/11/26 (Call 02/11/26) | 2005 | 1794177 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/13/26 (Call 04/13/26) | 1544 | 1387518 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/03/27 (Call 02/03/27)<sup>(a)</sup> | 1440 | 1340034 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/02/27 (Call 12/02/26) | 255 | 243577 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 130 | 125057 |
| &nbsp;&nbsp;&nbsp;3.55%, 02/01/24 (Call 01/01/24) | 846 | 836134 |
| &nbsp;&nbsp;&nbsp;3.85%, 05/21/25 (Call 03/21/25) | 1086 | 1068147 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.20%, 03/24/25 (Call 02/22/25)<sup>(a)</sup> | 898 | 894866 |
| CME Group Inc., 3.00%, 03/15/25 (Call 12/15/24) | 1326 | 1293465 |
| Discover Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/04/25 (Call 12/04/24) | 115 | 111683 |
| &nbsp;&nbsp;&nbsp;3.95%, 11/06/24 (Call 08/06/24) | 1300 | 1275618 |
| &nbsp;&nbsp;&nbsp;4.10%, 02/09/27 (Call 11/09/26) | 910 | 876651 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 01/30/26 (Call 11/30/25)<sup>(a)</sup> | 620 | 609192 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 70 | 66426 |
| &nbsp;&nbsp;&nbsp;3.65%, 05/23/25 (Call 04/23/25) | 1310 | 1291984 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 12/01/25 (Call 09/01/25)<sup>(a)</sup> | 1175 | 1154818 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 09/15/27 (Call 08/15/27)<sup>(a)</sup> | 3740 | 3692617 |
| Invesco Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 01/15/26 | 550 | 540933 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/30/24 | 931 | 922044 |
| Jefferies Financial Group Inc., 4.85%, 01/15/27<sup>(a)</sup> | 1290 | 1294460 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 03/03/25 (Call 02/03/25) | 1187 | 1127549 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 08/21/26) | 990 | 947681 |
| &nbsp;&nbsp;&nbsp;3.30%, 03/26/27 (Call 01/26/27) | 1290 | 1252872 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/01/24 | 1863 | 1836376 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley, 5.05%, 01/28/27 | 955 | 958184 |
| Nasdaq Inc., 3.85%, 06/30/26 (Call 03/30/26) | 398 | 388229 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 07/14/26 | 2388 | 2122368 |
| &nbsp;&nbsp;&nbsp;1.85%, 07/16/25 | 1185 | 1090155 |
| &nbsp;&nbsp;&nbsp;2.33%, 01/22/27 | 1295 | 1164739 |
| &nbsp;&nbsp;&nbsp;2.65%, 01/16/25 | 1857 | 1768233 |
| &nbsp;&nbsp;&nbsp;5.10%, 07/03/25 | 50 | 49884 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 07/06/27<sup>(a)</sup> | 1045 | 1057344 |
| &nbsp;&nbsp;&nbsp;5.71%, 01/09/26 | 500 | 505876 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.84%, 01/18/28<sup>(a)</sup> | 890 | 918212 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/04/24<sup>(a)</sup> | 695 | 675564 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/18/27 | 50 | 48294 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.05%, 01/16/24<sup>(a)</sup> | 285 | 282486 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/13/27<sup>(a)</sup> | 635 | 648238 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/04/26 (Call 05/04/26)<sup>(a)</sup> | 255 | 237441 |
| &nbsp;&nbsp;&nbsp;3.95%, 12/01/27 (Call 09/01/27) | 345 | 319042 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 08/15/24 (Call 05/15/24) | $725 | $712048 |
| &nbsp;&nbsp;&nbsp;4.38%, 03/19/24 (Call 02/19/24) | 1185 | 1171241 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/23/25 (Call 04/24/25) | 1195 | 1162857 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/13/25 (Call 05/13/25) | 895 | 877492 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 08/15/27 (Call 06/15/27)<sup>(a)</sup> | 140 | 122350 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.90%, 04/15/27 (Call 02/15/27)<sup>(a)</sup> | 2995 | 2750755 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/15/27 (Call 06/15/27) | 190 | 180175 |
| &nbsp;&nbsp;&nbsp;3.15%, 12/14/25 (Call 09/14/25) | 4095 | 3974838 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/26 (Call 02/15/26) | 1147 | 1020180 |
| &nbsp;&nbsp;&nbsp;2.85%, 01/10/25 (Call 12/10/24) | 945 | 907500 |
|  |  | 145640838 |
| **Electric — 3.6%** |  |  |
| AES Corp. (The), 1.38%, 01/15/26 (Call 12/15/25) | 1217 | 1096480 |
| Alabama Power Co., 3.75%, 09/01/27 (Call 08/01/27) | 630 | 616241 |
| Ameren Corp., 1.95%, 03/15/27 (Call 02/15/27) | 560 | 504260 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.03%, 03/15/24 | 860 | 831218 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 11/01/27 (Call 10/01/27)<sup>(a)</sup> | 800 | 833938 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 12/01/24 (Call 10/01/24) | 1173 | 1133198 |
| &nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 1249 | 1200575 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 11/15/23 (Call 08/15/23) | 1004 | 996810 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/25 (Call 03/15/25) | 1773 | 1750150 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.04%, 08/23/24 (Call 02/16/23) | 735 | 691195 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 11/30/23 (Call 08/30/23)<sup>(a)</sup> | 210 | 208789 |
| CenterPoint Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 06/01/26 (Call 05/01/26) | 900 | 812396 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 630 | 607991 |
| Commonwealth Edison Co., 2.55%, 06/15/26 (Call 03/15/26) | 570 | 536274 |
| Connecticut Light & Power Co. (The), Series A, 3.20%, 03/15/27 (Call 12/15/26) | 310 | 297869 |
| Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 03/03/23) | 671 | 648866 |
| Constellation Energy Generation LLC, 3.25%, 06/01/25 (Call 05/01/25) | 1497 | 1442849 |
| Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 290 | 287021 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.07%, 08/15/24<sup>(d)</sup> | 1373 | 1331598 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 1105 | 1084848 |
| Series A, 1.45%, 04/15/26 (Call 03/15/26) | 975 | 880066 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 10/01/26 (Call 07/01/26)<sup>(a)</sup> | 780 | 729099 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.22%, 11/01/24<sup>(d)</sup> | 1255 | 1239910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.53%, 10/01/24<sup>(a)(d)</sup> | 1158 | 1113706 |
| &nbsp;&nbsp;&nbsp;Series F, 1.05%, 06/01/25 (Call 05/01/25) | 1093 | 1000949 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/23 (Call 03/03/23) | 414 | 413138 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/23 (Call 02/15/23) | 899 | 897757 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 1230 | 1113286 |
| &nbsp;&nbsp;&nbsp;2.65%, 09/01/26 (Call 06/01/26) | 1045 | 976063 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/27 (Call 05/15/27) | 155 | 146045 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/24 (Call 01/15/24) | 1816 | 1791807 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/15/28 (Call 02/15/28) | 905 | 891237 |
| &nbsp;&nbsp;&nbsp;5.00%, 12/08/25 | 270 | 272392 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 12/08/27 | $670 | $681499 |
| Duke Energy Florida LLC, 3.20%, 01/15/27 (Call 10/15/26)<sup>(a)</sup> | 220 | 211087 |
| Duke Energy Progress LLC, 3.25%, 08/15/25 (Call 05/15/25) | 926 | 895607 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/15/24 (Call 10/15/24) | 421 | 409398 |
| &nbsp;&nbsp;&nbsp;5.75%, 06/15/27 (Call 04/15/27) | 560 | 574320 |
| Emera U.S. Finance LP, 3.55%, 06/15/26 (Call 03/15/26) | 1180 | 1119691 |
| Entergy Arkansas LLC, 3.50%, 04/01/26 (Call 01/01/26)<sup>(a)</sup> | 1075 | 1045490 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 09/15/25 (Call 08/15/25) | 1257 | 1129739 |
| &nbsp;&nbsp;&nbsp;2.95%, 09/01/26 (Call 06/01/26) | 733 | 691568 |
| Entergy Louisiana LLC, 0.62%, 11/17/23 (Call 03/03/23)<sup>(a)</sup> | 763 | 738472 |
| Evergy Inc., 2.45%, 09/15/24 (Call 08/15/24) | 1306 | 1251312 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 03/01/27 (Call 02/01/27)<sup>(a)</sup> | 1630 | 1530900 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/27/24 | 1465 | 1450071 |
| &nbsp;&nbsp;&nbsp;4.60%, 07/01/27 (Call 06/01/27) | 895 | 897288 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/27 | 485 | 455459 |
| &nbsp;&nbsp;&nbsp;3.40%, 04/15/26 (Call 01/15/26) | 1200 | 1150405 |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 1241 | 1221436 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/23 (Call 03/03/23) | 219 | 217572 |
| &nbsp;&nbsp;&nbsp;2.85%, 04/01/25 (Call 03/01/25) | 1608 | 1550480 |
| &nbsp;&nbsp;&nbsp;3.13%, 12/01/25 (Call 06/01/25) | 775 | 750099 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/24 (Call 12/01/23) | 186 | 182608 |
| Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)<sup>(a)</sup> | 480 | 450473 |
| Georgia Power Co., Series A, 2.10%, 07/30/23 | 548 | 540406 |
| Interstate Power & Light Co., 3.25%, 12/01/24 (Call 09/01/24) | 892 | 867312 |
| ITC Holdings Corp., 3.35%, 11/15/27 (Call 08/15/27) | 85 | 80588 |
| MidAmerican Energy Co., 3.50%, 10/15/24 (Call 07/15/24) | 805 | 791585 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 02/08/24 | 993 | 948821 |
| &nbsp;&nbsp;&nbsp;1.00%, 06/15/26 (Call 05/15/26) | 820 | 731967 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 02/07/25<sup>(a)</sup> | 915 | 865650 |
| &nbsp;&nbsp;&nbsp;5.45%, 10/30/25 | 797 | 811857 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 03/01/23<sup>(a)</sup> | 1271 | 1267302 |
| &nbsp;&nbsp;&nbsp;1.88%, 01/15/27 (Call 12/15/26) | 1945 | 1754970 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.94%, 03/21/24 (Call 03/03/23)<sup>(a)</sup> | 2110 | 2067275 |
| &nbsp;&nbsp;&nbsp;3.55%, 05/01/27 (Call 02/01/27) | 410 | 394007 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/20/24 | 1420 | 1407617 |
| &nbsp;&nbsp;&nbsp;4.26%, 09/01/24 | 1595 | 1580878 |
| &nbsp;&nbsp;&nbsp;4.45%, 06/20/25 | 1345 | 1336680 |
| &nbsp;&nbsp;&nbsp;4.63%, 07/15/27 (Call 06/15/27) | 1880 | 1883222 |
| NSTAR Electric Co., 3.20%, 05/15/27 (Call 02/15/27)<sup>(a)</sup> | 145 | 138497 |
| OGE Energy Corp., 0.70%, 05/26/23 (Call 03/03/23)<sup>(a)</sup> | 135 | 133200 |
| Oklahoma Gas & Electric Co., 0.55%, 05/26/23 (Call 03/03/23)<sup>(a)</sup> | 300 | 295846 |
| Oncor Electric Delivery Co. LLC, 2.75%, 06/01/24 (Call 05/01/24) | 980 | 955035 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 11/15/23 (Call 03/03/23) | 1360 | 1324193 |
| &nbsp;&nbsp;&nbsp;2.10%, 08/01/27 (Call 06/01/27) | 455 | 398714 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/26 (Call 12/01/25) | 1004 | 935445 |
| &nbsp;&nbsp;&nbsp;3.15%, 01/01/26 | 2462 | 2330624 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/16/24 (Call 02/16/23) | 4110 | 4040067 |
| &nbsp;&nbsp;&nbsp;3.30%, 12/01/27 (Call 09/01/27) | 1500 | 1377141 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 07/01/25 | $380 | $363362 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/25 (Call 03/15/25) | 920 | 876791 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/01/23 (Call 07/01/23)<sup>(a)</sup> | 429 | 427200 |
| Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25) | 911 | 835946 |
| PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26) | 1070 | 1014253 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/25 (Call 07/15/25) | 755 | 683562 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.84%, 11/08/23 (Call 03/03/23)<sup>(a)</sup> | 770 | 744846 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/15/24 (Call 05/15/24) | 1329 | 1291935 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/15/27 (Call 10/15/27) | 50 | 52489 |
| San Diego Gas & Electric Co., 2.50%, 05/15/26 (Call 02/15/26) | 520 | 487385 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 180 | 170184 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/25 (Call 03/01/25) | 370 | 357960 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 04/01/24 (Call 04/01/23) | 1360 | 1299038 |
| &nbsp;&nbsp;&nbsp;5.85%, 11/01/27 (Call 10/01/27) | 630 | 663254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 3.50%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 828 | 821883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.70%, 06/01/27 (Call 05/01/27)<sup>(a)</sup> | 1155 | 1160524 |
| &nbsp;&nbsp;&nbsp;Series E, 3.70%, 08/01/25 (Call 06/01/25) | 1406 | 1368886 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 07/01/23 (Call 05/01/23)<sup>(a)</sup> | 1576 | 1562814 |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (Call 04/01/26) | 2425 | 2305893 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/06/25 | 995 | 1005194 |
| &nbsp;&nbsp;&nbsp;Series 21-A, 0.60%, 02/26/24 (Call 01/26/24) | 1092 | 1043315 |
| Southern Power Co., 4.15%, 12/01/25 (Call 09/01/25) | 603 | 594901 |
| Southwestern Electric Power Co., Series N, 1.65%, 03/15/26 (Call 02/15/26) | 870 | 790811 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.15%, 01/15/26 (Call 10/15/25)<sup>(a)</sup> | 748 | 723910 |
| &nbsp;&nbsp;&nbsp;Series A, 3.50%, 03/15/27 (Call 12/15/26) | 335 | 323071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series B, 3.75%, 05/15/27 (Call 04/15/27)<sup>(a)</sup> | 1140 | 1111531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series C, 2.75%, 03/15/23 (Call 02/21/23)<sup>(a)</sup> | 840 | 838230 |
| WEC Energy Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 09/15/23<sup>(a)</sup> | 969 | 944174 |
| &nbsp;&nbsp;&nbsp;0.80%, 03/15/24 (Call 02/15/24) | 525 | 501254 |
| &nbsp;&nbsp;&nbsp;1.38%, 10/15/27 (Call 08/15/27) | 5 | 4360 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/09/26 (Call 12/09/25) | 750 | 751542 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 09/27/25 (Call 08/27/25)<sup>(a)</sup> | 835 | 839818 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 10/15/23 (Call 09/15/23)<sup>(a)</sup> | 471 | 457622 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/15/27 (Call 02/15/27) | 440 | 395668 |
| &nbsp;&nbsp;&nbsp;3.30%, 06/01/25 (Call 12/01/24) | 1116 | 1077832 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/26 (Call 06/01/26) | 162 | 154588 |
|  |  | 104287920 |
| **Electrical Components & Equipment — 0.1%** |  |  |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.88%, 10/15/26 (Call 09/15/26)<sup>(a)</sup> | 674 | 594858 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 10/15/27 (Call 08/15/27)<sup>(a)</sup> | 100 | 89307 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/23 | 694 | 693429 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/01/25 (Call 03/01/25) | 679 | 658432 |
|  |  | 2036026 |
| **Electronics — 0.6%** |  |  |
| Arrow Electronics Inc., 3.25%, 09/08/24 (Call 07/08/24) | 1527 | 1479528 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/01/26 (Call 01/01/26) | 802 | 770433 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/25 (Call 03/15/25) | 852 | 844182 |
| Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)<sup>(a)</sup> | 1005 | 954570 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electronics (continued)** |  |  |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.10%, 03/01/27 (Call 02/01/27) | $2150 | $1910025 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 06/01/25 (Call 05/01/25)<sup>(a)</sup> | 1982 | 1847752 |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/24 (Call 07/15/24) | 1421 | 1373350 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/01/26 (Call 08/01/26) | 1370 | 1290508 |
| &nbsp;&nbsp;&nbsp;4.95%, 02/15/28 (Call 01/15/28) | 760 | 788610 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 04/15/26 (Call 03/15/26) | 897 | 810019 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 05/15/27 (Call 04/15/27)<sup>(a)</sup> | 925 | 899238 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 10/30/24 (Call 07/30/24) | 1263 | 1259395 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/06/27 (Call 01/06/27) | 295 | 295275 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/09/24 (Call 02/13/23) | 920 | 863344 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/09/26 (Call 07/09/26) | 1050 | 915021 |
| Vontier Corp., 1.80%, 04/01/26 (Call 03/01/26) | 890 | 775388 |
|  |  | 17076638 |
| **Entertainment — 0.3%** |  |  |
| Magallanes Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.43%, 03/15/24<sup>(c)</sup> | 1704 | 1667699 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.53%, 03/15/24 (Call 03/15/23)<sup>(c)</sup> | 790 | 771862 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.64%, 03/15/25<sup>(c)</sup> | 1275 | 1229567 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.76%, 03/15/27 (Call 02/15/27)<sup>(c)</sup> | 5170 | 4845005 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.79%, 03/15/25 (Call 03/15/23)<sup>(c)</sup> | 970 | 936698 |
|  |  | 9450831 |
| **Environmental Control — 0.2%** |  |  |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/15/24 (Call 07/15/24) | 1440 | 1389413 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/01/26 (Call 04/01/26) | 590 | 558191 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/25 (Call 12/15/24) | 1056 | 1021556 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/15/27 (Call 08/15/27) | 80 | 76313 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/15/25 (Call 10/15/25) | 1233 | 1117735 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 05/15/23 (Call 03/15/23)<sup>(a)</sup> | 711 | 707038 |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/27 (Call 08/15/27) | 100 | 95458 |
|  |  | 4965704 |
| **Food — 1.3%** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/23 (Call 02/15/23) | 202 | 201793 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 1565 | 1541381 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.50%, 08/11/23 (Call 03/03/23)<sup>(a)</sup> | 725 | 708080 |
| &nbsp;&nbsp;&nbsp;1.38%, 11/01/27 (Call 09/01/27) | 1200 | 1027054 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 04/01/24)<sup>(a)</sup> | 1910 | 1889897 |
| &nbsp;&nbsp;&nbsp;4.60%, 11/01/25 (Call 09/01/25) | 1447 | 1437444 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 02/10/27 (Call 11/10/26)<sup>(a)</sup> | 5 | 4844 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/15/24 (Call 11/15/23) | 715 | 709630 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/17/25 (Call 02/17/25) | 1493 | 1468548 |
| &nbsp;&nbsp;&nbsp;5.24%, 11/18/25 (Call 11/18/23) | 365 | 366754 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 08/15/26 (Call 05/15/26) | 1210 | 1125137 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/23 (Call 04/15/23) | 683 | 680564 |
| Hormel Foods Corp., 0.65%, 06/03/24 (Call 03/03/23) | 670 | 635548 |
| Ingredion Inc., 3.20%, 10/01/26 (Call 07/01/26) | 145 | 138075 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc., 2.50%, 01/15/27 (Call 12/15/26)<sup>(c)</sup> | 1086 | 967496 |
| JM Smucker Co. (The), 3.50%, 03/15/25<sup>(a)</sup> | 1010 | 982210 |
| Kellogg Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 12/01/23<sup>(a)</sup> | 1018 | 1004004 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Food (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 04/01/26 | $1285 | $1239666 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/27 (Call 08/15/27) | 20 | 19129 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/26 (Call 03/01/26) | 3050 | 2900236 |
| &nbsp;&nbsp;&nbsp;3.88%, 05/15/27 (Call 02/15/27) | 1565 | 1522401 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 10/15/26 (Call 07/15/26) | 1235 | 1153767 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/26 (Call 11/01/25) | 895 | 866604 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 08/01/27 (Call 05/01/27)<sup>(a)</sup> | 150 | 145172 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 08/01/23 (Call 05/01/23)<sup>(a)</sup> | 888 | 885753 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/01/24 (Call 11/01/23) | 1080 | 1068589 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/26 (Call 01/15/26) | 1176 | 1047937 |
| &nbsp;&nbsp;&nbsp;3.15%, 08/15/24 (Call 06/15/24) | 1180 | 1148545 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/15/27 (Call 05/15/27) | 165 | 156486 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 05/04/25 (Call 04/04/25) | 1374 | 1283782 |
| &nbsp;&nbsp;&nbsp;2.13%, 03/17/24 | 580 | 563367 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/17/27 (Call 01/17/27) | 1658 | 1544170 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 700 | 660569 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/15/26 (Call 04/15/26) | 810 | 778928 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/01/25 (Call 07/01/25) | 1213 | 1184996 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/02/27 (Call 03/02/27) | 1895 | 1816592 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/24 (Call 05/15/24) | 1575 | 1555117 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/26 (Call 01/01/26) | 1386 | 1361772 |
| Walmart Inc., 3.90%, 09/09/25<sup>(a)</sup> | 855 | 850521 |
|  |  | 38642558 |
| **Forest Products & Paper — 0.0%** |  |  |
| Georgia-Pacific LLC, 8.00%, 01/15/24 | 751 | 771781 |
| **Gas — 0.3%** |  |  |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.63%, 03/09/23 (Call 02/16/23)<sup>(a)</sup> | 272 | 270913 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/15/27 (Call 03/15/27) | 100 | 95125 |
| CenterPoint Energy Resources Corp., 0.70%, 03/02/23<sup>(a)</sup> | 100 | 99579 |
| Eastern Energy Gas Holdings LLC, Series A, 2.50%, 11/15/24 (Call 10/15/24) | 1474 | 1418705 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/01/23<sup>(a)</sup> | 245 | 244676 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25) | 883 | 885475 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 08/15/25 (Call 07/15/25) | 2335 | 2128055 |
| &nbsp;&nbsp;&nbsp;3.49%, 05/15/27 (Call 02/15/27) | 815 | 782674 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc., 1.10%, 03/11/24 (Call 02/16/23) | 581 | 557561 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/27 (Call 03/15/27) | 1495 | 1414927 |
| &nbsp;&nbsp;&nbsp;Series TT, 2.60%, 06/15/26 (Call 03/15/26) | 430 | 403503 |
|  |  | 8301193 |
| **Hand & Machine Tools — 0.1%** |  |  |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 02/15/26<sup>(a)</sup> | 400 | 406048 |
| &nbsp;&nbsp;&nbsp;6.05%, 04/15/28 | 290 | 294080 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/24/25 (Call 02/24/23) | 1190 | 1134944 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/26 (Call 01/01/26) | 1110 | 1068152 |
|  |  | 2903224 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Products — 1.2%** |  |  |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 12/15/24) | $1797 | $1744824 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/30/23 (Call 09/30/23) | 1690 | 1671033 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/30/26 (Call 08/30/26) | 1510 | 1490371 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.87%, 12/01/23 | 500 | 482939 |
| &nbsp;&nbsp;&nbsp;1.32%, 11/29/24 | 1020 | 958440 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.92%, 02/01/27 (Call 01/01/27)<sup>(a)</sup> | 1755 | 1584120 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 08/15/26 (Call 05/15/26)<sup>(a)</sup> | 400 | 372338 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 06/01/25 (Call 05/01/25) | 1148 | 1079749 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/01/24 (Call 02/01/24) | 1297 | 1277056 |
| Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25) | 1130 | 1098562 |
| DH Europe Finance II Sarl, 2.20%, 11/15/24 (Call 10/15/24) | 1646 | 1580140 |
| GE Healthcare Holding LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 11/15/24<sup>(c)</sup> | 605 | 609834 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.60%, 11/15/25 (Call 10/15/25)<sup>(c)</sup> | 665 | 675825 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 11/15/27 (Call 10/15/27)<sup>(c)</sup> | 3225 | 3339513 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 09/15/23 (Call 03/03/23)<sup>(a)</sup> | 315 | 306717 |
| &nbsp;&nbsp;&nbsp;0.85%, 09/15/24 (Call 03/03/23) | 820 | 766927 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.60%, 12/01/23 (Call 02/13/23)<sup>(a)</sup> | 954 | 925583 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.15%, 06/15/25 (Call 05/15/25)<sup>(a)</sup> | 740 | 683710 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 02/15/24) | 996 | 978257 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/01/25 (Call 08/01/25) | 1190 | 1153353 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/26 (Call 12/15/25) | 1905 | 1848626 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 10/18/23 (Call 03/03/23)<sup>(a)</sup> | 2375 | 2307980 |
| &nbsp;&nbsp;&nbsp;1.22%, 10/18/24 (Call 03/03/23) | 2475 | 2337134 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/21/27 (Call 10/21/27) | 1575 | 1617803 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 11/22/24 (Call 03/03/23) | 1603 | 1511410 |
| &nbsp;&nbsp;&nbsp;3.05%, 01/15/26 (Call 12/15/25) | 1224 | 1165041 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/01/25 (Call 01/01/25) | 1150 | 1117519 |
|  |  | 34684804 |
| **Health Care - Services — 1.9%** |  |  |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/15/23 (Call 04/15/23) | 1926 | 1910514 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/15/24 (Call 08/15/24) | 1832 | 1790510 |
| Anthem Inc., 0.45%, 03/15/23 | 371 | 369015 |
| Centene Corp., 4.25%, 12/15/27 (Call 12/15/23)<sup>(a)</sup> | 320 | 307101 |
| CommonSpirit Health, 2.76%, 10/01/24 (Call 07/01/24) | 1097 | 1059900 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 03/15/26 (Call 02/15/26) | 1025 | 934202 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.38%, 01/15/25 (Call 12/15/24)<sup>(a)</sup> | 1701 | 1625535 |
| &nbsp;&nbsp;&nbsp;3.35%, 12/01/24 (Call 10/01/24) | 1880 | 1836066 |
| &nbsp;&nbsp;&nbsp;3.50%, 08/15/24 (Call 05/15/24) | 1463 | 1430243 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/01/27 (Call 09/01/27) | 200 | 193055 |
| &nbsp;&nbsp;&nbsp;4.90%, 02/08/26 | 1350 | 1344621 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/27 (Call 02/15/27)<sup>(c)</sup> | 1565 | 1454324 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 1640 | 1612737 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 03/15/24<sup>(a)</sup> | 2773 | 2766684 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/15/25 | 1915 | 1915270 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/15/26 (Call 12/15/25) | 2007 | 2009410 |
| &nbsp;&nbsp;&nbsp;5.38%, 02/01/25 | 3135 | 3144907 |
| &nbsp;&nbsp;&nbsp;5.38%, 09/01/26 (Call 03/01/26) | 1575 | 1582898 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/26 (Call 08/15/25) | 2055 | 2087510 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 08/03/23 (Call 02/08/23) | $520 | $510121 |
| &nbsp;&nbsp;&nbsp;1.35%, 02/03/27 (Call 01/03/27) | 1962 | 1729623 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/24 (Call 07/01/24) | 1642 | 1618107 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/27 (Call 12/15/26) | 125 | 122094 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/25 (Call 03/01/25) | 902 | 894583 |
| Kaiser Foundation Hospitals, 3.15%, 05/01/27 (Call 02/01/27) | 300 | 287189 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp;1.55%, 06/01/26 (Call 05/01/26) | 1060 | 954338 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/24 (Call 07/01/24) | 1227 | 1196555 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/25 (Call 11/01/24) | 1773 | 1725784 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 1270 | 1221491 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/30/25 (Call 12/30/24) | 1292 | 1254968 |
| SSM Health Care Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018, 3.69%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 20 | 19930 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A, 3.82%, 06/01/27 (Call 03/01/27)<sup>(a)</sup> | 45 | 43699 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 05/15/27 (Call 04/15/27) | 630 | 619616 |
| &nbsp;&nbsp;&nbsp;0.55%, 05/15/24 (Call 02/13/23) | 1353 | 1284751 |
| &nbsp;&nbsp;&nbsp;1.15%, 05/15/26 (Call 04/15/26) | 1260 | 1139840 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.25%, 01/15/26<sup>(a)</sup> | 321 | 295790 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/15/24 | 969 | 937474 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/23 | 467 | 466693 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/15/23 | 702 | 700881 |
| &nbsp;&nbsp;&nbsp;2.95%, 10/15/27 | 845 | 798381 |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/26 | 1424 | 1374210 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/27 | 335 | 324549 |
| &nbsp;&nbsp;&nbsp;3.45%, 01/15/27 | 475 | 461644 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/23 | 710 | 708039 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/15/24 | 1311 | 1294774 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/25<sup>(a)</sup> | 2201 | 2168080 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 10/15/24<sup>(a)</sup> | 450 | 454496 |
| &nbsp;&nbsp;&nbsp;5.15%, 10/15/25 | 1450 | 1478561 |
| &nbsp;&nbsp;&nbsp;5.25%, 02/15/28 (Call 01/15/28) | 370 | 385602 |
| Universal Health Services Inc., 1.65%, 09/01/26 | 635 | 559534 |
|  |  | 56405899 |
| **Holding Companies - Diversified — 0.8%** |  |  |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/26 (Call 06/15/26) | 1710 | 1494406 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 06/15/27 (Call 05/15/27)<sup>(a)</sup> | 600 | 532257 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 07/15/25 (Call 06/15/25)<sup>(a)</sup> | 370 | 348273 |
| &nbsp;&nbsp;&nbsp;3.50%, 02/10/23 | 1125 | 1124395 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 12/15/25) | 1767 | 1661836 |
| &nbsp;&nbsp;&nbsp;4.20%, 06/10/24 (Call 05/10/24) | 1254 | 1234367 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/25 (Call 01/01/25) | 968 | 936702 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 11/22/24<sup>(a)</sup> | 610 | 571037 |
| &nbsp;&nbsp;&nbsp;2.63%, 12/15/26 (Call 11/15/26) | 1545 | 1330262 |
| &nbsp;&nbsp;&nbsp;2.70%, 01/15/25 (Call 11/15/24) | 645 | 603883 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/15/27 (Call 02/15/27) | 1220 | 1071040 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 03/24/25<sup>(a)</sup> | 1205 | 1171126 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.05%, 09/29/25<sup>(a)(c)</sup> | 894 | 906624 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 02/15/27 (Call 01/15/27) | 605 | 515153 |
| &nbsp;&nbsp;&nbsp;2.75%, 09/16/26 (Call 08/16/26) | 655 | 580286 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/26 (Call 12/15/25) | 1830 | 1703323 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 10/12/24 | 695 | 643504 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Holding Companies - Diversified (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/27 (Call 06/15/27) | $570 | $494610 |
| &nbsp;&nbsp;&nbsp;3.40%, 01/15/26 (Call 12/15/25) | 1319 | 1204682 |
| Golub Capital BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 08/24/26 (Call 07/24/26) | 1350 | 1188335 |
| &nbsp;&nbsp;&nbsp;3.38%, 04/15/24 (Call 03/15/24) | 808 | 784153 |
| Owl Rock Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 01/15/27 (Call 12/15/26)<sup>(a)</sup> | 560 | 481650 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/15/26 (Call 06/15/26) | 937 | 847551 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/22/25 (Call 06/22/25) | 759 | 712688 |
| &nbsp;&nbsp;&nbsp;4.25%, 01/15/26 (Call 12/15/25) | 1132 | 1067408 |
|  |  | 23209551 |
| **Home Builders — 0.2%** |  |  |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 10/15/26 (Call 09/15/26) | 1105 | 971957 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 10/15/27 (Call 08/15/27)<sup>(a)</sup> | 15 | 12831 |
| &nbsp;&nbsp;&nbsp;2.50%, 10/15/24 (Call 09/15/24) | 939 | 902625 |
| &nbsp;&nbsp;&nbsp;2.60%, 10/15/25 (Call 09/15/25) | 708 | 666900 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/30/24 (Call 01/30/24) | 1145 | 1137419 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/30/25 (Call 02/28/25) | 1209 | 1194363 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/29/27 (Call 05/29/27) | 850 | 839003 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/27 (Call 10/15/26) | 585 | 586218 |
| &nbsp;&nbsp;&nbsp;5.50%, 03/01/26 (Call 12/01/25) | 755 | 761780 |
|  |  | 7073096 |
| **Household Products & Wares — 0.0%** |  |  |
| Kimberly-Clark Corp., 1.05%, 09/15/27 (Call 07/15/27) | 55 | 47951 |
| **Insurance — 1.5%** |  |  |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 12/15/25 (Call 11/15/25)<sup>(a)</sup> | 882 | 792868 |
| &nbsp;&nbsp;&nbsp;3.15%, 06/15/23 | 755 | 751919 |
| &nbsp;&nbsp;&nbsp;3.28%, 12/15/26 (Call 09/15/26) | 1070 | 1032251 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 06/30/25 (Call 05/30/25)<sup>(a)</sup> | 828 | 788158 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26) | 1350 | 1323122 |
| Aon Corp./Aon Global Holdings PLC, 2.85%, 05/28/27 (Call 04/28/27)<sup>(a)</sup> | 1635 | 1533372 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/14/24 (Call 03/01/24) | 1349 | 1324575 |
| &nbsp;&nbsp;&nbsp;3.88%, 12/15/25 (Call 09/15/25) | 770 | 754275 |
| Arch Capital Finance LLC, 4.01%, 12/15/26 (Call 09/15/26) | 990 | 979932 |
| Athene Holding Ltd., 4.13%, 01/12/28 (Call 10/12/27) | 1000 | 951456 |
| Berkshire Hathaway Finance Corp., 2.30%, 03/15/27 (Call 02/15/27)<sup>(a)</sup> | 1590 | 1496227 |
| Berkshire Hathaway Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/23 (Call 03/03/23) | 461 | 460178 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/11/23 | 110 | 109970 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 03/15/26 (Call 12/15/25)<sup>(a)</sup> | 3271 | 3176779 |
| Brighthouse Financial Inc., 3.70%, 06/22/27 (Call 03/22/27)<sup>(a)</sup> | 10 | 9492 |
| Brown & Brown Inc., 4.20%, 09/15/24 (Call 06/15/24) | 866 | 856698 |
| Chubb INA Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 03/15/25 | 1155 | 1119836 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/15/24<sup>(a)</sup> | 931 | 915203 |
| &nbsp;&nbsp;&nbsp;3.35%, 05/03/26 (Call 02/03/26) | 1150 | 1114999 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 08/15/27 (Call 05/10/27) | 150 | 141500 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/15/24 (Call 02/15/24) | 908 | 895824 |
| &nbsp;&nbsp;&nbsp;4.50%, 03/01/26 (Call 12/01/25) | 320 | 318804 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| CNO Financial Group Inc., 5.25%, 05/30/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/28/25) | $569 | $568618 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 04/04/25 (Call 03/04/25)<sup>(c)</sup> | 455 | 440254 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 04/05/27 (Call 03/05/27)<sup>(c)</sup> | 2504 | 2388692 |
| Equitable Holdings Inc., 3.90%, 04/20/23 (Call 03/20/23) | 680 | 679321 |
| Jackson Financial Inc., 1.13%, 11/22/23 | 185 | 179312 |
| Lincoln National Corp., 4.00%, 09/01/23<sup>(a)</sup> | 520 | 517007 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 05/15/23 (Call 02/15/23)<sup>(a)</sup> | 407 | 404824 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/26 (Call 01/01/26) | 1030 | 1005511 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.48%, 05/19/27 (Call 03/19/27) | 1315 | 1217073 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/04/26 | 1110 | 1099003 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/03/24 (Call 03/03/24) | 957 | 942593 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/10/25 (Call 12/10/24) | 856 | 837094 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 03/14/26 (Call 12/14/25)<sup>(a)</sup> | 1088 | 1065599 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/24 (Call 02/15/24)<sup>(a)</sup> | 2085 | 2063676 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/25 | 651 | 630723 |
| &nbsp;&nbsp;&nbsp;3.60%, 04/10/24 | 1686 | 1667029 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/13/25 (Call 08/13/25) | 799 | 781162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.37%, 09/15/23<sup>(a)</sup> | 1751 | 1753832 |
| Old Republic International Corp., 3.88%, 08/26/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/26/26) | 379 | 363922 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 01/15/27<sup>(a)</sup> | 350 | 326802 |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/27 (Call 02/15/27) | 1045 | 974866 |
| Prudential Financial Inc., 1.50%, 03/10/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/10/26)<sup>(a)</sup> | 1170 | 1068154 |
| Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25) | 715 | 702480 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/15/24 (Call 03/15/24) | 246 | 240799 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/15/27 (Call 05/15/27)<sup>(a)</sup> | 1805 | 1788516 |
|  |  | 44554300 |
| **Internet — 1.8%** |  |  |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 08/15/25 (Call 07/15/25) | 1644 | 1499477 |
| &nbsp;&nbsp;&nbsp;0.80%, 08/15/27 (Call 06/15/27) | 385 | 335068 |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/26 (Call 05/15/26) | 1950 | 1814619 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/25/24<sup>(a)</sup> | 1548 | 1528809 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 05/12/23 | 639 | 631836 |
| &nbsp;&nbsp;&nbsp;0.40%, 06/03/23 | 1039 | 1024892 |
| &nbsp;&nbsp;&nbsp;0.45%, 05/12/24 | 1398 | 1326250 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/03/25 (Call 05/03/25) | 1771 | 1631171 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/12/26 (Call 04/12/26) | 3395 | 3053120 |
| &nbsp;&nbsp;&nbsp;1.20%, 06/03/27 (Call 04/03/27) | 965 | 851492 |
| &nbsp;&nbsp;&nbsp;2.40%, 02/22/23 | 1529 | 1527161 |
| &nbsp;&nbsp;&nbsp;2.73%, 04/13/24 | 825 | 808228 |
| &nbsp;&nbsp;&nbsp;2.80%, 08/22/24 (Call 06/22/24) | 3185 | 3101852 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/13/25 | 1815 | 1762675 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 08/22/27 (Call 05/22/27)<sup>(a)</sup> | 4135 | 3954837 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.30%, 04/13/27 (Call 03/13/27)<sup>(a)</sup> | 2750 | 2658792 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/05/24 (Call 09/05/24) | 1763 | 1750560 |
| &nbsp;&nbsp;&nbsp;4.55%, 12/01/27 (Call 11/01/27) | 2000 | 2023662 |
| &nbsp;&nbsp;&nbsp;4.60%, 12/01/25 | 1840 | 1856083 |
| &nbsp;&nbsp;&nbsp;4.70%, 11/29/24 | 1950 | 1959000 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.20%, 12/03/25 (Call 09/03/25)<sup>(a)</sup> | 1207 | 1233153 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Internet (continued)** |  |  |
| Booking Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/23 (Call 02/15/23) | $728 | $726292 |
| &nbsp;&nbsp;&nbsp;3.60%, 06/01/26 (Call 03/01/26) | 1597 | 1552605 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/25 (Call 12/15/24) | 832 | 815588 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.40%, 05/10/26 (Call 04/10/26) | 1265 | 1141633 |
| &nbsp;&nbsp;&nbsp;1.90%, 03/11/25 (Call 02/11/25) | 1688 | 1593524 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/01/24 (Call 05/01/24) | 1233 | 1208495 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.60%, 06/05/27 (Call 03/05/27)<sup>(a)</sup> | 350 | 338073 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63%, 08/01/27 (Call 05/01/27) | 825 | 812322 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 02/15/26 (Call 11/15/25)<sup>(a)</sup> | 1292 | 1291046 |
| Meta Platforms Inc., 3.50%, 08/15/27 | 4855 | 4663038 |
| Netflix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 11/15/26 | 630 | 625357 |
| &nbsp;&nbsp;&nbsp;5.88%, 02/15/25 | 1250 | 1269425 |
| VeriSign Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 07/15/27 (Call 07/15/23) | 435 | 429867 |
| &nbsp;&nbsp;&nbsp;5.25%, 04/01/25 (Call 01/01/25) | 890 | 892897 |
|  |  | 53692899 |
| **Iron & Steel — 0.2%** |  |  |
| ArcelorMittal SA, 6.55%, 11/29/27 (Call 10/29/27) | 1140 | 1189020 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 06/01/25 (Call 05/01/25) | 1040 | 977968 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 930 | 915820 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/23/27 (Call 04/23/27) | 1300 | 1288317 |
|  |  | 4371125 |
| **Lodging — 0.3%** |  |  |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 10/01/23 (Call 03/03/23)<sup>(a)</sup> | 795 | 773373 |
| &nbsp;&nbsp;&nbsp;1.80%, 10/01/24 (Call 03/03/23) | 1130 | 1068141 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 04/15/24 (Call 03/15/24) | 937 | 921032 |
| &nbsp;&nbsp;&nbsp;5.00%, 10/15/27 (Call 09/15/27) | 575 | 582136 |
| &nbsp;&nbsp;&nbsp;Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 1333 | 1354047 |
| &nbsp;&nbsp;&nbsp;Series R, 3.13%, 06/15/26 (Call 03/15/26) | 1325 | 1259330 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 01/08/26 (Call 12/08/25) | 1345 | 1277151 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/08/25 (Call 06/08/25)<sup>(a)</sup> | 245 | 243469 |
|  |  | 7478679 |
| **Machinery — 1.9%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 03/01/23 | 273 | 271924 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 09/14/23<sup>(a)</sup> | 290 | 283425 |
| &nbsp;&nbsp;&nbsp;0.45%, 05/17/24 | 1369 | 1296321 |
| &nbsp;&nbsp;&nbsp;0.60%, 09/13/24 | 380 | 356920 |
| &nbsp;&nbsp;&nbsp;0.65%, 07/07/23 | 567 | 557249 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 11/13/25<sup>(a)</sup> | 1436 | 1302480 |
| &nbsp;&nbsp;&nbsp;0.90%, 03/02/26 | 1245 | 1122701 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.95%, 01/10/24<sup>(a)</sup> | 1055 | 1017785 |
| &nbsp;&nbsp;&nbsp;1.10%, 09/14/27 | 85 | 74329 |
| &nbsp;&nbsp;&nbsp;1.15%, 09/14/26 | 983 | 878591 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/25 | 804 | 751555 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/08/27<sup>(a)</sup> | 1595 | 1463462 |
| &nbsp;&nbsp;&nbsp;2.15%, 11/08/24 | 1635 | 1570781 |
| &nbsp;&nbsp;&nbsp;2.85%, 05/17/24 | 955 | 933196 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 12/01/24<sup>(a)</sup> | 676 | 661012 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/13/25 | 745 | 727217 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/15/23 | 630 | 627604 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Machinery (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 08/12/27 | $810 | $790523 |
| &nbsp;&nbsp;&nbsp;3.65%, 12/07/23 | 1094 | 1086902 |
| &nbsp;&nbsp;&nbsp;3.65%, 08/12/25 | 1185 | 1160782 |
| &nbsp;&nbsp;&nbsp;3.75%, 11/24/23 | 450 | 446134 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/06/26 | 1000 | 1013111 |
| &nbsp;&nbsp;&nbsp;4.90%, 01/17/25 | 820 | 827718 |
| Caterpillar Inc., 3.40%, 05/15/24 (Call 02/15/24) | 1988 | 1960400 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 07/15/26 (Call 06/15/26) | 950 | 851593 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 01/15/26 (Call 12/15/25)<sup>(a)</sup> | 965 | 893618 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 07/02/23<sup>(a)</sup> | 682 | 673517 |
| &nbsp;&nbsp;&nbsp;3.95%, 05/23/25 | 985 | 964922 |
| &nbsp;&nbsp;&nbsp;4.20%, 01/15/24 | 874 | 867235 |
| CNH Industrial NV |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 11/15/27 (Call 08/15/27) | 45 | 43745 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/15/23<sup>(a)</sup> | 979 | 975359 |
| Deere & Co., 2.75%, 04/15/25 (Call 03/15/25) | 1095 | 1055098 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 10/10/23 | 426 | 413229 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 01/17/24<sup>(a)</sup> | 820 | 787333 |
| &nbsp;&nbsp;&nbsp;0.45%, 06/07/24 | 850 | 804106 |
| &nbsp;&nbsp;&nbsp;0.63%, 09/10/24 | 615 | 578815 |
| &nbsp;&nbsp;&nbsp;0.70%, 01/15/26 | 915 | 823453 |
| &nbsp;&nbsp;&nbsp;0.90%, 01/10/24 | 450 | 434853 |
| &nbsp;&nbsp;&nbsp;1.05%, 06/17/26 | 1615 | 1452607 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 04/06/23<sup>(a)</sup> | 135 | 134135 |
| &nbsp;&nbsp;&nbsp;1.25%, 01/10/25 | 1000 | 940445 |
| &nbsp;&nbsp;&nbsp;1.70%, 01/11/27 | 1710 | 1559387 |
| &nbsp;&nbsp;&nbsp;1.75%, 03/09/27 | 230 | 209598 |
| &nbsp;&nbsp;&nbsp;2.05%, 01/09/25 | 519 | 495518 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 03/08/27<sup>(a)</sup> | 2610 | 2426111 |
| &nbsp;&nbsp;&nbsp;2.60%, 03/07/24 | 1164 | 1139127 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 06/24/24<sup>(a)</sup> | 1047 | 1018452 |
| &nbsp;&nbsp;&nbsp;2.65%, 06/10/26 | 405 | 383113 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/06/23 | 483 | 482060 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/08/27 | 30 | 28231 |
| &nbsp;&nbsp;&nbsp;3.35%, 06/12/24 | 960 | 944646 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/06/25<sup>(a)</sup> | 445 | 434355 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/13/25 | 1206 | 1180156 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 10/12/23<sup>(a)</sup> | 581 | 575997 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/08/25 | 750 | 742922 |
| &nbsp;&nbsp;&nbsp;4.15%, 09/15/27 | 805 | 802810 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 10/11/24<sup>(a)</sup> | 460 | 460007 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/20/28 | 510 | 520805 |
| &nbsp;&nbsp;&nbsp;4.80%, 01/09/26 | 510 | 516430 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.06%, 04/05/25 (Call 03/05/25) | 1910 | 1802120 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.29%, 04/05/27 (Call 02/05/27)<sup>(a)</sup> | 595 | 545274 |
| Rockwell Automation Inc., 0.35%, 08/15/23 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/13/23)<sup>(a)</sup> | 370 | 361262 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/25 (Call 05/15/25) | 821 | 776008 |
| &nbsp;&nbsp;&nbsp;3.45%, 11/15/26 (Call 08/15/26) | 1340 | 1266514 |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/24 (Call 02/15/24) | 1254 | 1239014 |
| Xylem Inc./NY, 3.25%, 11/01/26 (Call 08/01/26)<sup>(a)</sup> | 745 | 708254 |
|  |  | 54494356 |
| **Manufacturing — 0.5%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/23 (Call 02/13/23) | 511 | 510525 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/25 (Call 01/14/25) | 874 | 831127 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Manufacturing (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | $666 | $664042 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 09/19/26 (Call 06/19/26)<sup>(a)</sup> | 865 | 803796 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 04/15/25 (Call 03/15/25)<sup>(a)</sup> | 763 | 732120 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/15/27 (Call 07/15/27)<sup>(a)</sup> | 220 | 206243 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 08/07/25<sup>(a)</sup> | 1100 | 1061171 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/14/24 (Call 01/14/24) | 1454 | 1431830 |
| Eaton Corp., 3.10%, 09/15/27 (Call 06/15/27) | 200 | 189264 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 11/15/26 (Call 08/15/26) | 722 | 683752 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/24 (Call 12/01/23) | 419 | 413509 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 06/14/24 (Call 05/14/24) | 1268 | 1230486 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/27 (Call 12/01/26) | 330 | 313081 |
| &nbsp;&nbsp;&nbsp;3.30%, 11/21/24 (Call 08/21/24) | 729 | 709364 |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 | 1929 | 1893502 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/15/27 (Call 08/15/27) | 640 | 632879 |
| Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23<sup>(a)</sup> | 953 | 951877 |
| Trane Technologies Luxembourg Finance SA, 3.55%, 11/01/24 (Call 08/01/24) | 1104 | 1082424 |
|  |  | 14340992 |
| **Media — 1.6%** |  |  |
| Charter Communications Operating LLC/Charter |  |  |
| &nbsp;&nbsp;&nbsp;Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/01/24 (Call 01/01/24) | 1506 | 1492431 |
| &nbsp;&nbsp;&nbsp;4.91%, 07/23/25 (Call 04/23/25) | 6076 | 6046889 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/27 (Call 10/15/26) | 1194 | 1108192 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/26 (Call 12/01/25) | 2425 | 2340100 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/27 (Call 11/01/26) | 4115 | 3955993 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 02/01/27) | 250 | 240124 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/25 (Call 11/15/24) | 1930 | 1886628 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/25 (Call 05/15/25) | 2277 | 2212991 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/15/24 (Call 03/15/24) | 2355 | 2328676 |
| &nbsp;&nbsp;&nbsp;3.95%, 10/15/25 (Call 08/15/25) | 3320 | 3273939 |
| &nbsp;&nbsp;&nbsp;5.25%, 11/07/25 | 600 | 612767 |
| &nbsp;&nbsp;&nbsp;5.35%, 11/15/27 (Call 10/15/27) | 365 | 380581 |
| Discovery Communications LLC, 4.90%, 03/11/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/11/25) | 990 | 981318 |
| FactSet Research Systems Inc., 2.90%, 03/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 02/01/27)<sup>(a)</sup> | 1270 | 1185322 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.05%, 04/07/25 (Call 03/07/25) | 894 | 861786 |
| &nbsp;&nbsp;&nbsp;4.03%, 01/25/24 (Call 12/25/23) | 937 | 928622 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 01/15/27 (Call 10/15/26) | 930 | 855288 |
| &nbsp;&nbsp;&nbsp;4.00%, 01/15/26 (Call 10/15/25) | 766 | 743778 |
| &nbsp;&nbsp;&nbsp;4.75%, 05/15/25 (Call 04/15/25) | 973 | 965800 |
| Thomson Reuters Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 05/15/26 (Call 02/15/26)<sup>(a)</sup> | 635 | 609622 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, 11/23/23 (Call 08/23/23)<sup>(a)</sup> | 701 | 696258 |
| Time Warner Cable Enterprises LLC, 8.38%, 03/15/23 | 1101 | 1105567 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.85%, 07/30/26<sup>(a)</sup> | 1026 | 940944 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 06/15/27<sup>(a)</sup> | 85 | 80659 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/13/26<sup>(a)</sup> | 1984 | 1902945 |
| &nbsp;&nbsp;&nbsp;3.15%, 09/17/25 | 1085 | 1048941 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 08/30/24 (Call 07/30/24) | 1954 | 1870419 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/13/26<sup>(a)</sup> | 2453 | 2270610 |
| &nbsp;&nbsp;&nbsp;2.20%, 01/13/28 | 140 | 127400 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Media (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 03/24/25<sup>(a)</sup> | $2264 | $2206847 |
| &nbsp;&nbsp;&nbsp;3.70%, 09/15/24 (Call 06/15/24) | 841 | 827463 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/15/25 (Call 07/15/25) | 976 | 954477 |
| &nbsp;&nbsp;&nbsp;3.70%, 03/23/27 | 740 | 726139 |
|  |  | 47769516 |
| **Metal Fabricate & Hardware — 0.0%** |  |  |
| Precision Castparts Corp., 3.25%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/25) | 1143 | 1112866 |
| **Mining — 0.1%** |  |  |
| BHP Billiton Finance USA Ltd., 3.85%, 09/30/23 | 843 | 842243 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 512 | 511234 |
| &nbsp;&nbsp;&nbsp;4.55%, 11/14/24 (Call 08/14/24) | 865 | 855488 |
| &nbsp;&nbsp;&nbsp;5.00%, 09/01/27 (Call 09/01/23) | 105 | 104217 |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/27 (Call 04/15/27) | 50 | 48437 |
| &nbsp;&nbsp;&nbsp;5.95%, 03/15/24 (Call 12/15/23) | 980 | 983273 |
|  |  | 3344892 |
| **Office & Business Equipment — 0.1%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 12/01/26 (Call 11/01/26)<sup>(a)</sup> | 1055 | 950839 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/01/25 (Call 05/01/23) | 650 | 629046 |
| &nbsp;&nbsp;&nbsp;5.50%, 12/01/24 (Call 06/01/24) | 1050 | 1049895 |
|  |  | 2629780 |
| **Oil & Gas — 2.9%** |  |  |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.02%, 01/16/27 (Call 10/16/26) | 2180 | 2074210 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.12%, 05/04/26 (Call 02/04/26)<sup>(a)</sup> | 1432 | 1375388 |
| &nbsp;&nbsp;&nbsp;3.41%, 02/11/26 (Call 12/11/25) | 1135 | 1103467 |
| &nbsp;&nbsp;&nbsp;3.54%, 04/06/27 (Call 02/06/27) | 450 | 437075 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.59%, 04/14/27 (Call 01/14/27)<sup>(a)</sup> | 580 | 563447 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 09/21/25 (Call 07/21/25)<sup>(a)</sup> | 1795 | 1775390 |
| BP Capital Markets PLC, 3.28%, 09/19/27 (Call 06/19/27) | 670 | 642125 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 07/15/25 (Call 06/15/25) | 1172 | 1096625 |
| &nbsp;&nbsp;&nbsp;3.80%, 04/15/24 (Call 01/15/24) | 1000 | 985220 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 06/01/27 (Call 03/01/27)<sup>(a)</sup> | 930 | 897834 |
| &nbsp;&nbsp;&nbsp;3.90%, 02/01/25 (Call 11/01/24) | 973 | 952732 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.14%, 05/11/23<sup>(a)</sup> | 1195 | 1183442 |
| &nbsp;&nbsp;&nbsp;1.55%, 05/11/25 (Call 04/11/25) | 3529 | 3322157 |
| &nbsp;&nbsp;&nbsp;2.00%, 05/11/27 (Call 03/11/27) | 945 | 867465 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/03/24 (Call 01/03/24) | 1271 | 1249631 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/16/26 (Call 02/16/26) | 2715 | 2607413 |
| &nbsp;&nbsp;&nbsp;3.33%, 11/17/25 (Call 08/17/25) | 694 | 677556 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.43%, 08/11/23<sup>(a)</sup> | 616 | 604013 |
| &nbsp;&nbsp;&nbsp;0.69%, 08/12/25 (Call 07/12/25) | 1378 | 1256949 |
| &nbsp;&nbsp;&nbsp;1.02%, 08/12/27 (Call 06/12/27) | 80 | 70156 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/15/24 (Call 08/15/24) | 1542 | 1527787 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 03/08/24 (Call 03/03/23)<sup>(a)</sup> | 825 | 802067 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 03/07/25 (Call 03/07/23)<sup>(a)</sup> | 1280 | 1224366 |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/24 (Call 03/01/24) | 1890 | 1853714 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.38%, 01/15/28 (Call 10/15/27)<sup>(a)</sup> | 70 | 66614 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/23 (Call 03/03/23) | 733 | 732168 |
| Diamondback Energy Inc., 3.25%, 12/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/01/26) | 715 | 675483 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 03/15/23 (Call 03/03/23) | $1235 | $1232247 |
| &nbsp;&nbsp;&nbsp;3.15%, 04/01/25 (Call 01/01/25) | 1230 | 1195133 |
| &nbsp;&nbsp;&nbsp;4.15%, 01/15/26 (Call 10/15/25) | 895 | 888876 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/27 (Call 07/01/27) | 1645 | 1563981 |
| &nbsp;&nbsp;&nbsp;5.68%, 10/01/25 (Call 10/04/23) | 310 | 310448 |
| &nbsp;&nbsp;&nbsp;6.13%, 02/01/25 (Call 01/01/25) | 1045 | 1056860 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/22/26 (Call 12/22/25)<sup>(a)</sup> | 290 | 268993 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 01/15/24<sup>(a)</sup> | 501 | 491006 |
| &nbsp;&nbsp;&nbsp;2.88%, 04/06/25 (Call 03/06/25) | 694 | 670891 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/06/27 (Call 02/06/27)<sup>(a)</sup> | 250 | 238997 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/10/24 | 1245 | 1221642 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 03/01/24<sup>(a)</sup> | 1722 | 1702722 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.57%, 04/15/23 | 1787 | 1776005 |
| &nbsp;&nbsp;&nbsp;2.02%, 08/16/24 (Call 07/16/24) | 1293 | 1246697 |
| &nbsp;&nbsp;&nbsp;2.28%, 08/16/26 (Call 06/16/26) | 935 | 874386 |
| &nbsp;&nbsp;&nbsp;2.71%, 03/06/25 (Call 12/06/24) | 2440 | 2362210 |
| &nbsp;&nbsp;&nbsp;2.73%, 03/01/23 (Call 02/13/23) | 341 | 340634 |
| &nbsp;&nbsp;&nbsp;2.99%, 03/19/25 (Call 02/19/25) | 3713 | 3606120 |
| &nbsp;&nbsp;&nbsp;3.04%, 03/01/26 (Call 12/01/25) | 3465 | 3337028 |
| &nbsp;&nbsp;&nbsp;3.18%, 03/15/24 (Call 12/15/23) | 736 | 724447 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.29%, 03/19/27 (Call 01/19/27)<sup>(a)</sup> | 800 | 780263 |
| Hess Corp., 4.30%, 04/01/27 (Call 01/01/27) | 952 | 933431 |
| Marathon Oil Corp., 4.40%, 07/15/27 (Call 04/15/27) | 1165 | 1135106 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 09/15/24 (Call 06/15/24) | 1851 | 1817947 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/01/25 (Call 04/01/25) | 2218 | 2212984 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 12/15/26 (Call 09/15/26)<sup>(a)</sup> | 705 | 712231 |
| Ovintiv Exploration Inc., 5.38%, 01/01/26 (Call 10/01/25) | 915 | 918898 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 02/15/24 (Call 03/03/23) | 993 | 952081 |
| &nbsp;&nbsp;&nbsp;1.30%, 02/15/26 (Call 01/15/26) | 870 | 789930 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/09/25 (Call 03/09/25) | 1291 | 1270535 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 05/15/23<sup>(a)</sup> | 410 | 404832 |
| &nbsp;&nbsp;&nbsp;1.13%, 01/15/26 (Call 12/15/25) | 880 | 795548 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 09/15/23 | 267 | 259644 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/07/24 (Call 10/07/24) | 2273 | 2180913 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/12/26 | 925 | 871746 |
| &nbsp;&nbsp;&nbsp;2.88%, 05/10/26 | 2745 | 2617572 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/11/25<sup>(a)</sup> | 3970 | 3877113 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/13/23 (Call 10/13/23)<sup>(a)</sup> | 1385 | 1370949 |
| TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23<sup>(a)</sup> | 1420 | 1406833 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.43%, 01/10/25 (Call 10/10/24)<sup>(a)</sup> | 1814 | 1746747 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/15/24 | 600 | 593510 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/10/24 | 1919 | 1899319 |
| Valero Energy Corp., 2.15%, 09/15/27 (Call 07/15/27)<sup>(a)</sup> | 125 | 112684 |
|  |  | 85394633 |
| **Oil & Gas Services — 0.2%** |  |  |
| Baker Hughes Holdings LLC/Baker Hughes |  |  |
| &nbsp;&nbsp;&nbsp;Co-Obligor Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.23%, 12/15/23 | 330 | 319663 |
| &nbsp;&nbsp;&nbsp;2.06%, 12/15/26 (Call 11/15/26) | 1140 | 1036686 |
| &nbsp;&nbsp;&nbsp;3.34%, 12/15/27 (Call 09/15/27) | 50 | 47401 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas Services (continued)** |  |  |
| Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 08/17/25)<sup>(a)</sup> | $1205 | $1118622 |
| Schlumberger Investment SA, 3.65%, 12/01/23 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/01/23) | 1987 | 1966981 |
|  |  | 4489353 |
| **Packaging & Containers — 0.2%** |  |  |
| Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26) | 930 | 892236 |
| Amcor Flexibles North America Inc., 4.00%, 05/17/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 04/17/25)<sup>(a)</sup> | 945 | 924745 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.95%, 02/15/24 (Call 01/15/24) | 975 | 932868 |
| &nbsp;&nbsp;&nbsp;1.57%, 01/15/26 (Call 12/15/25) | 820 | 741094 |
| Packaging Corp. of America, 3.40%, 12/15/27 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/15/27) | 25 | 23657 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/24 (Call 07/15/24) | 15 | 14462 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/27 (Call 06/15/27) | 15 | 14079 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/25 (Call 01/15/25) | 1282 | 1248878 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/15/26 (Call 01/15/26) | 1155 | 1150589 |
|  |  | 5942608 |
| **Pharmaceuticals — 5.1%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/21/24 (Call 10/21/24) | 3760 | 3621535 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/14/23 (Call 03/14/23)<sup>(a)</sup> | 1343 | 1335104 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/21/26 (Call 09/21/26) | 5530 | 5246849 |
| &nbsp;&nbsp;&nbsp;3.20%, 05/14/26 (Call 02/14/26) | 2935 | 2813761 |
| &nbsp;&nbsp;&nbsp;3.60%, 05/14/25 (Call 02/14/25) | 4590 | 4461568 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/14/23 (Call 10/14/23)<sup>(a)</sup> | 1785 | 1772571 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 4085 | 4007249 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/15/24 (Call 03/15/24) | 1433 | 1415145 |
| AmerisourceBergen Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.74%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 691 | 687843 |
| &nbsp;&nbsp;&nbsp;3.25%, 03/01/25 (Call 12/01/24) | 995 | 964204 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 (Call 02/15/24) | 1164 | 1141630 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 12/15/27 (Call 09/15/27)<sup>(a)</sup> | 25 | 23921 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 05/28/24 (Call 03/03/23) | 2725 | 2588131 |
| &nbsp;&nbsp;&nbsp;1.20%, 05/28/26 (Call 04/28/26) | 3162 | 2858035 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.30%, 05/26/23 | 1760 | 1738231 |
| &nbsp;&nbsp;&nbsp;0.70%, 04/08/26 (Call 03/08/26) | 485 | 432465 |
| &nbsp;&nbsp;&nbsp;3.13%, 06/12/27 (Call 03/12/27) | 235 | 224936 |
| &nbsp;&nbsp;&nbsp;3.38%, 11/16/25 | 1847 | 1803321 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/17/23 (Call 07/17/23)<sup>(a)</sup> | 1688 | 1681333 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.36%, 06/06/24 (Call 04/06/24) | 1590 | 1558114 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 2235 | 2172535 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24)<sup>(a)</sup> | 1315 | 1292240 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.54%, 11/13/23 (Call 03/03/23). | 271 | 263565 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.75%, 11/13/25 (Call 10/13/25)<sup>(a)</sup> | 1435 | 1301903 |
| &nbsp;&nbsp;&nbsp;1.13%, 11/13/27 (Call 09/13/27) | 125 | 109532 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/23 | 978 | 977454 |
| &nbsp;&nbsp;&nbsp;2.90%, 07/26/24 (Call 06/26/24) | 3863 | 3771053 |
| &nbsp;&nbsp;&nbsp;3.20%, 06/15/26 (Call 04/15/26) | 2489 | 2410404 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/01/23<sup>(a)</sup> | 580 | 576205 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/27/27 | 400 | 387149 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 1910 | 1856256 |
| &nbsp;&nbsp;&nbsp;3.88%, 08/15/25 (Call 05/15/25) | 30 | 29261 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.08%, 06/15/24 (Call 04/15/24) | $1520 | $1481542 |
| &nbsp;&nbsp;&nbsp;3.20%, 03/15/23 | 525 | 523997 |
| &nbsp;&nbsp;&nbsp;3.41%, 06/15/27 (Call 03/15/27) | 220 | 210008 |
| &nbsp;&nbsp;&nbsp;3.75%, 09/15/25 (Call 06/15/25) | 1070 | 1043171 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.61%, 03/15/24 (Call 03/03/23) | 783 | 746228 |
| &nbsp;&nbsp;&nbsp;1.25%, 03/15/26 (Call 02/15/26) | 1348 | 1214467 |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/23 (Call 05/16/23) | 780 | 773006 |
| &nbsp;&nbsp;&nbsp;3.05%, 10/15/27 (Call 07/15/27) | 190 | 178439 |
| &nbsp;&nbsp;&nbsp;3.25%, 04/15/25 (Call 01/15/25) | 1248 | 1211898 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 12/01/26) | 1515 | 1450870 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/24 (Call 03/17/24) | 1428 | 1402858 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/23 (Call 06/15/23) | 1556 | 1547500 |
| &nbsp;&nbsp;&nbsp;4.13%, 11/15/25 (Call 09/15/25) | 2910 | 2874928 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/25/26 (Call 11/27/25) | 1881 | 1872434 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.30%, 08/21/27 (Call 06/21/27) | 3080 | 2668861 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/24 (Call 07/15/24) | 1536 | 1488401 |
| &nbsp;&nbsp;&nbsp;2.88%, 06/01/26 (Call 03/01/26) | 2954 | 2796426 |
| &nbsp;&nbsp;&nbsp;3.00%, 08/15/26 (Call 06/15/26) | 620 | 586272 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/12/24 (Call 05/12/24) | 988 | 967418 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/01/27 (Call 02/01/27) | 890 | 860112 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/20/25 (Call 04/20/25) | 3637 | 3562607 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 03/25/25 (Call 01/25/25)<sup>(a)</sup> | 1467 | 1454880 |
| Eli Lilly & Co., 2.75%, 06/01/25 (Call 03/01/25) | 1232 | 1187391 |
| GlaxoSmithKline Capital Inc., 3.63%, 05/15/25<sup>(a)</sup> | 1478 | 1454889 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.53%, 10/01/23 (Call 03/03/23) | 1793 | 1749502 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/24 (Call 05/01/24) | 1979 | 1936003 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 09/01/25 (Call 08/01/25)<sup>(a)</sup> | 757 | 691812 |
| &nbsp;&nbsp;&nbsp;0.95%, 09/01/27 (Call 07/01/27) | 325 | 286176 |
| &nbsp;&nbsp;&nbsp;2.05%, 03/01/23 | 603 | 601869 |
| &nbsp;&nbsp;&nbsp;2.45%, 03/01/26 (Call 12/01/25) | 1770 | 1688335 |
| &nbsp;&nbsp;&nbsp;2.63%, 01/15/25 (Call 11/15/24) | 731 | 709142 |
| &nbsp;&nbsp;&nbsp;2.95%, 03/03/27 (Call 12/03/26) | 1135 | 1091852 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/05/23<sup>(a)</sup> | 290 | 286625 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.90%, 12/03/25 (Call 11/03/25)<sup>(a)</sup> | 795 | 712166 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 08/15/26 (Call 07/15/26)<sup>(a)</sup> | 1220 | 1088034 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/24 (Call 12/15/23) | 1666 | 1642556 |
| Mead Johnson Nutrition Co., 4.13%, 11/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 08/15/25) | 899 | 890456 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 02/24/26 (Call 01/24/26) | 1894 | 1703405 |
| &nbsp;&nbsp;&nbsp;1.70%, 06/10/27 (Call 05/10/27) | 2275 | 2054862 |
| &nbsp;&nbsp;&nbsp;2.75%, 02/10/25 (Call 11/10/24) | 3405 | 3310945 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.80%, 05/18/23<sup>(a)</sup> | 2089 | 2079114 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/07/24 (Call 02/07/24) | 1487 | 1456795 |
| Mylan Inc., 4.20%, 11/29/23 (Call 08/29/23) | 767 | 763951 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/25 (Call 01/14/25) | 956 | 907354 |
| &nbsp;&nbsp;&nbsp;2.00%, 02/14/27 (Call 12/14/26) | 430 | 398727 |
| &nbsp;&nbsp;&nbsp;3.00%, 11/20/25 (Call 08/20/25) | 2958 | 2852709 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/17/27 (Call 02/17/27) | 2660 | 2564752 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/24 | 1352 | 1333243 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.80%, 05/28/25 (Call 04/28/25)<sup>(a)</sup> | 1499 | 1383339 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 06/03/26<sup>(a)</sup> | 873 | 834338 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/15/24 (Call 02/15/24) | $1161 | $1139608 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/23<sup>(a)</sup> | 1827 | 1818914 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 12/15/26<sup>(a)</sup> | 1315 | 1268456 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 1346 | 1336189 |
| &nbsp;&nbsp;&nbsp;3.40%, 05/15/24 | 1507 | 1486639 |
| Sanofi, 3.38%, 06/19/23 (Call 05/19/23) | 1289 | 1284932 |
| Shire Acquisitions Investments Ireland DAC |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 09/23/23 (Call 07/23/23) | 1845 | 1819149 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/23/26 (Call 06/23/26) | 3685 | 3518533 |
| Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/26/23) | 421 | 420846 |
| Utah Acquisition Sub Inc., 3.95%, 06/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/15/26) | 3180 | 3029593 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 06/22/25 (Call 05/22/25) | 1203 | 1107175 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/22/27 (Call 04/22/27) | 850 | 748638 |
| Wyeth LLC, 6.45%, 02/01/24<sup>(a)</sup> | 773 | 785809 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 09/12/27 (Call 06/15/27)<sup>(a)</sup> | 220 | 207569 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/01/23 | 1294 | 1294000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/13/25 (Call 08/13/25)<sup>(a)</sup> | 1680 | 1677286 |
| &nbsp;&nbsp;&nbsp;5.40%, 11/14/25 (Call 10/14/25) | 200 | 204723 |
|  |  | 147248227 |
| **Pipelines — 3.1%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/27 (Call 04/15/27) | 520 | 505800 |
| &nbsp;&nbsp;&nbsp;4.95%, 12/15/24 (Call 09/15/24) | 1043 | 1036330 |
| &nbsp;&nbsp;&nbsp;5.95%, 06/01/26 (Call 03/01/26) | 930 | 952493 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.13%, 06/30/27 (Call 01/01/27) | 1285 | 1294924 |
| &nbsp;&nbsp;&nbsp;5.88%, 03/31/25 (Call 10/02/24) | 2262 | 2285185 |
| Columbia Pipeline Group Inc., 4.50%, 06/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/01/25) | 1814 | 1797983 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 150 | 149555 |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/25 (Call 04/15/25) | 740 | 738458 |
| &nbsp;&nbsp;&nbsp;5.63%, 07/15/27 (Call 04/15/27) | 670 | 680466 |
| Enbridge Energy Partners LP, 5.88%, 10/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 07/15/25) | 784 | 799918 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.55%, 10/04/23 | 715 | 693775 |
| &nbsp;&nbsp;&nbsp;1.60%, 10/04/26 (Call 09/04/26) | 718 | 640932 |
| &nbsp;&nbsp;&nbsp;2.50%, 01/15/25 (Call 12/15/24) | 927 | 883527 |
| &nbsp;&nbsp;&nbsp;2.50%, 02/14/25 | 525 | 498989 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/10/24 (Call 03/10/24)<sup>(a)</sup> | 1000 | 978880 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 07/15/27 (Call 04/15/27)<sup>(a)</sup> | 100 | 96044 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 (Call 07/01/23) | 1037 | 1029817 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/26 (Call 09/01/26) | 960 | 938501 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 05/15/25 (Call 04/15/25) | 1778 | 1695388 |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/23 | 385 | 385000 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/24 (Call 02/15/24) | 610 | 600456 |
| &nbsp;&nbsp;&nbsp;3.90%, 07/15/26 (Call 04/15/26) | 885 | 851293 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/27 (Call 07/01/27) | 20 | 19151 |
| &nbsp;&nbsp;&nbsp;4.05%, 03/15/25 (Call 12/15/24) | 1066 | 1042928 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/27 (Call 01/15/27) | 810 | 783453 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/23 (Call 02/16/23) | 676 | 675486 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/24 (Call 01/01/24) | 1111 | 1098879 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 03/15/27 (Call 12/15/26)<sup>(a)</sup> | 875 | 854441 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/24 (Call 03/15/24) | 1451 | 1438994 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/26 (Call 10/15/25) | 1328 | 1316357 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 06/01/27 (Call 03/01/27) | $1240 | $1258708 |
| &nbsp;&nbsp;&nbsp;5.88%, 01/15/24 (Call 10/15/23) | 655 | 658006 |
| &nbsp;&nbsp;&nbsp;Series 5Y, 4.20%, 09/15/23 (Call 08/15/23) | 775 | 769387 |
| Energy Transfer LP/Regency Energy Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 11/01/23 (Call 08/01/23) | 654 | 650671 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 03/15/23 (Call 03/03/23) | 1290 | 1288468 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 02/15/26 (Call 11/15/25)<sup>(a)</sup> | 1025 | 1001111 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/15/25 (Call 11/15/24)<sup>(a)</sup> | 1793 | 1764064 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 02/15/24 (Call 11/15/23)<sup>(a)</sup> | 2120 | 2098057 |
| &nbsp;&nbsp;&nbsp;3.95%, 02/15/27 (Call 11/15/26) | 480 | 470354 |
| &nbsp;&nbsp;&nbsp;5.05%, 01/10/26 | 1390 | 1409541 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 02/15/23 | 717 | 716654 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/23 (Call 06/01/23) | 1128 | 1120864 |
| &nbsp;&nbsp;&nbsp;4.15%, 02/01/24 (Call 11/01/23) | 1100 | 1090086 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/24 (Call 06/01/24) | 1243 | 1227633 |
| &nbsp;&nbsp;&nbsp;4.30%, 05/01/24 (Call 02/01/24) | 846 | 838996 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 11/15/26 (Call 10/15/26) | 375 | 336954 |
| &nbsp;&nbsp;&nbsp;4.30%, 06/01/25 (Call 03/01/25) | 2065 | 2042289 |
| Magellan Midstream Partners LP, 5.00%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/01/25)<sup>(a)</sup> | 847 | 851365 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 03/01/26 (Call 02/01/26) | 2175 | 1980066 |
| &nbsp;&nbsp;&nbsp;4.00%, 02/15/25 (Call 11/15/24) | 923 | 902171 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/01/27 (Call 12/01/26) | 1995 | 1934710 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/01/27 (Call 09/01/27) | 25 | 24299 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 07/15/23 (Call 04/15/23)<sup>(a)</sup> | 1240 | 1238880 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/01/24 (Call 09/01/24) | 1687 | 1683626 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/25 (Call 03/01/25) | 1757 | 1753059 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 09/01/24 (Call 08/01/24)<sup>(a)</sup> | 1311 | 1265605 |
| &nbsp;&nbsp;&nbsp;4.00%, 07/13/27 (Call 04/13/27) | 235 | 225964 |
| &nbsp;&nbsp;&nbsp;5.85%, 01/15/26 (Call 12/15/25) | 800 | 819658 |
| &nbsp;&nbsp;&nbsp;7.50%, 09/01/23 (Call 06/01/23) | 456 | 459125 |
| ONEOK Partners LP, 4.90%, 03/15/25 (Call 12/15/24) | 797 | 793485 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/01/24 (Call 08/01/24) | 1510 | 1472939 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/15/23 (Call 07/15/23)<sup>(a)</sup> | 993 | 982871 |
| &nbsp;&nbsp;&nbsp;4.50%, 12/15/26 (Call 09/15/26) | 1120 | 1091522 |
| &nbsp;&nbsp;&nbsp;4.65%, 10/15/25 (Call 07/15/25) | 1574 | 1556088 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 03/15/27 (Call 09/15/26) | 1780 | 1783251 |
| &nbsp;&nbsp;&nbsp;5.63%, 03/01/25 (Call 12/01/24) | 2825 | 2850174 |
| &nbsp;&nbsp;&nbsp;5.75%, 05/15/24 (Call 02/15/24) | 2918 | 2934489 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 06/30/26 (Call 12/31/25)<sup>(a)</sup> | 942 | 963359 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 860 | 817189 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/15/25 (Call 12/15/24) | 472 | 457265 |
| &nbsp;&nbsp;&nbsp;4.75%, 03/15/24 (Call 12/15/23) | 1562 | 1556401 |
| Targa Resources Corp., 5.20%, 07/01/27 (Call 06/01/27) | 1085 | 1090076 |
| Targa Resources Partners LP/Targa Resources Partners |  |  |
| &nbsp;&nbsp;&nbsp;Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 01/15/28 (Call 01/15/24) | 100 | 97534 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/27 (Call 07/15/23) | 155 | 158816 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 10/12/24 (Call 09/12/24) | 1925 | 1800695 |
| &nbsp;&nbsp;&nbsp;3.75%, 10/16/23 (Call 07/16/23) | 960 | 952055 |
| &nbsp;&nbsp;&nbsp;4.88%, 01/15/26 (Call 10/15/25) | 931 | 935212 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Transcontinental Gas Pipe Line Co. LLC, 7.85%, 02/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 11/01/25)<sup>(a)</sup> | $1467 | $1582910 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/15/27 (Call 03/15/27) | 985 | 953049 |
| &nbsp;&nbsp;&nbsp;3.90%, 01/15/25 (Call 10/15/24) | 1426 | 1398223 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 06/15/25) | 1192 | 1165719 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/04/24 (Call 12/04/23) | 1588 | 1573959 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 1052 | 1052507 |
| &nbsp;&nbsp;&nbsp;4.55%, 06/24/24 (Call 03/24/24) | 2092 | 2079055 |
|  |  | 90742617 |
| **Real Estate — 0.1%** |  |  |
| Brookfield Asset Management Inc., 4.00%, 01/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/24) | 787 | 776604 |
| CBRE Services Inc., 4.88%, 03/01/26 (Call 12/01/25) | 1185 | 1180401 |
|  |  | 1957005 |
| **Real Estate Investment Trusts — 2.8%** |  |  |
| Alexandria Real Estate Equities Inc., 3.45%, 04/30/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 02/28/25) | 1278 | 1242931 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 01/15/24 | 797 | 764461 |
| &nbsp;&nbsp;&nbsp;1.30%, 09/15/25 (Call 08/15/25) | 905 | 822174 |
| &nbsp;&nbsp;&nbsp;1.45%, 09/15/26 (Call 08/15/26) | 970 | 858234 |
| &nbsp;&nbsp;&nbsp;1.50%, 01/31/28 (Call 11/30/27) | 1000 | 845953 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/15/26 (Call 03/15/26) | 1365 | 1230870 |
| &nbsp;&nbsp;&nbsp;2.40%, 03/15/25 (Call 02/15/25) | 1044 | 988905 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 01/15/27 (Call 11/15/26)<sup>(a)</sup> | 425 | 391463 |
| &nbsp;&nbsp;&nbsp;2.95%, 01/15/25 (Call 12/15/24) | 857 | 824631 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/23<sup>(a)</sup> | 967 | 963592 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/24 (Call 04/15/24) | 1014 | 991277 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26) | 910 | 861602 |
| &nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27) | 500 | 472578 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/15/27 (Call 02/15/27) | 900 | 859056 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 598 | 584470 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 02/15/26 (Call 11/15/25)<sup>(a)</sup> | 973 | 961985 |
| &nbsp;&nbsp;&nbsp;5.00%, 02/15/24 | 1467 | 1466234 |
| AvalonBay Communities Inc., 3.45%, 06/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/03/25) | 1218 | 1182508 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 10/01/26 (Call 07/01/26) | 1094 | 1006277 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 699 | 694092 |
| &nbsp;&nbsp;&nbsp;3.20%, 01/15/25 (Call 10/15/24) | 1454 | 1401675 |
| &nbsp;&nbsp;&nbsp;3.65%, 02/01/26 (Call 11/03/25) | 1753 | 1688237 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 02/01/24 (Call 11/01/23)<sup>(a)</sup> | 1236 | 1218939 |
| &nbsp;&nbsp;&nbsp;6.75%, 12/01/27 (Call 11/01/27) | 370 | 391625 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;3.65%, 06/15/24 (Call 04/15/24) | 895 | 869549 |
| &nbsp;&nbsp;&nbsp;3.85%, 02/01/25 (Call 11/01/24) | 255 | 247178 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/26 (Call 03/15/26) | 1035 | 993113 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 07/15/26 (Call 06/15/26) | 3644 | 3213543 |
| &nbsp;&nbsp;&nbsp;3.15%, 07/15/23 (Call 06/15/23) | 798 | 790115 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/01/24 (Call 07/01/24) | 1043 | 1015976 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 210 | 200429 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 815 | 786108 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/27 (Call 12/01/26) | 25 | 24313 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 815 | 805103 |
| &nbsp;&nbsp;&nbsp;5.00%, 01/11/28 | 915 | 926128 |
| Crown Castle International Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 07/15/25 (Call 06/15/25) | 1000 | 916427 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/15/27 (Call 02/15/27) | 1005 | 935572 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27) | $745 | $709168 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 01/15/28 (Call 12/15/27)<sup>(a)</sup> | 1050 | 1072728 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 941 | 849866 |
| &nbsp;&nbsp;&nbsp;1.25%, 07/15/25 (Call 06/15/25) | 543 | 497618 |
| &nbsp;&nbsp;&nbsp;1.45%, 05/15/26 (Call 04/15/26) | 1451 | 1299155 |
| &nbsp;&nbsp;&nbsp;1.80%, 07/15/27 (Call 05/15/27) | 230 | 201427 |
| &nbsp;&nbsp;&nbsp;2.63%, 11/18/24 (Call 10/18/24) | 896 | 859909 |
| &nbsp;&nbsp;&nbsp;2.90%, 11/18/26 (Call 09/18/26) | 1270 | 1182057 |
| ERP Operating LP, 2.85%, 11/01/26 (Call 08/01/26)<sup>(a)</sup> | 875 | 821761 |
| Essex Portfolio LP, 3.50%, 04/01/25 (Call 01/01/25) | 791 | 768884 |
| Federal Realty Investment Trust, 3.95%, 01/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 10/15/23) | 272 | 268982 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/25 (Call 03/01/25) | 951 | 944534 |
| &nbsp;&nbsp;&nbsp;5.38%, 11/01/23 (Call 08/01/23) | 554 | 554393 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/26 (Call 01/15/26) | 1558 | 1557692 |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/01/26 (Call 05/01/26)<sup>(a)</sup> | 320 | 302361 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/01/27 (Call 04/01/27)<sup>(a)</sup> | 565 | 536463 |
| Healthpeak Properties Inc., 3.25%, 07/15/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/26) | 907 | 863959 |
| Host Hotels & Resorts LP, Series E, 4.00%, 06/15/25 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/15/25)<sup>(a)</sup> | 460 | 447724 |
| Kimco Realty Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 10/01/26 (Call 07/01/26) | 380 | 353421 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/01/25 (Call 12/01/24) | 1107 | 1074129 |
| LifeStorage LP/CA, 3.50%, 07/01/26 (Call 04/01/26) | 629 | 598158 |
| Mid-America Apartments LP, 3.60%, 06/01/27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/01/27)<sup>(a)</sup> | 765 | 740753 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 04/01/27 (Call 01/01/27) | 335 | 322913 |
| &nbsp;&nbsp;&nbsp;4.75%, 01/15/28 (Call 10/15/27) | 500 | 479924 |
| &nbsp;&nbsp;&nbsp;5.25%, 01/15/26 (Call 10/15/25) | 890 | 885749 |
| Prologis LP, 2.13%, 04/15/27 (Call 02/15/27) | 200 | 183499 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 02/15/26 (Call 01/15/26) | 760 | 685662 |
| &nbsp;&nbsp;&nbsp;1.50%, 11/09/26 (Call 10/09/26) | 980 | 885185 |
| &nbsp;&nbsp;&nbsp;3.09%, 09/15/27 (Call 06/15/27) | 55 | 52371 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 01/15/27 (Call 10/15/26) | 640 | 603374 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 01/15/28 (Call 11/15/27)<sup>(a)</sup> | 100 | 95084 |
| &nbsp;&nbsp;&nbsp;3.65%, 01/15/28 (Call 10/15/27) | 100 | 95978 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/25 (Call 02/15/25) | 1030 | 1010655 |
| &nbsp;&nbsp;&nbsp;3.95%, 08/15/27 (Call 05/15/27) | 230 | 224353 |
| &nbsp;&nbsp;&nbsp;4.13%, 10/15/26 (Call 07/15/26) | 520 | 511523 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/25 (Call 09/01/25) | 1137 | 1132075 |
| &nbsp;&nbsp;&nbsp;4.88%, 06/01/26 (Call 03/01/26) | 350 | 351855 |
| &nbsp;&nbsp;&nbsp;5.05%, 01/13/26 | 465 | 466921 |
| Regency Centers LP, 3.60%, 02/01/27 (Call 11/01/26) | 830 | 794996 |
| Sabra Health Care LP, 5.13%, 08/15/26 (Call 05/15/26) | 905 | 874134 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 01/15/27 (Call 10/15/26)<sup>(a)</sup> | 4240 | 3781751 |
| &nbsp;&nbsp;&nbsp;2.00%, 09/13/24 (Call 06/13/24) | 1445 | 1384343 |
| &nbsp;&nbsp;&nbsp;2.75%, 06/01/23 (Call 03/01/23) | 1043 | 1037833 |
| &nbsp;&nbsp;&nbsp;3.25%, 11/30/26 (Call 08/30/26) | 185 | 176227 |
| &nbsp;&nbsp;&nbsp;3.30%, 01/15/26 (Call 10/15/25) | 950 | 912788 |
| &nbsp;&nbsp;&nbsp;3.38%, 10/01/24 (Call 07/01/24) | 1055 | 1031500 |
| &nbsp;&nbsp;&nbsp;3.38%, 06/15/27 (Call 03/15/27) | 260 | 247335 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/25 (Call 06/01/25) | 1592 | 1545111 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 02/01/24 (Call 11/01/23)<sup>(a)</sup> | $585 | $582455 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 02/01/25 (Call 11/01/24) | 1178 | 1141208 |
| &nbsp;&nbsp;&nbsp;4.13%, 01/15/26 (Call 10/15/25) | 958 | 939193 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/25 | 330 | 322879 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 01/15/28)<sup>(a)</sup> | 925 | 901005 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/27 (Call 12/15/26) | 710 | 652379 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/15/24 (Call 02/15/24) | 1468 | 1444570 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 2121 | 2071454 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/01/26 (Call 01/01/26) | 1140 | 1115866 |
| WP Carey Inc., 4.60%, 04/01/24 (Call 01/01/24) | 440 | 437288 |
|  |  | 80323901 |
| **Retail — 2.2%** |  |  |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.13%, 07/15/23 (Call 04/15/23)<sup>(a)</sup> | 558 | 554573 |
| &nbsp;&nbsp;&nbsp;3.63%, 04/15/25 (Call 03/15/25) | 1250 | 1220951 |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/27 (Call 03/01/27) | 720 | 700402 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 06/20/27 (Call 04/20/27) | 1230 | 1103301 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/18/24 (Call 03/18/24) | 2052 | 2009634 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 05/18/27 (Call 02/18/27)<sup>(a)</sup> | 1525 | 1465048 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/27 (Call 01/15/27) | 805 | 781481 |
| &nbsp;&nbsp;&nbsp;4.15%, 11/01/25 (Call 08/01/25) | 1134 | 1116809 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/20/24 | 1184 | 1173675 |
| &nbsp;&nbsp;&nbsp;4.63%, 11/01/27 (Call 10/01/27) | 640 | 640703 |
| Dollar Tree Inc., 4.00%, 05/15/25 (Call 03/15/25) | 1795 | 1760840 |
| Genuine Parts Co., 1.75%, 02/01/25 (Call 02/01/23) | 965 | 908889 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.13%, 09/15/26 (Call 06/15/26) | 965 | 893189 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/27 (Call 02/15/27) | 300 | 280796 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 04/01/23 (Call 03/03/23)<sup>(a)</sup> | 615 | 612923 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/25 (Call 03/15/25) | 920 | 886487 |
| &nbsp;&nbsp;&nbsp;2.80%, 09/14/27 (Call 06/14/27) | 20 | 18831 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 04/15/27 (Call 03/15/27)<sup>(a)</sup> | 2805 | 2663424 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/26 (Call 01/01/26) | 2112 | 2033971 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/15/25 (Call 06/15/25) | 1368 | 1336017 |
| &nbsp;&nbsp;&nbsp;3.75%, 02/15/24 (Call 11/15/23) | 1596 | 1579900 |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 08/15/25) | 555 | 552038 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 04/15/26 (Call 01/15/26) | 2041 | 1922619 |
| &nbsp;&nbsp;&nbsp;3.10%, 05/03/27 (Call 02/03/27) | 775 | 736191 |
| &nbsp;&nbsp;&nbsp;3.35%, 04/01/27 (Call 03/01/27) | 915 | 876644 |
| &nbsp;&nbsp;&nbsp;3.38%, 09/15/25 (Call 06/15/25) | 1391 | 1347195 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 09/15/23 (Call 06/15/23)<sup>(a)</sup> | 580 | 578001 |
| &nbsp;&nbsp;&nbsp;4.00%, 04/15/25 (Call 03/15/25) | 1754 | 1728143 |
| &nbsp;&nbsp;&nbsp;4.40%, 09/08/25 | 1470 | 1463142 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 09/01/25 (Call 08/01/25) | 1020 | 944926 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/10/24 | 651 | 639958 |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/25 (Call 06/15/25) | 1266 | 1232934 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/01/23 (Call 03/01/23)<sup>(a)</sup> | 338 | 337483 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/26/25 (Call 02/26/25) | 1215 | 1182390 |
| &nbsp;&nbsp;&nbsp;3.50%, 03/01/27 (Call 12/01/26) | 815 | 788357 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/27 (Call 05/01/27) | 1295 | 1251961 |
| &nbsp;&nbsp;&nbsp;3.70%, 01/30/26 (Call 10/30/25) | 2213 | 2174303 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 03/15/26 (Call 12/15/25) | $608 | $591787 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/01/27 (Call 06/01/27) | 565 | 545056 |
| Ross Stores Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88%, 04/15/26 (Call 03/15/26) | 887 | 789318 |
| &nbsp;&nbsp;&nbsp;4.60%, 04/15/25 (Call 03/15/25) | 1415 | 1408645 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 03/12/27 (Call 01/12/27) | 555 | 505636 |
| &nbsp;&nbsp;&nbsp;2.45%, 06/15/26 (Call 03/15/26) | 545 | 511639 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/23 (Call 02/01/23)<sup>(a)</sup> | 654 | 653430 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 08/15/25 (Call 06/15/25)<sup>(a)</sup> | 1849 | 1815909 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 737 | 734591 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 01/15/27 (Call 12/15/26) | 825 | 761314 |
| &nbsp;&nbsp;&nbsp;2.25%, 04/15/25 (Call 03/15/25) | 2462 | 2348844 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/15/26<sup>(a)</sup> | 1583 | 1502880 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/01/24 | 2393 | 2354629 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/26 (Call 06/15/26) | 1135 | 1054015 |
| &nbsp;&nbsp;&nbsp;2.50%, 05/15/23 (Call 02/15/23) | 146 | 144989 |
| Walgreens Boots Alliance Inc., 0.95%, 11/17/23 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/03/23) | 400 | 387957 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 04/11/23 (Call 03/03/23) | 743 | 739966 |
| &nbsp;&nbsp;&nbsp;2.65%, 12/15/24 (Call 10/15/24) | 80 | 77397 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 07/08/24 (Call 06/08/24)<sup>(a)</sup> | 1034 | 1009639 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 07/08/26 (Call 05/08/26)<sup>(a)</sup> | 920 | 891213 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/22/24 (Call 01/22/24) | 2278 | 2243647 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/26/23 (Call 05/26/23) | 550 | 548195 |
| &nbsp;&nbsp;&nbsp;3.55%, 06/26/25 (Call 04/26/25) | 845 | 834499 |
|  |  | 63953324 |
| **Semiconductors — 1.8%** |  |  |
| Analog Devices Inc., 3.50%, 12/05/26 (Call 09/05/26) | 1290 | 1251957 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 04/01/27 (Call 01/01/27) | 1415 | 1366546 |
| &nbsp;&nbsp;&nbsp;3.90%, 10/01/25 (Call 07/01/25) | 1225 | 1208614 |
| Broadcom Corp./Broadcom Cayman Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/24 (Call 11/15/23) | 1385 | 1366100 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/27 (Call 10/15/26) | 3438 | 3313505 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.15%, 11/15/25 (Call 10/15/25). | 2578 | 2463979 |
| &nbsp;&nbsp;&nbsp;3.46%, 09/15/26 (Call 07/15/26) | 660 | 630678 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/15/24 (Call 09/15/24) | 1044 | 1023677 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 05/19/26 (Call 02/19/26) | 1700 | 1609087 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 05/11/24 (Call 03/11/24)<sup>(a)</sup> | 1723 | 1683985 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.15%, 05/11/27 (Call 02/11/27)<sup>(a)</sup> | 1185 | 1135026 |
| &nbsp;&nbsp;&nbsp;3.40%, 03/25/25 (Call 02/25/25) | 2750 | 2685548 |
| &nbsp;&nbsp;&nbsp;3.70%, 07/29/25 (Call 04/29/25) | 1874 | 1832941 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/25/27 (Call 01/25/27) | 1525 | 1493022 |
| &nbsp;&nbsp;&nbsp;3.75%, 08/05/27 (Call 07/05/27) | 575 | 561967 |
| KLA Corp., 4.65%, 11/01/24 (Call 08/01/24) | 942 | 938228 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/26 (Call 01/15/26) | 1313 | 1285198 |
| &nbsp;&nbsp;&nbsp;3.80%, 03/15/25 (Call 12/15/24) | 973 | 957956 |
| Marvell Technology Inc., 1.65%, 04/15/26 (Call 03/15/26) | 1196 | 1075504 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.98%, 09/01/24 | 525 | 491288 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 09/01/23<sup>(a)</sup> | 402 | 396395 |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/25 (Call 09/01/23) | 1815 | 1779226 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Semiconductors (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.33%, 06/01/23 (Call 05/01/23) | $434 | $433532 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.19%, 02/15/27 (Call 12/15/26) | 1655 | 1610891 |
| &nbsp;&nbsp;&nbsp;4.98%, 02/06/26 (Call 12/06/25) | 740 | 741669 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.31%, 06/15/23 (Call 03/03/23) | 155 | 152474 |
| &nbsp;&nbsp;&nbsp;0.58%, 06/14/24 (Call 06/14/23) | 2165 | 2050739 |
| &nbsp;&nbsp;&nbsp;3.20%, 09/16/26 (Call 06/16/26) | 1310 | 1265221 |
| NXP BV/NXP Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.88%, 03/01/24 (Call 02/01/24) | 1750 | 1749540 |
| &nbsp;&nbsp;&nbsp;5.35%, 03/01/26 (Call 01/01/26) | 730 | 734349 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/01/25 (Call 04/01/25) | 737 | 698176 |
| &nbsp;&nbsp;&nbsp;3.15%, 05/01/27 (Call 03/01/27) | 105 | 97784 |
| &nbsp;&nbsp;&nbsp;3.88%, 06/18/26 (Call 04/18/26) | 645 | 622377 |
| &nbsp;&nbsp;&nbsp;4.40%, 06/01/27 (Call 05/01/27) | 765 | 751950 |
| Qorvo Inc., 1.75%, 12/15/24 (Call 02/13/23)<sup>(a)(c)</sup> | 655 | 612870 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 05/20/24 (Call 03/20/24)<sup>(a)</sup> | 1542 | 1507281 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 05/20/27 (Call 02/20/27)<sup>(a)</sup> | 2605 | 2511976 |
| &nbsp;&nbsp;&nbsp;3.45%, 05/20/25 (Call 02/20/25) | 1667 | 1632442 |
| Skyworks Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 06/01/23 (Call 02/16/23) | 85 | 83699 |
| &nbsp;&nbsp;&nbsp;1.80%, 06/01/26 (Call 05/01/26) | 792 | 707105 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 09/15/26 (Call 08/15/26) | 1030 | 923076 |
| &nbsp;&nbsp;&nbsp;1.38%, 03/12/25 (Call 02/12/25) | 1307 | 1227350 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | 306 | 304103 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/03/27 (Call 08/03/27)<sup>(a)</sup> | 20 | 19060 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/15/28 (Call 01/15/28) | 270 | 275526 |
| Xilinx Inc., 2.95%, 06/01/24 (Call 04/01/24) | 1305 | 1274499 |
|  |  | 52538116 |
| **Shipbuilding — 0.0%** |  |  |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.48%, 12/01/27 (Call 09/01/27) | 50 | 46495 |
| &nbsp;&nbsp;&nbsp;3.84%, 05/01/25 (Call 04/01/25) | 552 | 535249 |
|  |  | 581744 |
| **Software — 3.2%** |  |  |
| Activision Blizzard Inc., 3.40%, 09/15/26 (Call 06/15/26) | 1405 | 1355657 |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 02/01/23 | 292 | 292000 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/01/25 (Call 01/01/25) | 761 | 723744 |
| &nbsp;&nbsp;&nbsp;2.15%, 02/01/27 (Call 12/01/26) | 1225 | 1139316 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/01/25 (Call 11/01/24)<sup>(a)</sup> | 1449 | 1415773 |
| Autodesk Inc., 3.50%, 06/15/27 (Call 03/15/27) | 460 | 438919 |
| Broadridge Financial Solutions Inc., 3.40%, 06/27/26 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 03/27/26) | 975 | 930331 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 03/01/23 | 350 | 348862 |
| &nbsp;&nbsp;&nbsp;0.60%, 03/01/24 | 1510 | 1440401 |
| &nbsp;&nbsp;&nbsp;1.15%, 03/01/26 (Call 02/01/26) | 1882 | 1677859 |
| &nbsp;&nbsp;&nbsp;4.50%, 07/15/25 | 515 | 509558 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 07/15/27 (Call 06/15/27)<sup>(a)</sup> | 780 | 775286 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 06/01/27 (Call 04/01/27)<sup>(a)</sup> | 510 | 462621 |
| &nbsp;&nbsp;&nbsp;2.75%, 07/01/24 (Call 06/01/24) | 2975 | 2881815 |
| &nbsp;&nbsp;&nbsp;3.20%, 07/01/26 (Call 05/01/26) | 2845 | 2703787 |
| &nbsp;&nbsp;&nbsp;3.80%, 10/01/23 (Call 09/01/23) | 1275 | 1267129 |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 1500 | 1462574 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Software (continued)** |  |  |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.65%, 07/15/23 | $617 | $607392 |
| &nbsp;&nbsp;&nbsp;0.95%, 07/15/25 (Call 06/15/25) | 1021 | 937887 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.35%, 07/15/27 (Call 05/15/27)<sup>(a)</sup> | 780 | 690809 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/08/23 (Call 06/08/23)<sup>(a)</sup> | 1549 | 1527079 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/01/23 (Call 02/01/23) | 1164 | 1158064 |
| &nbsp;&nbsp;&nbsp;2.40%, 08/08/26 (Call 05/08/26) | 5277 | 4975662 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.70%, 02/12/25 (Call 11/12/24)<sup>(a)</sup> | 2925 | 2842180 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/06/24 (Call 12/06/23) | 3268 | 3209204 |
| &nbsp;&nbsp;&nbsp;3.13%, 11/03/25 (Call 08/03/25) | 2370 | 2307867 |
| &nbsp;&nbsp;&nbsp;3.30%, 02/06/27 (Call 11/06/26) | 4735 | 4612558 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/23 (Call 09/15/23)<sup>(a)</sup> | 1726 | 1710071 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 03/25/26 (Call 02/25/26) | 3452 | 3146934 |
| &nbsp;&nbsp;&nbsp;2.40%, 09/15/23 (Call 07/15/23) | 2780 | 2735288 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.50%, 04/01/25 (Call 03/01/25)<sup>(a)</sup> | 5115 | 4876633 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/23 | 1433 | 1432152 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.65%, 07/15/26 (Call 04/15/26)<sup>(a)</sup> | 4112 | 3846296 |
| &nbsp;&nbsp;&nbsp;2.80%, 04/01/27 (Call 02/01/27) | 2730 | 2525535 |
| &nbsp;&nbsp;&nbsp;2.95%, 11/15/24 (Call 09/15/24) | 2682 | 2594883 |
| &nbsp;&nbsp;&nbsp;2.95%, 05/15/25 (Call 02/15/25) | 1362 | 1308201 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/15/27 (Call 08/15/27)<sup>(a)</sup> | 3430 | 3228718 |
| &nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24) | 2802 | 2745443 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/15/23<sup>(a)</sup> | 1211 | 1206741 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 11/10/25<sup>(a)</sup> | 1018 | 1047189 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00%, 09/15/25 (Call 08/15/25) | 1368 | 1245866 |
| &nbsp;&nbsp;&nbsp;1.40%, 09/15/27 (Call 07/15/27) | 20 | 17392 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.35%, 09/15/24 (Call 08/15/24)<sup>(a)</sup> | 1133 | 1087014 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/15/23 (Call 08/15/23) | 1239 | 1231607 |
| &nbsp;&nbsp;&nbsp;3.80%, 12/15/26 (Call 09/15/26) | 1054 | 1020843 |
| salesforce.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.63%, 07/15/24 (Call 03/03/23) | 1820 | 1718280 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 04/11/23 (Call 03/11/23)<sup>(a)</sup> | 428 | 426865 |
| Take-Two Interactive Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 03/28/24 | 395 | 387009 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/14/25 | 915 | 886506 |
| &nbsp;&nbsp;&nbsp;3.70%, 04/14/27 (Call 03/14/27) | 1750 | 1674877 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.60%, 08/15/23 | 416 | 407193 |
| &nbsp;&nbsp;&nbsp;1.00%, 08/15/24 (Call 03/03/23) | 965 | 907212 |
| &nbsp;&nbsp;&nbsp;1.40%, 08/15/26 (Call 07/15/26) | 2305 | 2039801 |
| &nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 1330 | 1272764 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25) | 1277 | 1260921 |
| &nbsp;&nbsp;&nbsp;4.65%, 05/15/27 (Call 03/15/27) | 420 | 416501 |
| Workday Inc., 3.50%, 04/01/27 (Call 03/01/27) | 1360 | 1300794 |
|  |  | 92399863 |
| **Telecommunications — 2.2%** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.90%, 03/25/24 (Call 02/13/23) | 1317 | 1260003 |
| &nbsp;&nbsp;&nbsp;1.70%, 03/25/26 (Call 03/25/23) | 4250 | 3899587 |
| &nbsp;&nbsp;&nbsp;2.30%, 06/01/27 (Call 04/01/27) | 3567 | 3262483 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/27 (Call 11/15/26) | 1035 | 1007871 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/27 (Call 12/01/26) | 1200 | 1193529 |
| Bell Telephone Co. of Canada or Bell Canada (The), |  |  |
| &nbsp;&nbsp;&nbsp;Series US-3, 0.75%, 03/17/24 | 330 | 315022 |
| British Telecommunications PLC, 4.50%, 12/04/23 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 11/04/23) | 513 | 510329 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000* | *Value* |
| **Telecommunications (continued)** |  |  |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/20/23 (Call 07/20/23)<sup>(a)</sup> | $587 | $580377 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/20/26 (Call 06/20/26) | 1308 | 1236224 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/28/23 | 325 | 324586 |
| &nbsp;&nbsp;&nbsp;2.95%, 02/28/26 | 1725 | 1661596 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/25<sup>(a)</sup> | 965 | 946217 |
| &nbsp;&nbsp;&nbsp;3.63%, 03/04/24 | 1592 | 1578753 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 11/15/26 (Call 08/15/26)<sup>(a)</sup> | 280 | 260797 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 03/15/25 (Call 03/15/23)<sup>(c)</sup> | 1330 | 1278004 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/23 (Call 03/03/23) | 562 | 560614 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 03/15/27 (Call 02/15/27)<sup>(a)(c)</sup> | 2110 | 1984106 |
| &nbsp;&nbsp;&nbsp;3.63%, 12/15/25 (Call 09/15/25) | 1664 | 1606769 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 1128 | 1121360 |
| Telefonica Emisiones SA, 4.10%, 03/08/27 | 2535 | 2459588 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 02/16/27 (Call 11/16/26) | 910 | 853911 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.70%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 375 | 362428 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 02/15/26 (Call 01/15/26) | 565 | 515325 |
| &nbsp;&nbsp;&nbsp;2.25%, 02/15/26 (Call 02/15/23) | 2445 | 2266099 |
| &nbsp;&nbsp;&nbsp;2.63%, 04/15/26 (Call 04/15/23) | 2375 | 2216948 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/25 (Call 03/15/25) | 3797 | 3683478 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 5680 | 5466996 |
| &nbsp;&nbsp;&nbsp;5.38%, 04/15/27 (Call 04/15/23) | 875 | 878237 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 03/22/24 | 1035 | 988408 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.85%, 11/20/25 (Call 10/20/25)<sup>(a)</sup> | 801 | 724305 |
| &nbsp;&nbsp;&nbsp;1.45%, 03/20/26 (Call 02/20/26) | 2628 | 2391635 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/15/26 | 2700 | 2531594 |
| &nbsp;&nbsp;&nbsp;3.00%, 03/22/27 (Call 01/22/27) | 4750 | 4486469 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 02/15/25<sup>(a)</sup> | 2524 | 2457390 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/01/24 (Call 08/01/24) | 1330 | 1302370 |
| &nbsp;&nbsp;&nbsp;4.13%, 03/16/27 | 2415 | 2385778 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.95%, 02/19/23<sup>(a)</sup> | 255 | 254419 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 01/16/24<sup>(a)</sup> | 607 | 599534 |
| &nbsp;&nbsp;&nbsp;4.13%, 05/30/25 | 2189 | 2154494 |
|  |  | 63567633 |
| **Toys, Games & Hobbies — 0.1%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 11/19/24 (Call 10/19/24) | 889 | 859566 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/15/27 (Call 06/15/27)<sup>(a)</sup> | 65 | 60793 |
| &nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 1275 | 1213079 |
|  |  | 2133438 |
| **Transportation — 1.0%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/23 (Call 02/13/23)<sup>(a)</sup> | 412 | 411338 |
| &nbsp;&nbsp;&nbsp;3.00%, 04/01/25 (Call 01/01/25) | 949 | 917404 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27)<sup>(a)</sup> | 455 | 439206 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/24 (Call 06/01/24) | 1093 | 1073112 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/24 (Call 01/01/24) | 755 | 746978 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 1424 | 1415784 |
| Canadian National Railway Co., 2.75%, 03/01/26 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 12/01/25)<sup>(a)</sup> | 1262 | 1202405 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 12/02/24 (Call 03/03/23) | 1115 | 1047480 |
| &nbsp;&nbsp;&nbsp;1.75%, 12/02/26 (Call 11/02/26) | 1125 | 1017016 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.90%, 02/01/25 (Call 11/01/24)<sup>(a)</sup> | 1074 | 1032571 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares<br> (000* | *Value* |
| **Transportation (continued)** |  |  |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 11/01/26 (Call 08/01/26)<sup>(a)</sup> | $95 | $88711 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/27 (Call 03/01/27) | 955 | 914318 |
| &nbsp;&nbsp;&nbsp;3.35%, 11/01/25 (Call 08/01/25) | 860 | 831354 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/01/24 (Call 05/01/24) | 988 | 967392 |
| FedEx Corp., 3.25%, 04/01/26 (Call 01/01/26) | 1357 | 1308115 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.90%, 02/15/23 | 1312 | 1311227 |
| &nbsp;&nbsp;&nbsp;2.90%, 06/15/26 (Call 03/15/26) | 200 | 189811 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/24 (Call 08/01/24) | 880 | 844578 |
| &nbsp;&nbsp;&nbsp;3.65%, 03/18/24 (Call 02/18/24) | 903 | 887163 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 02/05/27 (Call 12/05/26) | 780 | 718862 |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/26 (Call 12/01/25) | 1450 | 1383108 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 04/15/27 (Call 01/15/27)<sup>(a)</sup> | 195 | 186043 |
| &nbsp;&nbsp;&nbsp;3.15%, 03/01/24 (Call 02/01/24) | 952 | 935510 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 08/15/25 (Call 05/15/25)<sup>(a)</sup> | 825 | 801825 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/08/23 (Call 05/08/23)<sup>(a)</sup> | 931 | 927063 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 07/15/25 (Call 05/15/25)<sup>(a)</sup> | 831 | 816830 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 11/15/26 (Call 08/15/26)<sup>(a)</sup> | 1244 | 1170478 |
| &nbsp;&nbsp;&nbsp;2.50%, 04/01/23 (Call 03/01/23) | 245 | 244299 |
| &nbsp;&nbsp;&nbsp;2.80%, 11/15/24 (Call 09/15/24) | 831 | 807412 |
| &nbsp;&nbsp;&nbsp;3.05%, 11/15/27 (Call 08/15/27) | 110 | 105282 |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/25 (Call 03/01/25) | 1601 | 1585078 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.05%, 09/17/26 (Call 08/17/26) | 1910 | 1710631 |
| &nbsp;&nbsp;&nbsp;3.95%, 09/09/27 (Call 08/09/27) | 775 | 775363 |
|  |  | 28813747 |
| **Water — 0.0%** |  |  |
| American Water Capital Corp., 3.40%, 03/01/25 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 12/01/24) | 1020 | 994453 |
| **Total Long-Term Investments — 98.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,994,082,736)** |  | 2879817819 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 6.2%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(e)(f)(g)</sup> | 158330 | 158425059 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(e)(f)</sup> | 21510 | 21510000 |
| **Total Short-Term Securities — 6.2%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $179,794,985)** |  | 179935059 |
| **Total Investments — 105.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $3,173,877,721)** |  | 3059752878 |
| **Liabilities in Excess of Other Assets — (5.1)%** |  | (148235365) |
| **Net Assets — 100.0%** |  | $2911517513 |

---

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

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

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

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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> 0-5 Year Investment Grade Corporate Bond ETF** |
| January 31, 2023 |  |

---

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

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

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

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 10/31/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 01/31/23* | *Shares<br> Held at<br> 01/31/23<br> (000)* | *Income* | *Capital Gain<br> Distributions from<br> Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $222000166 | $— | $(63732616)<sup>(a)</sup> | $17756 | $139753 | $158425059 | 158330 | $153083 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 15158000 | 6352000 <sup>(a)</sup> |  |  |  | 21510000 | 21510 | 147068 | 12 |
|  |  |  |  | $17756 | $139753 | $179935059 |  | $300151 | $12 |

---

<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* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $2879817819 | $— | $2879817819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 179935059 |  |  | 179935059 |
|  | $179935059 | $2879817819 | $— | $3059752878 |

---

**Portfolio Abbreviation**

CMT Constant Maturity Treasury <br> 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 0-5 Year Investment Grade Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000042354

- **c. LEI of Series:** 549300DQ0XBNCH5EKW50

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3246787372.61

**Total Liabilities:** $335278510.72

**Net Assets:** $2911508861.89

**Delayed Delivery Securities:** $2366348.00

**Cash Not Reported:** $2138699.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5168.97000000 | **1-Year:** 218308.40000000 | **5-Year:** 451422.30000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 249.09000000 | **5-Year:** 630.46000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131292 | 1.75%                | 0.11%                | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-236091.28              | $46330928.50                               |
| Month 2  | $-6124813.96             | $3251966.23                                |
| Month 3  | $-2672713.54             | $34942491.00                               |

### 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        |    815000 | PA      | $786108.41    | 0.03%             | 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        |   2190000 | PA      | $2142845.14   | 0.07%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    969000 | PA      | $944173.54    | 0.03%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| Manulife Financial Corp                        | Manulife Financial Corp                                                         | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1099002.79   | 0.04%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194565.92   | 0.04%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AQ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    371000 | PA      | $369014.67    | 0.01%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $718093.58    | 0.02%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644AAE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827393.82    | 0.03%             | 2023-10-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66425.91     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2388000 | PA      | $2122367.72   | 0.07%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2525535.01   | 0.09%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    874000 | PA      | $831126.54    | 0.03%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $619721.69    | 0.02%             | 2027-07-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1267302.41   | 0.04%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    790000 | PA      | $771862.15    | 0.03%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    976000 | PA      | $954476.56    | 0.03%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1129738.93   | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $466110.93    | 0.02%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3412117.66   | 0.12%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1208495.36   | 0.04%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUM9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    581000 | PA      | $575997.47    | 0.02%             | 2023-10-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Adobe Inc                                      | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1415772.55   | 0.05%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    792000 | PA      | $707105.28    | 0.02%             | 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        |   3426000 | PA      | $3375695.01   | 0.12%             | 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        |   3162000 | PA      | $2858035.04   | 0.10%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1578753.29   | 0.05%             | 2024-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                                                    | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $677556.29    | 0.02%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1814000 | PA      | $1746747.22   | 0.06%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    820000 | PA      | $787333.50    | 0.03%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1595000 | PA      | $1592852.65   | 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        |   2405000 | PA      | $2276022.74   | 0.08%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                              | Ares Capital Corp                                                               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    968000 | PA      | $936701.75    | 0.03%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4359.79      | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                          | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    630000 | PA      | $607990.89    | 0.02%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $322912.97    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    860000 | PA      | $831353.74    | 0.03%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    512000 | PA      | $511233.59    | 0.02%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3665934.45   | 0.13%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    645000 | PA      | $613393.71    | 0.02%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1145000 | PA      | $1143991.71   | 0.04%             | 2023-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    405000 | PA      | $383113.03    | 0.01%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2487959.62   | 0.09%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1117476.28   | 0.04%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BQ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1527079.17   | 0.05%             | 2023-08-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1282000 | PA      | $1226613.63   | 0.04%             | 2024-10-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1154229.34   | 0.04%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193054.82    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    875000 | PA      | $878237.33    | 0.03%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541089.34    | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | 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        |   1450000 | PA      | $1302584.01   | 0.04%             | 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        |    675000 | PA      | $634297.84    | 0.02%             | 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        |   1436000 | PA      | $1362588.38   | 0.05%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEC1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201582.26    | 0.01%             | 2026-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1211897.73   | 0.04%             | 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        |   2044000 | PA      | $1960878.90   | 0.07%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1102906.26   | 0.04%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $286863.90    | 0.01%             | 2026-10-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1836217.62   | 0.06%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BP0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1024891.94   | 0.04%             | 2023-06-03      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2241721.41   | 0.08%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    995000 | PA      | $885947.90    | 0.03%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1291045.60   | 0.04%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NiSource Inc                                   | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    815000 | PA      | $782673.60    | 0.03%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1213312.00   | 0.04%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2019078.12   | 0.07%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1677858.71   | 0.06%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1617802.67   | 0.06%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $978879.80    | 0.03%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc                          | Micron Technology Inc                                                           | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    740000 | PA      | $741668.85    | 0.03%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1430242.84   | 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        |    925000 | PA      | $871746.36    | 0.03%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1899916.15   | 0.07%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1816592.48   | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                              | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48436.52     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1090643.22   | 0.04%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125057.34    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2719389.05   | 0.09%             | 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        |   3644000 | PA      | $3213543.03   | 0.11%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464775.84    | 0.02%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1068140.98   | 0.04%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                        | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1454888.51   | 0.05%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1306142.43   | 0.04%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    342000 | PA      | $333298.70    | 0.01%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    860000 | PA      | $831218.21    | 0.03%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                 | Eli Lilly & Co                                                                  | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1187391.00   | 0.04%             | 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        |   1285000 | PA      | $1212999.14   | 0.04%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1098878.55   | 0.04%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    736000 | PA      | $724446.86    | 0.02%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1167000 | PA      | $1149922.82   | 0.04%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                            | Fortive Corp                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $954570.00    | 0.03%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Southern Power Co                              | Southern Power Co                                                               | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    603000 | PA      | $594900.93    | 0.02%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    865000 | PA      | $855487.85    | 0.03%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    783000 | PA      | $747966.07    | 0.03%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1459081.71   | 0.05%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1886627.88   | 0.06%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    965000 | PA      | $893617.60    | 0.03%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1801622.05   | 0.06%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDH1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    811000 | PA      | $804181.84    | 0.03%             | 2023-05-10      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2307979.64   | 0.08%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                            | Emerson Electric Co                                                             | CUSIP: 291011BE3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    694000 | PA      | $693428.91    | 0.02%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1593523.99   | 0.05%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1337687.82   | 0.05%             | 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        |   1565000 | PA      | $1541381.02   | 0.05%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    725000 | PA      | $634753.96    | 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        |    921000 | PA      | $900484.63    | 0.03%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71438.94     | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1117518.83   | 0.04%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AK6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4682000 | PA      | $4655761.60   | 0.16%             | 2023-05-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    395000 | PA      | $387009.15    | 0.01%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $994453.39    | 0.03%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    825000 | PA      | $808228.08    | 0.03%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp                                                              | CUSIP: 758750AD5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294080.30    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1737000 | PA      | $1727596.58   | 0.06%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    740000 | PA      | $738457.77    | 0.03%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $3080498.99   | 0.11%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    913000 | PA      | $832507.27    | 0.03%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABD9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | NUSS              | AU        |    420000 | PA      | $408962.32    | 0.01%             | 2025-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2480837.44   | 0.09%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1199865.34   | 0.04%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    419000 | PA      | $413509.01    | 0.01%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                | SSM Health Care Corp                                                            | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43699.14     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    955000 | PA      | $908491.69    | 0.03%             | 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        |    335000 | PA      | $356641.23    | 0.01%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1607508.15   | 0.06%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1070000 | PA      | $993314.28    | 0.03%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4833000 | PA      | $4690841.17   | 0.16%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    845000 | PA      | $834499.10    | 0.03%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450258.35    | 0.02%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079KAB3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1528808.82   | 0.05%             | 2024-02-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    676000 | PA      | $661012.47    | 0.02%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3100000 | PA      | $2875445.92   | 0.10%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                      | Jabil Inc                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    897000 | PA      | $810018.45    | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206243.36    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    905000 | PA      | $861310.94    | 0.03%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BK1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244299.20    | 0.01%             | 2023-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1233152.67   | 0.04%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $4296013.06   | 0.15%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3176779.17   | 0.11%             | 2026-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    530000 | PA      | $466210.79    | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1468000 | PA      | $1444570.43   | 0.05%             | 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        |    930000 | PA      | $952492.79    | 0.03%             | 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        |   2071000 | PA      | $2041968.72   | 0.07%             | 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        |    899000 | PA      | $890456.17    | 0.03%             | 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        |   1091000 | PA      | $1075932.96   | 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        |   2112000 | PA      | $2033971.10   | 0.07%             | 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        |   1205000 | PA      | $1118621.62   | 0.04%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    695000 | PA      | $675564.26    | 0.02%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2087510.10   | 0.07%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    515000 | PA      | $509557.74    | 0.02%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1710071.09   | 0.06%             | 2023-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2410403.85   | 0.08%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3203842.72   | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    884000 | PA      | $847088.05    | 0.03%             | 2024-01-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTN                       | Magellan Midstream Partners LP                                                  | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    847000 | PA      | $851364.51    | 0.03%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AUTOMATIC DATA PROCESSNG                       | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1178331.71   | 0.04%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995285.60   | 0.07%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $769386.83    | 0.03%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1772571.22   | 0.06%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1915269.82   | 0.07%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $432464.61    | 0.01%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1165719.50   | 0.04%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $988407.51    | 0.03%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2005101.28   | 0.07%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $481745.94    | 0.02%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2174303.04   | 0.07%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                        | Southwestern Electric Power Co                                                  | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    870000 | PA      | $790811.12    | 0.03%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $700401.67    | 0.02%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1363506.34   | 0.05%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3208382.35   | 0.11%             | 2024-01-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    380000 | PA      | $356919.64    | 0.01%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                                                 | CUSIP: 680223AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $363921.52    | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    890000 | PA      | $885748.83    | 0.03%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AH3<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600456.25    | 0.02%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    605000 | PA      | $609834.19    | 0.02%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1949000 | PA      | $1752214.73   | 0.06%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    780000 | PA      | $690808.64    | 0.02%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $974865.97    | 0.03%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $48294.24     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124762.33    | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1232933.60   | 0.04%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14912L5X5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446134.46    | 0.02%             | 2023-11-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1552605.16   | 0.05%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    980000 | PA      | $939792.85    | 0.03%             | 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        |   4750000 | PA      | $4486469.05   | 0.15%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3226000 | PA      | $3165790.26   | 0.11%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    519000 | PA      | $495517.69    | 0.02%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2070804.82   | 0.07%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EAY3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1085557.64   | 0.04%             | 2024-08-02      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1505000 | PA      | $1355398.33   | 0.05%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1753831.89   | 0.06%             | 2023-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1419266.23   | 0.05%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2190000 | PA      | $2060961.48   | 0.07%             | 2024-07-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1037000 | PA      | $1029816.91   | 0.04%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $953382.37    | 0.03%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1848626.48   | 0.06%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309499.25    | 0.01%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Precision Castparts Corp                       | Precision Castparts Corp                                                        | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1112865.49   | 0.04%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                  | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    760000 | PA      | $685662.35    | 0.02%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2067569.07   | 0.07%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1705000 | PA      | $1611356.29   | 0.06%             | 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        |   1185000 | PA      | $1090154.50   | 0.04%             | 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        |   1145000 | PA      | $1075370.26   | 0.04%             | 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        |    679000 | PA      | $658432.21    | 0.02%             | 2025-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAF7<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1105566.51   | 0.04%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1245963.26   | 0.04%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1872382.27   | 0.06%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2582000 | PA      | $2427100.40   | 0.08%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1294459.66   | 0.04%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    640000 | PA      | $603373.63    | 0.02%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $759086.72    | 0.03%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                  | DTE Energy Co                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    780000 | PA      | $729098.76    | 0.03%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $693774.94    | 0.02%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                           | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1148018.15   | 0.04%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4461568.13   | 0.15%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1440401.08   | 0.05%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1557327.70   | 0.05%             | 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        |   1851000 | PA      | $1817947.43   | 0.06%             | 2024-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5246848.52   | 0.18%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1071040.32   | 0.04%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    570000 | PA      | $575876.42    | 0.02%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                                                 | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133199.79    | 0.00%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc                            | Dominion Energy Inc                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1084848.34   | 0.04%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2840664.53   | 0.10%             | 2025-01-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307100.80    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    889000 | PA      | $859565.74    | 0.03%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    939000 | PA      | $902625.02    | 0.03%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    610000 | PA      | $629278.99    | 0.02%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    807000 | PA      | $790555.76    | 0.03%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2266099.35   | 0.08%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5466996.02   | 0.19%             | 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        |    732000 | PA      | $726023.37    | 0.02%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                          | Canadian National Railway Co                                                    | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1262000 | PA      | $1202405.33   | 0.04%             | 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        |    797000 | PA      | $811856.72    | 0.03%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1055097.98   | 0.04%             | 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        |   2785000 | PA      | $2769573.89   | 0.10%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    465000 | PA      | $466920.78    | 0.02%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                            | Activision Blizzard Inc                                                         | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1355656.68   | 0.05%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1558000 | PA      | $1541803.19   | 0.05%             | 2024-05-22      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    805000 | PA      | $767502.70    | 0.03%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2210000 | PA      | $2165583.64   | 0.07%             | 2024-06-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1764415.84   | 0.06%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324548.97    | 0.01%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   3738000 | PA      | $3563470.91   | 0.12%             | 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        |     55000 | PA      | $47951.01     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    565000 | PA      | $536462.81    | 0.02%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1788516.38   | 0.06%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1195132.58   | 0.04%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    988000 | PA      | $967392.30    | 0.03%             | 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        |   2055000 | PA      | $1804751.76   | 0.06%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2128055.49   | 0.07%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1139126.60   | 0.04%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    470000 | PA      | $466185.48    | 0.02%             | 2023-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1125137.26   | 0.04%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $2063092.42   | 0.07%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1775390.34   | 0.06%             | 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        |   1781000 | PA      | $1757390.53   | 0.06%             | 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        |    841000 | PA      | $830713.31    | 0.03%             | 2025-03-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                            | CommonSpirit Health                                                             | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1059899.57   | 0.04%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1562814.08   | 0.05%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $593510.04    | 0.02%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    830000 | PA      | $810395.15    | 0.03%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550AW8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    902000 | PA      | $887019.22    | 0.03%             | 2023-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1012297.90   | 0.03%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1047937.01   | 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        |    983000 | PA      | $951886.87    | 0.03%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    770000 | PA      | $779990.06    | 0.03%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    442000 | PA      | $415622.55    | 0.01%             | 2025-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006511.80   | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 17401QAQ4<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549389.50    | 0.02%             | 2023-03-29      | Fixed         | 3.70%                 | 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        |    765000 | PA      | $751949.56    | 0.03%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EU8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    931000 | PA      | $927063.45    | 0.03%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1199044.00   | 0.04%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1056859.91   | 0.04%             | 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        |   1225000 | PA      | $1208614.40   | 0.04%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    608000 | PA      | $591786.71    | 0.02%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    810000 | PA      | $790523.06    | 0.03%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                            | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1645000 | PA      | $1632131.99   | 0.06%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    890000 | PA      | $860112.29    | 0.03%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $146020.00    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2507353.04   | 0.09%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272392.15    | 0.01%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                   | Fortinet Inc                                                                    | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $891135.41    | 0.03%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72103.85     | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                       | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    645000 | PA      | $613232.78    | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $648237.97    | 0.02%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| COSTCO WHOLESALE CORP                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1103301.02   | 0.04%             | 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        |    973000 | PA      | $961985.25    | 0.03%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $319662.72    | 0.01%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc                                                               | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    866000 | PA      | $856698.38    | 0.03%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1920438.38   | 0.07%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1450850.70   | 0.05%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                               | RELX Capital Inc                                                                | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    655000 | PA      | $654364.00    | 0.02%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1946000 | PA      | $1918139.31   | 0.07%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    416000 | PA      | $407193.32    | 0.01%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995850.80   | 0.07%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510121.40    | 0.02%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                                          | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    570000 | PA      | $536274.30    | 0.02%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                         | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    722000 | PA      | $683752.34    | 0.02%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1116353.50   | 0.04%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $134007.89    | 0.00%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    763000 | PA      | $738471.69    | 0.03%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339945.12    | 0.01%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2268582.33   | 0.08%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    565000 | PA      | $515325.20    | 0.02%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670BJ6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109969.57    | 0.00%             | 2023-02-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780262.88    | 0.03%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2294450.14   | 0.08%             | 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        |    840000 | PA      | $799867.40    | 0.03%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1837130.20   | 0.06%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $1922619.35   | 0.07%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1643837.48   | 0.06%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1680653.28   | 0.06%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    590000 | PA      | $558190.86    | 0.02%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1088034.06   | 0.04%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAY4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    380000 | PA      | $378854.45    | 0.01%             | 2023-04-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $2930005.78   | 0.10%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1103466.75   | 0.04%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $193040.13    | 0.01%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3074943.43   | 0.11%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    359000 | PA      | $334054.53    | 0.01%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $563366.99    | 0.02%             | 2024-03-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    843000 | PA      | $825586.23    | 0.03%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: —       |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1098917.43   | 0.04%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2991000 | PA      | $2986252.98   | 0.10%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1266514.00   | 0.04%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $532256.58    | 0.02%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1703405.26   | 0.06%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3228718.34   | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285263.25    | 0.01%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1316356.89   | 0.05%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1733984.18   | 0.06%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBH4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    587000 | PA      | $580376.59    | 0.02%             | 2023-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Sabra Health Care LP                           | Sabra Health Care LP                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    905000 | PA      | $874133.89    | 0.03%             | 2026-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1299038.14   | 0.04%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112683.66    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2268000 | PA      | $2220137.49   | 0.08%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    840000 | PA      | $885477.60    | 0.03%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1711000 | PA      | $1576930.66   | 0.05%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1682742.98   | 0.06%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1349000 | PA      | $1324574.87   | 0.05%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2243646.85   | 0.08%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    925000 | PA      | $901004.76    | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552038.02    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1909000 | PA      | $1871535.30   | 0.06%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1265000 | PA      | $1225860.65   | 0.04%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2217000 | PA      | $2104526.49   | 0.07%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1847000 | PA      | $1803321.04   | 0.06%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Ingredion Inc                                  | Ingredion Inc                                                                   | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138074.79    | 0.00%             | 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        |   5285000 | PA      | $4749476.24   | 0.16%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HP9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1445313.63   | 0.05%             | 2023-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3101851.75   | 0.11%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1537000 | PA      | $1373048.52   | 0.05%             | 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        |   1449000 | PA      | $1296370.45   | 0.04%             | 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        |   2345000 | PA      | $2079456.42   | 0.07%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1245000 | PA      | $1221642.31   | 0.04%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462973.52    | 0.02%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2212990.57   | 0.08%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                  | McKesson Corp                                                                   | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    795000 | PA      | $712166.33    | 0.02%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    607000 | PA      | $599534.26    | 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        |   1655000 | PA      | $1554813.91   | 0.05%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1535000 | PA      | $1525635.43   | 0.05%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $507777.35    | 0.02%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561967.17    | 0.02%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    594000 | PA      | $591324.27    | 0.02%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1793991.05   | 0.06%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2916163.63   | 0.10%             | 2024-07-23      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                             | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1913328.16   | 0.07%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1795691.48   | 0.06%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210008.02    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    820000 | PA      | $771713.40    | 0.03%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    895000 | PA      | $877491.92    | 0.03%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2197413.36   | 0.08%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4658743.84   | 0.16%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1094000 | PA      | $1006276.95   | 0.03%             | 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        |   1339000 | PA      | $1313672.41   | 0.05%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225963.85    | 0.01%             | 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        |   1925000 | PA      | $1845913.88   | 0.06%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| HSBC USA INC                                   | HSBC USA Inc                                                                    | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1857145.22   | 0.06%             | 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        |    945000 | PA      | $907500.23    | 0.03%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2060262.82   | 0.07%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1239044.90   | 0.04%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1142604.86   | 0.04%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    615000 | PA      | $585809.27    | 0.02%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                                                    | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    558000 | PA      | $554573.15    | 0.02%             | 2023-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    822000 | PA      | $797191.22    | 0.03%             | 2023-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267073.73    | 0.01%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511523.27    | 0.02%             | 2026-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    508000 | PA      | $505699.73    | 0.02%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1141632.65   | 0.04%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FN9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    840000 | PA      | $838229.70    | 0.03%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $476339.94    | 0.02%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZA3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1216000 | PA      | $1198238.25   | 0.04%             | 2023-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3339512.66   | 0.11%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    543000 | PA      | $497617.53    | 0.02%             | 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        |   1125000 | PA      | $1226125.91   | 0.04%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $982982.89    | 0.03%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CK3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441300.54    | 0.02%             | 2023-11-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1443174.11   | 0.05%             | 2025-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364228.25    | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1942655.00   | 0.07%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $897834.37    | 0.03%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3145000 | PA      | $2889290.74   | 0.10%             | 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        |    890000 | PA      | $860511.45    | 0.03%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1718795.40   | 0.06%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1892000 | PA      | $1838042.24   | 0.06%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1718280.20   | 0.06%             | 2024-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $583710.54    | 0.02%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FB9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    855000 | PA      | $829848.04    | 0.03%             | 2023-10-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                     | FedEx Corp                                                                      | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1308115.02   | 0.04%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    705000 | PA      | $653780.48    | 0.02%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081DH3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1818913.88   | 0.06%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    718000 | PA      | $640932.03    | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1481541.72   | 0.05%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    152000 | PA      | $141411.21    | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1373461.56   | 0.05%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1896053.10   | 0.07%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    972000 | PA      | $924447.62    | 0.03%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1196555.06   | 0.04%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $505876.35    | 0.02%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                                | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201792.61    | 0.01%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    846000 | PA      | $838996.47    | 0.03%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    825000 | PA      | $802067.31    | 0.03%             | 2024-03-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    958000 | PA      | $939193.21    | 0.03%             | 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        |   2475000 | PA      | $2486282.04   | 0.09%             | 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        |    807000 | PA      | $798105.49    | 0.03%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    915000 | PA      | $823452.88    | 0.03%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2693296.41   | 0.09%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2041977.62   | 0.07%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1359479.84   | 0.05%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Mylan Inc                                      | Mylan Inc                                                                       | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    767000 | PA      | $763950.94    | 0.03%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    515000 | PA      | $503169.52    | 0.02%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $915820.38    | 0.03%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1139608.46   | 0.04%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149554.50    | 0.01%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SEMPRA ENERGY                                  | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357960.46    | 0.01%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                        | Magna International Inc                                                         | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1398000 | PA      | $1373589.52   | 0.05%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1407616.75   | 0.05%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    815000 | PA      | $788356.84    | 0.03%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $820097.35    | 0.03%             | 2024-06-01      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    640000 | PA      | $632879.17    | 0.02%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1750560.10   | 0.06%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    402000 | PA      | $396395.36    | 0.01%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $792202.57    | 0.03%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Xcel Energy Inc                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1077832.35   | 0.04%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Dollar General Corp                            | Dollar General Corp                                                             | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1116808.67   | 0.04%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348862.19    | 0.01%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    755000 | PA      | $683561.67    | 0.02%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1359000 | PA      | $1213091.51   | 0.04%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1959040.99   | 0.07%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    570000 | PA      | $494609.92    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1165041.39   | 0.04%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1166007.97   | 0.04%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                             | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141499.70    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    717000 | PA      | $716654.41    | 0.02%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                           | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    865000 | PA      | $781204.08    | 0.03%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    499000 | PA      | $486795.56    | 0.02%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558895.23    | 0.02%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1197402.18   | 0.04%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1324192.70   | 0.05%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AN9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    654000 | PA      | $653429.65    | 0.02%             | 2023-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387957.16    | 0.01%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3483897.23   | 0.12%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3899586.65   | 0.13%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    525000 | PA      | $479922.87    | 0.02%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1046347.62   | 0.04%             | 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        |   2262000 | PA      | $2285184.60   | 0.08%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    429000 | PA      | $427200.35    | 0.01%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1573958.59   | 0.05%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523997.46    | 0.02%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1674876.88   | 0.06%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1477848.12   | 0.05%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $2934488.74   | 0.10%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3746000 | PA      | $3679550.83   | 0.13%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76313.24     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    850000 | PA      | $804105.78    | 0.03%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3531633.22   | 0.12%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    795000 | PA      | $806448.16    | 0.03%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1043494.26   | 0.04%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1450869.75   | 0.05%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    942000 | PA      | $963359.38    | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2668861.27   | 0.09%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1042928.03   | 0.04%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $394006.72    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $783452.98    | 0.03%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                      | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    925000 | PA      | $899237.64    | 0.03%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    551000 | PA      | $548963.78    | 0.02%             | 2024-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1024943.40   | 0.04%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    985000 | PA      | $887085.78    | 0.03%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1667028.96   | 0.06%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2226000 | PA      | $2189598.22   | 0.08%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1720391.01   | 0.06%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1047182.69   | 0.04%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1335104.10   | 0.05%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CNA Financial Corp                             | CNA Financial Corp                                                              | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    908000 | PA      | $895824.08    | 0.03%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23852.47     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AC7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    391000 | PA      | $388990.14    | 0.01%             | 2023-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1307633.54   | 0.04%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    930000 | PA      | $876580.24    | 0.03%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1278003.92   | 0.04%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1437444.16   | 0.05%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2185000 | PA      | $2155129.52   | 0.07%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1575000 | PA      | $1489862.27   | 0.05%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    890000 | PA      | $910364.54    | 0.03%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DZ3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1104000 | PA      | $1101851.73   | 0.04%             | 2023-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2210886.06   | 0.08%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2095000 | PA      | $1965468.04   | 0.07%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    380000 | PA      | $329857.44    | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1000943.32   | 0.03%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    660000 | PA      | $630677.72    | 0.02%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1792300.22   | 0.06%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CH1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1339000 | PA      | $1323232.07   | 0.05%             | 2023-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                  | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    513000 | PA      | $510328.71    | 0.02%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBL4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    511000 | PA      | $510524.57    | 0.02%             | 2023-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1582897.52   | 0.05%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 741503BB1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    728000 | PA      | $726292.48    | 0.02%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3823000 | PA      | $3743879.96   | 0.13%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2821772.28   | 0.10%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146045.00    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1004003.93   | 0.03%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2424651.36   | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1148544.86   | 0.04%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    615000 | PA      | $578814.57    | 0.02%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $937887.43    | 0.03%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| L3Harris Tech Inc                              | L3Harris Technologies Inc                                                       | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1029500.51   | 0.04%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2033597.39   | 0.07%             | 2024-06-14      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $557451.82    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1325000 | PA      | $1281494.82   | 0.04%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                              | CBRE Services Inc                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1180401.13   | 0.04%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1579926.12   | 0.05%             | 2026-02-12      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669373.78    | 0.02%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1814618.72   | 0.06%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    910000 | PA      | $876650.96    | 0.03%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3039000 | PA      | $2956548.59   | 0.10%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1301903.03   | 0.04%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1480802.61   | 0.05%             | 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        |   1910000 | PA      | $1802119.95   | 0.06%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2685547.98   | 0.09%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BV7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    639000 | PA      | $631835.60    | 0.02%             | 2023-05-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    680000 | PA      | $690018.03    | 0.02%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    350000 | PA      | $351855.04    | 0.01%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAC0<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    993000 | PA      | $987633.53    | 0.03%             | 2023-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                    | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $315021.99    | 0.01%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2802000 | PA      | $2745443.31   | 0.09%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP                         | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 681919BA3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1172806.36   | 0.04%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    460000 | PA      | $447723.93    | 0.02%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    651000 | PA      | $645948.44    | 0.02%             | 2023-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2110000 | PA      | $1984106.43   | 0.07%             | 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        |   1798000 | PA      | $1729643.46   | 0.06%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1111000 | PA      | $1104507.65   | 0.04%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $240688.61    | 0.01%             | 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        |    660000 | PA      | $611905.87    | 0.02%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024213.30   | 0.10%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BE3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $274353.12    | 0.01%             | 2023-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1468547.65   | 0.05%             | 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        |   1020000 | PA      | $1034758.69   | 0.04%             | 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        |    797000 | PA      | $793484.91    | 0.03%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1445362.90   | 0.05%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                            | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1454280.70   | 0.05%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2170000 | PA      | $2158768.95   | 0.07%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: —       |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2087331.55   | 0.07%             | 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        |   1750000 | PA      | $1731428.65   | 0.06%             | 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        |   1052000 | PA      | $1052507.38   | 0.04%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    651000 | PA      | $630722.46    | 0.02%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                    | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    560000 | PA      | $504259.73    | 0.02%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    763000 | PA      | $732119.79    | 0.03%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    824000 | PA      | $785807.27    | 0.03%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    520000 | PA      | $487384.56    | 0.02%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2842101.74   | 0.10%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940445.20    | 0.03%             | 2025-01-10      | Fixed         | 1.25%                 | 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        |   1558000 | PA      | $1557691.52   | 0.05%             | 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        |   1125000 | PA      | $1097802.79   | 0.04%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1862000 | PA      | $1779761.79   | 0.06%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1171126.25   | 0.04%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                   | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $938500.99    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    648000 | PA      | $640018.00    | 0.02%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385602.31    | 0.01%             | 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        |   1664000 | PA      | $1606769.38   | 0.06%             | 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        |    455000 | PA      | $398714.09    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1432151.66   | 0.05%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     70000 | PA      | $74091.28     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1710630.95   | 0.06%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    975000 | PA      | $880066.49    | 0.03%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3107000 | PA      | $2938566.73   | 0.10%             | 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        |   1450000 | PA      | $1478561.09   | 0.05%             | 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        |   1047000 | PA      | $1018452.08   | 0.03%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    494000 | PA      | $488686.09    | 0.02%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                              | Toyota Motor Corp                                                               | CUSIP: 892331AC3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    942000 | PA      | $935301.53    | 0.03%             | 2023-07-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: C90VT034M03BN29IRA40 | Long             | DBT              | CORP              | US        |    890000 | PA      | $874206.59    | 0.03%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $1249329.61   | 0.04%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228130.78    | 0.01%             | 2023-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1260002.74   | 0.04%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142EK5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548195.01    | 0.02%             | 2023-06-26      | Fixed         | 3.40%                 | 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        |   1042000 | PA      | $975672.43    | 0.03%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                      | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    525000 | PA      | $500206.04    | 0.02%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| MOLSON COORS BEVERAGE                          | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2643956.84   | 0.09%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2672814.28   | 0.09%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1107175.04   | 0.04%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $305507.30    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $260796.90    | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3621535.37   | 0.12%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3349000 | PA      | $2982750.35   | 0.10%             | 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        |    900000 | PA      | $876507.75    | 0.03%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1584000 | PA      | $1544952.34   | 0.05%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2622920.37   | 0.09%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BH6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286625.33    | 0.01%             | 2023-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    975000 | PA      | $950596.92    | 0.03%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJX4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291842.13    | 0.01%             | 2024-03-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    820000 | PA      | $843587.55    | 0.03%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                       | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    990000 | PA      | $979932.29    | 0.03%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1722000 | PA      | $1702722.21   | 0.06%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2805765.23   | 0.10%             | 2024-02-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1296321.30   | 0.04%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821430.91    | 0.03%             | 2024-05-19      | Fixed         | 1.49%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1040954.70   | 0.04%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49883.82     | 0.00%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1895000 | PA      | $1781823.78   | 0.06%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2M2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    890000 | PA      | $933933.87    | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1127548.99   | 0.04%             | 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        |    910000 | PA      | $861601.83    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612767.40    | 0.02%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1783758.20   | 0.06%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $498988.77    | 0.02%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2320346.78   | 0.08%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1490370.91   | 0.05%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    952000 | PA      | $935509.65    | 0.03%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    995000 | PA      | $990727.87    | 0.03%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    832000 | PA      | $815587.72    | 0.03%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BJ5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344924.11    | 0.01%             | 2023-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1493404.65   | 0.05%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2K6<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1210000 | PA      | $1153276.17   | 0.04%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJT8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1483546.01   | 0.05%             | 2024-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | Stellantis NV                                                                   | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1442000 | PA      | $1441538.56   | 0.05%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111682.53    | 0.00%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1690000 | PA      | $1650637.70   | 0.06%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    708000 | PA      | $666900.39    | 0.02%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    882000 | PA      | $792868.08    | 0.03%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                    | Citibank NA                                                                     | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1998078.76   | 0.07%             | 2024-01-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2K2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1122701.16   | 0.04%             | 2026-03-02      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    989000 | PA      | $911566.64    | 0.03%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $589486.64    | 0.02%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1339237.15   | 0.05%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1012000 | PA      | $906423.30    | 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        |   1100000 | PA      | $1061171.21   | 0.04%             | 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        |    810000 | PA      | $771972.44    | 0.03%             | 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        |   1278000 | PA      | $1242931.42   | 0.04%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1298739.02   | 0.04%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                      | ORIX Corp                                                                       | CUSIP: 686330AL5<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $282486.36    | 0.01%             | 2024-01-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1357000 | PA      | $1322298.12   | 0.05%             | 2024-09-08      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    885000 | PA      | $831192.27    | 0.03%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775362.62    | 0.03%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1567000 | PA      | $1399205.17   | 0.05%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                                | Brookfield Corp                                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    787000 | PA      | $776603.73    | 0.03%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508AW4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    306000 | PA      | $304102.83    | 0.01%             | 2023-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    675000 | PA      | $674666.15    | 0.02%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1912519.32   | 0.07%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313080.83    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAA7<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    292000 | PA      | $292000.00    | 0.01%             | 2023-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1725784.48   | 0.06%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAQ1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668568.74    | 0.02%             | 2025-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477AM5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1145478.55   | 0.04%             | 2023-11-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46494.91     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $801825.50    | 0.03%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155632.73    | 0.01%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1869571.66   | 0.06%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1137000 | PA      | $1117994.25   | 0.04%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4634824.97   | 0.16%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2340099.78   | 0.08%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $367523.41    | 0.01%             | 2026-11-21      | Fixed         | 6.83%                 | 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        |   4894000 | PA      | $4782338.50   | 0.16%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186042.66    | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    691000 | PA      | $687843.10    | 0.02%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $238222.08    | 0.01%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    552000 | PA      | $547621.15    | 0.02%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1902945.47   | 0.07%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    715000 | PA      | $675482.74    | 0.02%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    730000 | PA      | $706847.76    | 0.02%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2270610.13   | 0.08%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1893501.77   | 0.07%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    725000 | PA      | $708080.53    | 0.02%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $940944.09    | 0.03%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $915021.14    | 0.03%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    785000 | PA      | $803414.77    | 0.03%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LGU4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1056946.28   | 0.04%             | 2024-12-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    205000 | PA      | $192366.83    | 0.01%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    820000 | PA      | $731966.69    | 0.03%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091360.82   | 0.04%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1614354.52   | 0.06%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AU2<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    843000 | PA      | $842243.49    | 0.03%             | 2023-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1635000 | PA      | $1584148.23   | 0.05%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    672000 | PA      | $670758.14    | 0.02%             | 2024-01-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1690000 | PA      | $1609960.76   | 0.06%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    397000 | PA      | $393139.02    | 0.01%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    699000 | PA      | $694091.83    | 0.02%             | 2023-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2075556.72   | 0.07%             | 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        |   2367000 | PA      | $2264729.50   | 0.08%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1980066.28   | 0.07%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1980057.85   | 0.07%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1902954.01   | 0.07%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1582909.87   | 0.05%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    597000 | PA      | $596878.93    | 0.02%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1604511.43   | 0.06%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    795000 | PA      | $743618.12    | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2168080.30   | 0.07%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9492.42      | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| FEDERAL REALTY INVS TRST                       | Federal Realty Investment Trust                                                 | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    272000 | PA      | $268981.67    | 0.01%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    676000 | PA      | $675486.17    | 0.02%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $888875.96    | 0.03%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1526034.54   | 0.05%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1620837.17   | 0.06%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1054114.25   | 0.04%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2214324.30   | 0.08%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                            | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1364367.79   | 0.05%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    955000 | PA      | $891697.25    | 0.03%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1525000 | PA      | $1498084.06   | 0.05%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2350495.03   | 0.08%             | 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        |    722000 | PA      | $705718.11    | 0.02%             | 2024-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                          | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3169000 | PA      | $3109548.61   | 0.11%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19151.30     | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                           | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1021556.13   | 0.04%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                        | Delmarva Power & Light Co                                                       | CUSIP: 247109BS9<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287021.03    | 0.01%             | 2023-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    475000 | PA      | $455438.22    | 0.02%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    510000 | PA      | $462620.90    | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2875000 | PA      | $2573491.28   | 0.09%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1492430.79   | 0.05%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1688000 | PA      | $1681333.24   | 0.06%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1625000 | PA      | $1572831.98   | 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        |    300000 | PA      | $280795.86    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182608.12    | 0.01%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1708869.15   | 0.06%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4362000 | PA      | $4316510.45   | 0.15%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                     | Xilinx Inc                                                                      | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1274498.63   | 0.04%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1937992.07   | 0.07%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2842000 | PA      | $2532936.48   | 0.09%             | 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        |   1100000 | PA      | $991831.72    | 0.03%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 165797915 | NS      | $165897394.11 | 5.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1286734.32   | 0.04%             | 2023-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $714193.48    | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    995000 | PA      | $889350.30    | 0.03%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1113286.53   | 0.04%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    799000 | PA      | $781162.40    | 0.03%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    900000 | PA      | $812396.16    | 0.03%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1660000 | PA      | $1680710.82   | 0.06%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                  | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    980000 | PA      | $885185.29    | 0.03%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1495595.35   | 0.05%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1688237.34   | 0.06%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4663038.16   | 0.16%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    791000 | PA      | $768883.72    | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1958999.84   | 0.07%             | 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        |   2039000 | PA      | $1868898.67   | 0.06%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1522418.48   | 0.05%             | 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        |    995000 | PA      | $908579.97    | 0.03%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1405737.73   | 0.05%             | 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        |   6076000 | PA      | $6046888.67   | 0.21%             | 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        |   2000000 | PA      | $2023661.60   | 0.07%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    315000 | PA      | $292882.37    | 0.01%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1856083.44   | 0.06%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3337028.19   | 0.11%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1975736.72   | 0.07%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2069000 | PA      | $1865449.30   | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1405000 | PA      | $1340878.75   | 0.05%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $993113.45    | 0.03%             | 2026-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1049000 | PA      | $1037563.80   | 0.04%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2F3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283425.44    | 0.01%             | 2023-09-14      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416500.77    | 0.01%             | 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        |   1552000 | PA      | $1500222.80   | 0.05%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $884750.87    | 0.03%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    880000 | PA      | $795547.72    | 0.03%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                     | CUSIP: 231021AR7<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    443000 | PA      | $440636.46    | 0.02%             | 2023-10-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    670000 | PA      | $681498.54    | 0.02%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1783251.35   | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    870000 | PA      | $789930.33    | 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        |   4535000 | PA      | $4427827.07   | 0.15%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                                      | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1267129.30   | 0.04%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |    875000 | PA      | $854441.35    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1533372.32   | 0.05%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06053FAA7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1878095.16   | 0.06%             | 2023-07-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1383339.41   | 0.05%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3028000 | PA      | $2927037.09   | 0.10%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1361000 | PA      | $1300736.96   | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $3771052.87   | 0.13%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122350.44    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1220950.75   | 0.04%             | 2025-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1863225.64   | 0.06%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1486753.95   | 0.05%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    980000 | PA      | $961258.58    | 0.03%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    700000 | PA      | $660568.79    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1488400.90   | 0.05%             | 2024-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $3974837.96   | 0.14%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3378326.28   | 0.12%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400FY4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    828000 | PA      | $821883.23    | 0.03%             | 2023-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                      | Qorvo Inc                                                                       | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    655000 | PA      | $612870.40    | 0.02%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BZ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1385000 | PA      | $1370948.76   | 0.05%             | 2023-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157494.03    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1979000 | PA      | $1936003.45   | 0.07%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc                                                                  | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    790000 | PA      | $751980.54    | 0.03%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    896000 | PA      | $859909.21    | 0.03%             | 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        |   1785000 | PA      | $1676793.30   | 0.06%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2594883.01   | 0.09%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    495000 | PA      | $465844.05    | 0.02%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1890772.88   | 0.06%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2J5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271924.38    | 0.01%             | 2023-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66613.53     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764BA4<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    578000 | PA      | $576990.35    | 0.02%             | 2023-03-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FJ1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217572.47    | 0.01%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    765000 | PA      | $740752.64    | 0.03%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Ecolab Inc                                     | Ecolab Inc                                                                      | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    515000 | PA      | $485424.89    | 0.02%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1446956.43   | 0.05%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1699483.03   | 0.06%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1547500.35   | 0.05%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $383742.20    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    830000 | PA      | $823395.44    | 0.03%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1556401.48   | 0.05%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ETG4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    483000 | PA      | $482060.28    | 0.02%             | 2023-03-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    841000 | PA      | $827463.43    | 0.03%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    870000 | PA      | $858354.27    | 0.03%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625356.90    | 0.02%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1019659.43   | 0.04%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    434000 | PA      | $433532.37    | 0.01%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1499827.02   | 0.05%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4215857.79   | 0.14%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1544169.84   | 0.05%             | 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        |   1947000 | PA      | $1916763.28   | 0.07%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                      | Wyeth LLC                                                                       | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    773000 | PA      | $785809.46    | 0.03%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    820000 | PA      | $788010.65    | 0.03%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    674000 | PA      | $594858.04    | 0.02%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp                         | Boston Scientific Corp                                                          | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1277055.77   | 0.04%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1586000 | PA      | $1463879.43   | 0.05%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1345000 | PA      | $1277151.48   | 0.04%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1706433.08   | 0.06%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit Inc                                                                      | CUSIP: 46124HAA4<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    617000 | PA      | $607392.51    | 0.02%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3959000 | PA      | $3780180.28   | 0.13%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2211000 | PA      | $2085487.28   | 0.07%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1686086.36   | 0.06%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1764000 | PA      | $1680541.46   | 0.06%             | 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        |    345000 | PA      | $328166.79    | 0.01%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1156566.52   | 0.04%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1088813.86   | 0.04%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1114999.29   | 0.04%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    985000 | PA      | $953048.87    | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $782532.96    | 0.03%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1097851.90   | 0.04%             | 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        |    740000 | PA      | $726138.62    | 0.02%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1031499.56   | 0.04%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1481372.22   | 0.05%             | 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        |   1104000 | PA      | $1082423.87   | 0.04%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1657337.64   | 0.06%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95599.62     | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1791807.07   | 0.06%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1226940.30   | 0.04%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1074129.30   | 0.04%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $996591.44    | 0.03%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV EXPLORATION INC                        | Ovintiv Exploration Inc                                                         | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    915000 | PA      | $918897.90    | 0.03%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2691001.98   | 0.09%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3144906.60   | 0.11%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                          | Reynolds American Inc                                                           | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    909000 | PA      | $910252.60    | 0.03%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    760000 | PA      | $734694.96    | 0.03%             | 2023-12-07      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1393493.11   | 0.05%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    894000 | PA      | $906624.35    | 0.03%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $942344.27    | 0.03%             | 2024-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1270000 | PA      | $1182056.56   | 0.04%             | 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        |    730000 | PA      | $734348.46    | 0.03%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    345000 | PA      | $330008.20    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    655000 | PA      | $580285.66    | 0.02%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                        | CNO Financial Group Inc                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    569000 | PA      | $568618.09    | 0.02%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    988000 | PA      | $967418.08    | 0.03%             | 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        |   3405000 | PA      | $3310944.71   | 0.11%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2054862.13   | 0.07%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1885000 | PA      | $1685208.66   | 0.06%             | 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        |   1608000 | PA      | $1550479.59   | 0.05%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| CNH Industrial NV                              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $43744.66     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1724807.23   | 0.06%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    915000 | PA      | $886505.89    | 0.03%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1086901.69   | 0.04%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1354260.20   | 0.05%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2060000 | PA      | $2043814.17   | 0.07%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1632441.92   | 0.06%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1688335.39   | 0.06%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1495000 | PA      | $1491863.19   | 0.05%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                       | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    246000 | PA      | $240799.44    | 0.01%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $353420.67    | 0.01%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $629045.89    | 0.02%             | 2025-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5539000 | PA      | $5437046.40   | 0.19%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1050077.60   | 0.04%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2354629.44   | 0.08%             | 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        |    890000 | PA      | $799977.30    | 0.03%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    230000 | PA      | $201426.78    | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    710000 | PA      | $708038.98    | 0.02%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    967000 | PA      | $963591.81    | 0.03%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAG2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    841000 | PA      | $838495.67    | 0.03%             | 2023-04-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1027376.02   | 0.04%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    914000 | PA      | $834654.47    | 0.03%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| Chevron Corp                                   | Chevron Corp                                                                    | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1249630.93   | 0.04%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1275618.11   | 0.04%             | 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        |   2060000 | PA      | $2007222.59   | 0.07%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1185451.87   | 0.04%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145086.54    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| NETAPP INC                                     | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    695000 | PA      | $635585.08    | 0.02%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $401921.64    | 0.01%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1779226.35   | 0.06%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                          | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1479527.71   | 0.05%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $3882483.89   | 0.13%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    320000 | PA      | $302360.54    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1608000 | PA      | $1531145.48   | 0.05%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sanofi                                         | Sanofi                                                                          | CUSIP: 801060AC8<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1289000 | PA      | $1284931.79   | 0.04%             | 2023-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                                                 | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1760840.07   | 0.06%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAY5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    792000 | PA      | $785117.92    | 0.03%             | 2023-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1729000 | PA      | $1709006.19   | 0.06%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    790000 | PA      | $781733.20    | 0.03%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2795000 | PA      | $2470367.18   | 0.08%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1128000 | PA      | $1121360.14   | 0.04%             | 2023-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2476000 | PA      | $2409038.31   | 0.08%             | 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        |   2610000 | PA      | $2426111.15   | 0.08%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3606119.81   | 0.12%             | 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        |    980000 | PA      | $983273.20    | 0.03%             | 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        |   1010000 | PA      | $983649.20    | 0.03%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    837000 | PA      | $825050.15    | 0.03%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    455000 | PA      | $440254.00    | 0.02%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1765750.96   | 0.06%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286056.96    | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    775000 | PA      | $736191.02    | 0.03%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1682778.64   | 0.06%             | 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        |   1020000 | PA      | $990150.72    | 0.03%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1853713.51   | 0.06%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158816.10    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    970000 | PA      | $932761.70    | 0.03%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24312.70     | 0.00%             | 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        |    610000 | PA      | $598916.18    | 0.02%             | 2024-12-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AT1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    673000 | PA      | $672452.18    | 0.02%             | 2023-03-02      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1415784.52   | 0.05%             | 2023-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3037000 | PA      | $3015556.35   | 0.10%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361675.17    | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AP4<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144989.08    | 0.00%             | 2023-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    745000 | PA      | $708253.55    | 0.02%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1872434.11   | 0.06%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1934710.30   | 0.07%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1330261.69   | 0.05%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5277000 | PA      | $4975662.19   | 0.17%             | 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        |   1470000 | PA      | $1463141.57   | 0.05%             | 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        |   1513000 | PA      | $1455412.04   | 0.05%             | 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        |    737000 | PA      | $698175.72    | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385000.00    | 0.01%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    552000 | PA      | $535249.01    | 0.02%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1379000 | PA      | $1357311.36   | 0.05%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437074.88    | 0.02%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2663942.93   | 0.09%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                       | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23656.82     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1872423.70   | 0.06%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1250049.06   | 0.04%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                       | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1185322.50   | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| BorgWarner Inc                                 | BorgWarner Inc                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1116205.41   | 0.04%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2790000 | PA      | $2948610.66   | 0.10%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $975496.28    | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2345200.68   | 0.08%             | 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        |    780000 | PA      | $775285.60    | 0.03%             | 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        |   1415000 | PA      | $1366546.30   | 0.05%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1595000 | PA      | $1510310.44   | 0.05%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $3910337.12   | 0.13%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1750150.29   | 0.06%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AD1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    737000 | PA      | $734591.12    | 0.03%             | 2023-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    780000 | PA      | $773006.13    | 0.03%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAF3<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    931000 | PA      | $925630.27    | 0.03%             | 2023-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1375388.17   | 0.05%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCJ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    764000 | PA      | $758623.81    | 0.03%             | 2023-07-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1251960.93   | 0.04%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $841342.57    | 0.03%             | 2025-08-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17391.77     | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2342000 | PA      | $2331414.16   | 0.08%             | 2024-05-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    907000 | PA      | $863958.59    | 0.03%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1161883.05   | 0.04%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    952000 | PA      | $917215.54    | 0.03%             | 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        |   1771000 | PA      | $1631171.23   | 0.06%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $1998091.53   | 0.07%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                               | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    630000 | PA      | $616240.99    | 0.02%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1294774.28   | 0.04%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1120863.82   | 0.04%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65917.27     | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2272976.32   | 0.08%             | 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        |   1205000 | PA      | $1176619.00   | 0.04%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270912.68    | 0.01%             | 2023-03-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240124.08    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1310000 | PA      | $1257066.44   | 0.04%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2306437.36   | 0.08%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    890000 | PA      | $918212.38    | 0.03%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1442849.02   | 0.05%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2694000 | PA      | $2604295.19   | 0.09%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                               | Ryder System Inc                                                                | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    880000 | PA      | $844577.62    | 0.03%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1075057.33   | 0.04%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1331597.60   | 0.05%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    321000 | PA      | $295790.10    | 0.01%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1005193.68   | 0.03%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1113706.50   | 0.04%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076AZ5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    615000 | PA      | $612922.90    | 0.02%             | 2023-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    695000 | PA      | $643504.04    | 0.02%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1368886.10   | 0.05%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    949000 | PA      | $917403.80    | 0.03%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $627003.75    | 0.02%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    950000 | PA      | $912787.65    | 0.03%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1274000 | PA      | $1271737.89   | 0.04%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    185000 | PA      | $176226.84    | 0.01%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1048682.93   | 0.04%             | 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        |    651000 | PA      | $639958.06    | 0.02%             | 2024-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                               | Black Hills Corp                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208788.89    | 0.01%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1396000 | PA      | $1372334.17   | 0.05%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    930000 | PA      | $892236.14    | 0.03%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital Canada Ltd                                                | CUSIP: 89153UAF8<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |   1420000 | PA      | $1406832.91   | 0.05%             | 2023-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AVANGRID INC                                   | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1200575.27   | 0.04%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159234.47    | 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        |    190000 | PA      | $178439.11    | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1005511.24   | 0.03%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                              | Ares Capital Corp                                                               | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1124394.75   | 0.04%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2206000 | PA      | $2136910.29   | 0.07%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1728131.48   | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $934202.02    | 0.03%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2273000 | PA      | $2180912.81   | 0.07%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    890000 | PA      | $894177.66    | 0.03%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3970000 | PA      | $3877113.12   | 0.13%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1290508.35   | 0.04%             | 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        |    957000 | PA      | $942592.46    | 0.03%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | Deutsche Bank AG                                                                | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $130838.04    | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1180155.90   | 0.04%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 89788JAB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    740000 | PA      | $737646.13    | 0.03%             | 2023-03-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $930331.35    | 0.03%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2735288.43   | 0.09%             | 2023-09-15      | Fixed         | 2.40%                 | 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        |    105000 | PA      | $97783.84     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470353.82    | 0.02%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                | Yale University                                                                 | CUSIP: 98459LAA1<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    531000 | PA      | $493148.51    | 0.02%             | 2025-04-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                     | Evergy Inc                                                                      | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1251312.03   | 0.04%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1456794.87   | 0.05%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366753.83    | 0.01%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1176313.43   | 0.04%             | 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        |   1147000 | PA      | $1020180.11   | 0.04%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1258708.00   | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                  | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $982209.65    | 0.03%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                     | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $450472.90    | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    923000 | PA      | $902170.75    | 0.03%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295846.14    | 0.01%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| HORMEL FOODS CORP                              | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    670000 | PA      | $635547.93    | 0.02%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $572118.30    | 0.02%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBD0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    711000 | PA      | $707038.31    | 0.02%             | 2023-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1790509.78   | 0.06%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25287.10     | 0.00%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1602627.18   | 0.06%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HD6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    783000 | PA      | $778234.43    | 0.03%             | 2023-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1298000 | PA      | $1244696.46   | 0.04%             | 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        |   1610000 | PA      | $1571732.23   | 0.05%             | 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        |   2325000 | PA      | $2459224.81   | 0.08%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| COMERICA BANK                                  | Comerica Bank                                                                   | CUSIP: 20034DJA8<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    753000 | PA      | $726696.66    | 0.02%             | 2024-07-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    996000 | PA      | $966446.19    | 0.03%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                             | PPG Industries Inc                                                              | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1009314.17   | 0.03%             | 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        |   1406000 | PA      | $1389064.45   | 0.05%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | Barclays Bank PLC                                                               | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1100345.00   | 0.04%             | 2024-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ENRGY TRANS LP/REG FIN                         | Energy Transfer LP / Regency Energy Finance Corp                                | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654000 | PA      | $650670.81    | 0.02%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1047480.06   | 0.04%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1336679.70   | 0.05%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833938.40    | 0.03%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1240000 | PA      | $1290987.19   | 0.04%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    655000 | PA      | $642279.90    | 0.02%             | 2025-08-26      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    825000 | PA      | $761314.13    | 0.03%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1057493.17   | 0.04%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    701000 | PA      | $696258.37    | 0.02%             | 2023-11-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    725000 | PA      | $712048.46    | 0.02%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3447750.11   | 0.12%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295275.44    | 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        |    962000 | PA      | $955138.34    | 0.03%             | 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        |   1165000 | PA      | $1135106.10   | 0.04%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    770000 | PA      | $744846.33    | 0.03%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1500378.89   | 0.05%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323070.92    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1732335.25   | 0.06%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819657.60    | 0.03%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17092.07     | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1182507.85   | 0.04%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3591955.28   | 0.12%             | 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        |   1020000 | PA      | $944925.96    | 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        |    821000 | PA      | $776008.30    | 0.03%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2345000 | PA      | $2339780.26   | 0.08%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                       | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1048940.78   | 0.04%             | 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        |   2735000 | PA      | $2622311.16   | 0.09%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97534.00     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    630000 | PA      | $663254.05    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1807000 | PA      | $1628686.87   | 0.06%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAA7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1592000 | PA      | $1548560.53   | 0.05%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1285197.88   | 0.04%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2160723.64   | 0.07%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                         | Discover Financial Services                                                     | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    620000 | PA      | $609192.10    | 0.02%             | 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        |   1720000 | PA      | $1599462.23   | 0.05%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1154818.44   | 0.04%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2067274.61   | 0.07%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758520.00    | 0.03%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1308383.38   | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1282000 | PA      | $1184866.07   | 0.04%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1259394.77   | 0.04%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3955993.11   | 0.14%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1115866.31   | 0.04%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1068753.38   | 0.04%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1398223.37   | 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        |   2660000 | PA      | $2564752.05   | 0.09%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1714080.58   | 0.06%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    640000 | PA      | $640703.49    | 0.02%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1137000 | PA      | $1132074.97   | 0.04%             | 2025-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1996187.39   | 0.07%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1815909.37   | 0.06%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    990000 | PA      | $947680.87    | 0.03%             | 2026-11-21      | Fixed         | 2.95%                 | 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        |   1574000 | PA      | $1556087.88   | 0.05%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   4240000 | PA      | $3781750.55   | 0.13%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334011.62    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1438993.70   | 0.05%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933YAF2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2079113.81   | 0.07%             | 2023-05-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1234366.62   | 0.04%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VCR3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1302369.92   | 0.04%             | 2024-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2361387.16   | 0.08%             | 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        |   2045000 | PA      | $1949739.61   | 0.07%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $286175.53    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1141630.25   | 0.04%             | 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        |    340000 | PA      | $307305.60    | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1149265.11   | 0.04%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2474476.97   | 0.08%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1068151.67   | 0.04%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    966000 | PA      | $952882.11    | 0.03%             | 2025-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                 | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1231927.35   | 0.04%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2705697.94   | 0.09%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298435.14    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXY5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672220.69    | 0.02%             | 2023-03-08      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DC9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29260.59     | 0.00%             | 2025-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2943594.94   | 0.10%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    510000 | PA      | $520804.61    | 0.02%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    805000 | PA      | $802809.76    | 0.03%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1507281.41   | 0.05%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FY0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499886.65    | 0.02%             | 2026-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1486638.62   | 0.05%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1147120.88   | 0.04%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1205000 | PA      | $1121496.75   | 0.04%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    965000 | PA      | $851492.55    | 0.03%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297869.36    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2656468.72   | 0.09%             | 2024-07-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2460000 | PA      | $2289392.60   | 0.08%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2760141.88   | 0.09%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                           | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1401675.34   | 0.05%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1141492.84   | 0.04%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                    | Cummins Inc                                                                     | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $938887.82    | 0.03%             | 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        |   1245000 | PA      | $1235653.04   | 0.04%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1925457.72   | 0.07%             | 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        |   1660000 | PA      | $1593669.89   | 0.05%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1465048.44   | 0.05%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                                    | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404831.99    | 0.01%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE ENERGY PARTNERS                       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    784000 | PA      | $799917.79    | 0.03%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    610000 | PA      | $571037.35    | 0.02%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    545000 | PA      | $511638.70    | 0.02%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462574.40   | 0.05%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1851000 | PA      | $1816113.83   | 0.06%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    805000 | PA      | $782075.69    | 0.03%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| PulteGroup Inc                                 | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $586218.15    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1354709.94   | 0.05%             | 2023-08-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   2750000 | PA      | $2586396.45   | 0.09%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1329437.17   | 0.05%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    833000 | PA      | $818077.30    | 0.03%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAJ6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    861000 | PA      | $854345.33    | 0.03%             | 2023-08-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127400.11    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34757.11     | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2371429.90   | 0.08%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1231607.01   | 0.04%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3273939.32   | 0.11%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                              | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138496.63    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1227632.67   | 0.04%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $224935.70    | 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        |   1511000 | PA      | $1499610.99   | 0.05%             | 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        |     80000 | PA      | $70156.30     | 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        |   1488000 | PA      | $1459166.28   | 0.05%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516430.54    | 0.02%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAQ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    414000 | PA      | $413137.72    | 0.01%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                             | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1136506.02   | 0.04%             | 2025-07-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2672000 | PA      | $2614837.90   | 0.09%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    162000 | PA      | $154587.63    | 0.01%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |   1086000 | PA      | $967495.68    | 0.03%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $3925150.29   | 0.13%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EAV9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    592000 | PA      | $592000.00    | 0.02%             | 2023-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550856.84    | 0.02%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SAU                       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2535000 | PA      | $2459588.31   | 0.08%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2107504.32   | 0.07%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1268456.10   | 0.04%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1117734.72   | 0.04%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   1178000 | PA      | $1141208.12   | 0.04%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1571671.46   | 0.05%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABA5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    580000 | PA      | $578681.14    | 0.02%             | 2023-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1290000 | PA      | $1150251.85   | 0.04%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    846000 | PA      | $836134.20    | 0.03%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    635000 | PA      | $559533.55    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $483198.75    | 0.02%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                                        | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    525000 | PA      | $491288.12    | 0.02%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4588000 | PA      | $4537025.94   | 0.16%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1579900.03   | 0.05%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                           | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1067407.85   | 0.04%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    952000 | PA      | $933431.43    | 0.03%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    471000 | PA      | $457621.95    | 0.02%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Chevron Corp                                   | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2607412.70   | 0.09%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1000000 | PA      | $916427.30    | 0.03%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                                        | CUSIP: 45687AAJ1<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    953000 | PA      | $951877.46    | 0.03%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $898373.34    | 0.03%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2388692.05   | 0.08%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1000948.96   | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482938.75    | 0.02%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1796601.40   | 0.06%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    945000 | PA      | $924744.49    | 0.03%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4221362.53   | 0.14%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    873000 | PA      | $868386.11    | 0.03%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    786000 | PA      | $751104.43    | 0.03%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1390000 | PA      | $1382464.12   | 0.05%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3262483.07   | 0.11%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2030000 | PA      | $1970525.67   | 0.07%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1041101.80   | 0.04%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1119835.91   | 0.04%             | 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        |   3080000 | PA      | $3036080.43   | 0.10%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                       | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1273000 | PA      | $1240836.25   | 0.04%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1450070.77   | 0.05%             | 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        |   1628000 | PA      | $1621729.92   | 0.06%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1291984.09   | 0.04%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    801000 | PA      | $724305.05    | 0.02%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1024937.35   | 0.04%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    795000 | PA      | $742277.99    | 0.03%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $680465.80    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1054015.14   | 0.04%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                             | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1173674.69   | 0.04%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    950000 | PA      | $851592.64    | 0.03%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                 | PulteGroup Inc                                                                  | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $761779.90    | 0.03%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1609087.23   | 0.06%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $658005.66    | 0.02%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1695387.54   | 0.06%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109AW1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    562000 | PA      | $560613.88    | 0.02%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2029188.56   | 0.07%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $183498.96    | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    810000 | PA      | $778927.83    | 0.03%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363362.08    | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    515000 | PA      | $475470.61    | 0.02%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7147000 | PA      | $6606007.12   | 0.23%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                   | Comerica Inc                                                                    | CUSIP: 200340AS6<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1118245.58   | 0.04%             | 2023-07-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $411338.12    | 0.01%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2656866.42   | 0.09%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    518000 | PA      | $508797.00    | 0.02%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                                               | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    757000 | PA      | $691811.55    | 0.02%             | 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        |   2805000 | PA      | $2663424.08   | 0.09%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2305892.73   | 0.08%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GAR3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    341000 | PA      | $340634.31    | 0.01%             | 2023-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324826.02    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    996000 | PA      | $978257.46    | 0.03%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1059466.99   | 0.04%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3135750.01   | 0.11%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2254634.80   | 0.08%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    780000 | PA      | $763505.65    | 0.03%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1620000 | PA      | $1518389.39   | 0.05%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1050000 | PA      | $1072727.57   | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    560000 | PA      | $481650.46    | 0.02%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3245000 | PA      | $3132858.97   | 0.11%             | 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        |   1580000 | PA      | $1532667.94   | 0.05%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2017756.41   | 0.07%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3168442.85   | 0.11%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    969000 | PA      | $937473.78    | 0.03%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1302480.00   | 0.04%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1402858.06   | 0.05%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1735307.05   | 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        |   1630000 | PA      | $1530900.08   | 0.05%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1424000 | PA      | $1419702.37   | 0.05%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    255000 | PA      | $247178.39    | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    862000 | PA      | $840122.18    | 0.03%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                    | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    485000 | PA      | $455459.09    | 0.02%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                                                    | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $643983.86    | 0.02%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05574LFY9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    951000 | PA      | $950130.88    | 0.03%             | 2023-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204723.08    | 0.01%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1114000 | PA      | $1102213.32   | 0.04%             | 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        |   1518000 | PA      | $1435112.49   | 0.05%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1454323.83   | 0.05%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362995.35    | 0.01%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1682246.75   | 0.06%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2039800.76   | 0.07%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349433.39    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    965000 | PA      | $936140.13    | 0.03%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1800695.05   | 0.06%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $540932.65    | 0.02%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                          | Pinnacle West Capital Corp                                                      | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    911000 | PA      | $835945.90    | 0.03%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $955707.46    | 0.03%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAK5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    960000 | PA      | $952054.85    | 0.03%             | 2023-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    799000 | PA      | $748393.58    | 0.03%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3714000 | PA      | $3656000.69   | 0.13%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                 | Public Storage                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     55000 | PA      | $52371.34     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3352000 | PA      | $3305496.36   | 0.11%             | 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        |     30000 | PA      | $28230.54     | 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        |   2289000 | PA      | $2259675.62   | 0.08%             | 2024-02-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                | Sands China Ltd                                                                 | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $243468.75    | 0.01%             | 2025-08-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    860000 | PA      | $817189.37    | 0.03%             | 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        |   1910000 | PA      | $1724140.57   | 0.06%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    585000 | PA      | $551792.48    | 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        |   1185000 | PA      | $1135026.30   | 0.04%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    765000 | PA      | $729502.09    | 0.03%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499033.00    | 0.02%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2555868.08   | 0.09%             | 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        |    250000 | PA      | $260772.58    | 0.01%             | 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        |   1268000 | PA      | $1230486.47   | 0.04%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2091000 | PA      | $2080398.21   | 0.07%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1005299.51   | 0.03%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $362427.83    | 0.01%             | 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        |   1785000 | PA      | $1698423.93   | 0.06%             | 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        |   1655000 | PA      | $1610890.44   | 0.06%             | 2027-02-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1452606.91   | 0.05%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2997000 | PA      | $2792260.54   | 0.10%             | 2025-05-11      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                            | Georgia-Pacific LLC                                                             | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    751000 | PA      | $771781.07    | 0.03%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    820000 | PA      | $741093.78    | 0.03%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434853.09    | 0.01%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    915000 | PA      | $865649.57    | 0.03%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1092990.68   | 0.04%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2060000 | PA      | $2033391.19   | 0.07%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                     | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189263.58    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1425000 | PA      | $1337293.25   | 0.05%             | 2026-05-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3322156.49   | 0.11%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1905000 | PA      | $2011201.27   | 0.07%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2079055.12   | 0.07%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                            | Dollar General Corp                                                             | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    805000 | PA      | $781481.44    | 0.03%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2255000 | PA      | $2216223.25   | 0.08%             | 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        |    973000 | PA      | $957955.96    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2251078.80   | 0.08%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1597000 | PA      | $1426782.00   | 0.05%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    902000 | PA      | $894582.67    | 0.03%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   2165000 | PA      | $2079670.21   | 0.07%             | 2025-03-24      | Fixed         | 3.13%                 | 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        |   1068000 | PA      | $1053877.62   | 0.04%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CJ9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    267000 | PA      | $259643.67    | 0.01%             | 2023-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    905000 | PA      | $822174.22    | 0.03%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1387518.07   | 0.05%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $558174.84    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    580000 | PA      | $563446.57    | 0.02%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    543000 | PA      | $534612.98    | 0.02%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1698187.72   | 0.06%             | 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        |     40000 | PA      | $38711.93     | 0.00%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2620000 | PA      | $2430532.60   | 0.08%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2040943.50   | 0.07%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189810.56    | 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        |    865000 | PA      | $803796.15    | 0.03%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1415145.39   | 0.05%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                   | VeriSign Inc                                                                    | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    890000 | PA      | $892896.95    | 0.03%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    866000 | PA      | $859754.58    | 0.03%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1087013.68   | 0.04%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $958183.78    | 0.03%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    784000 | PA      | $776988.84    | 0.03%             | 2023-05-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    955000 | PA      | $914318.24    | 0.03%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1329701.76   | 0.05%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1847344.18   | 0.06%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                          | Lincoln National Corp                                                           | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517007.09    | 0.02%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAM0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    599000 | PA      | $597428.52    | 0.02%             | 2023-07-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1586399.56   | 0.05%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2506000 | PA      | $2435713.97   | 0.08%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                                            | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244675.50    | 0.01%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1065329.50   | 0.04%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1414926.60   | 0.05%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $238997.10    | 0.01%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    895000 | PA      | $897287.98    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BE9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1671032.79   | 0.06%             | 2023-11-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1380000 | PA      | $1370973.28   | 0.05%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    520000 | PA      | $505800.26    | 0.02%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1135396.29   | 0.04%             | 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        |    230000 | PA      | $209597.69    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1248878.38   | 0.04%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1496227.21   | 0.05%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    688000 | PA      | $675281.29    | 0.02%             | 2023-10-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1631747.22   | 0.06%             | 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        |    421000 | PA      | $420846.29    | 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        |    785000 | PA      | $776222.29    | 0.03%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1524466.73   | 0.05%             | 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        |     85000 | PA      | $80659.18     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $3840756.02   | 0.13%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                         | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    620000 | PA      | $576212.31    | 0.02%             | 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        |   1315000 | PA      | $1217072.61   | 0.04%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                                | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    903000 | PA      | $887163.10    | 0.03%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $996810.05    | 0.03%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $1130065.96   | 0.04%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $754275.14    | 0.03%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1146133.55   | 0.04%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1439249.44   | 0.05%             | 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        |   1355000 | PA      | $1320353.60   | 0.05%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                | WW Grainger Inc                                                                 | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1151021.22   | 0.04%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1075000 | PA      | $1035841.94   | 0.04%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2724869.20   | 0.09%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PCC4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    702000 | PA      | $700881.50    | 0.02%             | 2023-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1200243.64   | 0.04%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247334.91    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    945000 | PA      | $843748.54    | 0.03%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1045490.18   | 0.04%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Emera US Finance LP                            | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1119690.79   | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    935000 | PA      | $874385.73    | 0.03%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2074209.61   | 0.07%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1674130.25   | 0.06%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EN9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1336189.01   | 0.05%             | 2023-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    956000 | PA      | $912149.52    | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $114343.37    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2212984.21   | 0.08%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                           | CUSIP: 655844BL1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1311226.58   | 0.05%             | 2023-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3639406.80   | 0.13%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1395302.88   | 0.05%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751541.93    | 0.03%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1135000 | PA      | $1081347.30   | 0.04%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1121749.56   | 0.04%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4653000 | PA      | $4607517.39   | 0.16%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1435000 | PA      | $1370661.49   | 0.05%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044CS8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    888000 | PA      | $885753.27    | 0.03%             | 2023-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159TE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $107000.00    | 0.00%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    789000 | PA      | $775826.46    | 0.03%             | 2023-07-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    715000 | PA      | $709630.14    | 0.02%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1407188.32   | 0.05%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                                | CUSIP: 30231GBL5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1776004.77   | 0.06%             | 2023-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    807000 | PA      | $804999.77    | 0.03%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EAN7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    463000 | PA      | $461254.81    | 0.02%             | 2023-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1065598.73   | 0.04%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1565086.41   | 0.05%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $95978.05     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    745000 | PA      | $713802.45    | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2956575.47   | 0.10%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1612737.30   | 0.06%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    370000 | PA      | $348272.56    | 0.01%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1270534.94   | 0.04%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $2009410.41   | 0.07%             | 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        |   1525000 | PA      | $1474406.45   | 0.05%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1012565.85   | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    920000 | PA      | $886487.07    | 0.03%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1620460.90   | 0.06%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1590548.03   | 0.05%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $402737.03    | 0.01%             | 2024-01-12      | Fixed         | 0.51%                 | 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        |    951000 | PA      | $944533.58    | 0.03%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2355000 | PA      | $2292252.20   | 0.08%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    665000 | PA      | $675824.87    | 0.02%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    993000 | PA      | $948821.03    | 0.03%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $439206.36    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1045287.28   | 0.04%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    554000 | PA      | $554393.01    | 0.02%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    598000 | PA      | $584470.25    | 0.02%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66                                                                     | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    993000 | PA      | $952080.95    | 0.03%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $335067.69    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1171240.61   | 0.04%             | 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        |    700000 | PA      | $691692.68    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    647000 | PA      | $626553.70    | 0.02%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $516014.83    | 0.02%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                        | PPL Capital Funding Inc                                                         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1014253.00   | 0.03%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1345000 | PA      | $1323318.33   | 0.05%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: —       |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CG1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311494.15    | 0.01%             | 2023-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    271000 | PA      | $263564.93    | 0.01%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1409485.24   | 0.05%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                                        | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    775000 | PA      | $750099.17    | 0.03%             | 2025-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    440000 | PA      | $395667.76    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1023677.18   | 0.04%             | 2024-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1773404.88   | 0.06%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2900235.85   | 0.10%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1575000 | PA      | $1428020.06   | 0.05%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1699374.48   | 0.06%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180175.21    | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3738889.94   | 0.13%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1290286.83   | 0.04%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DV9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $992345.33    | 0.03%             | 2023-05-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                         | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    890000 | PA      | $878166.47    | 0.03%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1505000 | PA      | $1467449.65   | 0.05%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1252871.74   | 0.04%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2376519.66   | 0.08%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1140767.77   | 0.04%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1671117.87   | 0.06%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1075504.08   | 0.04%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1787748.78   | 0.06%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1151000 | PA      | $1139295.48   | 0.04%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    430000 | PA      | $403503.31    | 0.01%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409978.42    | 0.01%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1091521.54   | 0.04%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501021.55    | 0.02%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    605000 | PA      | $588462.57    | 0.02%             | 2026-04-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    348000 | PA      | $328328.05    | 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        |   1467000 | PA      | $1454879.65   | 0.05%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    895000 | PA      | $866604.42    | 0.03%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3004577.80   | 0.10%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBD3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    993000 | PA      | $982871.40    | 0.03%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJD8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    693000 | PA      | $687714.21    | 0.02%             | 2023-04-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2600031.98   | 0.09%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    820000 | PA      | $766927.30    | 0.03%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $324535.43    | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77396.72     | 0.00%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    663000 | PA      | $660903.46    | 0.02%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                            | Eastman Chemical Co                                                             | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1304909.28   | 0.04%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $981708.43    | 0.03%             | 2024-09-13      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    909000 | PA      | $906632.78    | 0.03%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607RAD2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1194000 | PA      | $1185425.41   | 0.04%             | 2023-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2071454.08   | 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        |   1451000 | PA      | $1299155.46   | 0.04%             | 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        |   1580000 | PA      | $1502296.71   | 0.05%             | 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        |    815000 | PA      | $724879.66    | 0.02%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1206740.55   | 0.04%             | 2023-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    915000 | PA      | $926128.50    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47401.36     | 0.00%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2813761.02   | 0.10%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2063675.66   | 0.07%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619615.58    | 0.02%             | 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        |   1440000 | PA      | $1275372.72   | 0.04%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1260920.65   | 0.04%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp                                                              | CUSIP: 758750AC7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406048.00    | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1095000 | PA      | $1028653.40   | 0.04%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1170478.36   | 0.04%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1160782.16   | 0.04%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   1809000 | PA      | $1788776.47   | 0.06%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    943000 | PA      | $921892.36    | 0.03%             | 2025-10-29      | Fixed         | 4.20%                 | 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        |   1652000 | PA      | $1681949.44   | 0.06%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049895.21   | 0.04%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    965000 | PA      | $893189.14    | 0.03%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BFN5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1738242.66   | 0.06%             | 2023-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $95084.17     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    210000 | PA      | $200429.27    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348370.23    | 0.01%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3438000 | PA      | $3313504.52   | 0.11%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3452000 | PA      | $3146934.33   | 0.11%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                       | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3692617.19   | 0.13%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AES CORP/THE                                   | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1096480.25   | 0.04%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160BT0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    603000 | PA      | $601868.59    | 0.02%             | 2023-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $476358.85    | 0.02%             | 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        |   1575000 | PA      | $1555116.57   | 0.05%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1603427.60   | 0.06%             | 2025-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2714923.80   | 0.09%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    780000 | PA      | $732949.70    | 0.03%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1418704.95   | 0.05%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2699619.76   | 0.09%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1295000 | PA      | $1164738.54   | 0.04%             | 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        |    547000 | PA      | $524272.10    | 0.02%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                     | VMware Inc                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1272763.58   | 0.04%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                   | CUSIP: 55261FAJ3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    412000 | PA      | $408683.73    | 0.01%             | 2023-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Baxter International Inc                       | Baxter International Inc                                                        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372338.20    | 0.01%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2410434.24   | 0.08%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2098056.52   | 0.07%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102896.62    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74328.77     | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                       | Interstate Power and Light Co                                                   | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    892000 | PA      | $867311.94    | 0.03%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2703787.00   | 0.09%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1797983.11   | 0.06%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    415000 | PA      | $394586.48    | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1108192.35   | 0.04%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                    | Baxalta Inc                                                                     | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1461034.02   | 0.05%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                       | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194275.10    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2109000 | PA      | $2095214.94   | 0.07%             | 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        |   1037000 | PA      | $1002957.47   | 0.03%             | 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        |   1250000 | PA      | $1263764.75   | 0.04%             | 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        |   4033000 | PA      | $3927250.71   | 0.13%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    731000 | PA      | $709142.22    | 0.02%             | 2025-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                  | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1836376.24   | 0.06%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $2970736.53   | 0.10%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1962000 | PA      | $1729622.68   | 0.06%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    460000 | PA      | $438918.98    | 0.02%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1077458.54   | 0.04%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1249423.80   | 0.04%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2337133.59   | 0.08%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1893000 | PA      | $1832856.36   | 0.06%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                       | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2406295.06   | 0.08%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 74005PBF0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169843.12    | 0.01%             | 2023-02-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    798000 | PA      | $790114.88    | 0.03%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1067180.68   | 0.04%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1625535.14   | 0.06%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1375000 | PA      | $1235449.46   | 0.04%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670BR8<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    461000 | PA      | $460177.85    | 0.02%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1810377.43   | 0.06%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    890000 | PA      | $910452.73    | 0.03%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1637000 | PA      | $1604840.48   | 0.06%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                              | Golub Capital BDC Inc                                                           | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    808000 | PA      | $784152.85    | 0.03%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1661835.76   | 0.06%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                          | MidAmerican Energy Co                                                           | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    805000 | PA      | $791585.16    | 0.03%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2267590.78   | 0.08%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1683626.34   | 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        |   1945000 | PA      | $1754970.00   | 0.06%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2328676.05   | 0.08%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14462.08     | 0.00%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $346215.14    | 0.01%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2479281.90   | 0.09%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                     | Loews Corp                                                                      | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    407000 | PA      | $404823.89    | 0.01%             | 2023-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1168085.88   | 0.04%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAQ4<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $488645.00    | 0.02%             | 2024-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                  | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1510430.04   | 0.05%             | 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        |   2524000 | PA      | $2457389.62   | 0.08%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1824197.42   | 0.06%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366921.45    | 0.01%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1193000 | PA      | $1189534.10   | 0.04%             | 2024-05-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1889897.06   | 0.06%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    890000 | PA      | $775388.20    | 0.03%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1280000 | PA      | $1206047.36   | 0.04%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1507264.69   | 0.05%             | 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        |   2440000 | PA      | $2362209.87   | 0.08%             | 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        |    245000 | PA      | $233216.43    | 0.01%             | 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        |    970000 | PA      | $858234.08    | 0.03%             | 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        |    923000 | PA      | $837929.31    | 0.03%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                            | FS KKR Capital Corp                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1204682.27   | 0.04%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    933000 | PA      | $930337.40    | 0.03%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80588.25     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2485000 | PA      | $2370572.71   | 0.08%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2T1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $553587.49    | 0.02%             | 2025-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1144877.69   | 0.04%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807DD6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1043000 | PA      | $1037832.87   | 0.04%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1009639.37   | 0.03%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $237440.80    | 0.01%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3496000 | PA      | $3418381.81   | 0.12%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1254968.18   | 0.04%             | 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        |    250000 | PA      | $231745.98    | 0.01%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                           | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    759000 | PA      | $712688.40    | 0.02%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    831000 | PA      | $807411.65    | 0.03%             | 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        |   3637000 | PA      | $3562606.62   | 0.12%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142DH3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    743000 | PA      | $739965.66    | 0.03%             | 2023-04-11      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3595000 | PA      | $3476886.28   | 0.12%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAE4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    428000 | PA      | $426865.03    | 0.01%             | 2023-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1438749.68   | 0.05%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFN0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    693000 | PA      | $686599.66    | 0.02%             | 2023-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361261.64    | 0.01%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4843.99      | 0.00%             | 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        |   2065000 | PA      | $2042289.34   | 0.07%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338073.51    | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                            | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    595000 | PA      | $545273.89    | 0.02%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1910000 | PA      | $1855532.53   | 0.06%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $958440.04    | 0.03%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1020843.27   | 0.04%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1683985.08   | 0.06%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    565000 | PA      | $545055.61    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                             | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    830000 | PA      | $794996.24    | 0.03%             | 2027-02-01      | Fixed         | 3.60%                 | 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        |   1510000 | PA      | $1472938.71   | 0.05%             | 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        |    857000 | PA      | $824631.28    | 0.03%             | 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        |   2000000 | PA      | $1935698.00   | 0.07%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1255000 | PA      | $1172984.12   | 0.04%             | 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        |   1140000 | PA      | $1036686.59   | 0.04%             | 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        |    830000 | PA      | $863890.64    | 0.03%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    530000 | PA      | $457058.64    | 0.02%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    756000 | PA      | $731611.82    | 0.03%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4007249.38   | 0.14%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                           | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1108937.30   | 0.04%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    705000 | PA      | $712231.33    | 0.02%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97509.80     | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1133990.95   | 0.04%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1870418.82   | 0.06%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    560000 | PA      | $574320.38    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1239014.20   | 0.04%             | 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        |   2495000 | PA      | $2314028.67   | 0.08%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170184.24    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $1207058.84   | 0.04%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2770036.25   | 0.10%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1232247.31   | 0.04%             | 2023-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBL5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1236223.76   | 0.04%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $935445.27    | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                   | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1133198.47   | 0.04%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2750755.05   | 0.09%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| OMNICOM GP/OMNICOM CAP                         | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 68217FAA0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2169528.03   | 0.07%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1014000 | PA      | $991277.17    | 0.03%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109532.30    | 0.00%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    845000 | PA      | $798380.84    | 0.03%             | 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        |    425000 | PA      | $391462.87    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    685000 | PA      | $672319.76    | 0.02%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1306000 | PA      | $1247718.18   | 0.04%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBC3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $254419.21    | 0.01%             | 2023-02-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    835000 | PA      | $839817.53    | 0.03%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $985220.20    | 0.03%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637758.24    | 0.02%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1160646.02   | 0.04%             | 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        |   1100000 | PA      | $1090086.03   | 0.04%             | 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        |    581000 | PA      | $557561.18    | 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        |    220000 | PA      | $207568.50    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    645000 | PA      | $622376.95    | 0.02%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387148.48    | 0.01%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    472000 | PA      | $457265.06    | 0.02%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661CZ8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578000.91    | 0.02%             | 2023-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1612560.58   | 0.06%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    995000 | PA      | $964204.15    | 0.03%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5264399.39   | 0.18%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193528.64   | 0.04%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19060.23     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $472935.80    | 0.02%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1431829.84   | 0.05%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1044000 | PA      | $988904.99    | 0.03%             | 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        |   1170000 | PA      | $1068154.19   | 0.04%             | 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        |   1368000 | PA      | $1245865.78   | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10271.38     | 0.00%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1558113.50   | 0.05%             | 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        |   1991000 | PA      | $1929425.94   | 0.07%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA                                                                     | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    501000 | PA      | $491005.80    | 0.02%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $642125.39    | 0.02%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    985000 | PA      | $964921.66    | 0.03%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1210000 | PA      | $1144019.91   | 0.04%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88711.00     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1424674.11   | 0.05%             | 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        |   1080000 | PA      | $961819.06    | 0.03%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2164795.42   | 0.07%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $908810.46    | 0.03%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2229017.23   | 0.08%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3179509.24   | 0.11%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    430000 | PA      | $413078.34    | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $4876632.82   | 0.17%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1480000 | PA      | $1382963.06   | 0.05%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95709.89     | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $544050.33    | 0.02%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    830000 | PA      | $812237.67    | 0.03%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    421000 | PA      | $409397.96    | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LIFESTORAGE LP                                 | LifeStorage LP/CA                                                               | CUSIP: 84610WAB1<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    629000 | PA      | $598157.68    | 0.02%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    873000 | PA      | $834337.97    | 0.03%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    930000 | PA      | $855287.99    | 0.03%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    885000 | PA      | $851292.74    | 0.03%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1237149.19   | 0.04%             | 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        |   1965000 | PA      | $1745218.29   | 0.06%             | 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        |    804000 | PA      | $751554.76    | 0.03%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1882900.70   | 0.06%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3141424.02   | 0.11%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1130000 | PA      | $1062741.95   | 0.04%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1762675.18   | 0.06%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2587021.19   | 0.09%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1308945.33   | 0.04%             | 2026-06-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CY2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    978000 | PA      | $977454.28    | 0.03%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    565000 | PA      | $537807.40    | 0.02%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1661596.25   | 0.06%             | 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        |    955000 | PA      | $933196.30    | 0.03%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    710000 | PA      | $652378.60    | 0.02%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $4861903.39   | 0.17%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    663000 | PA      | $659690.30    | 0.02%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1694279.16   | 0.06%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $867464.45    | 0.03%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1302000 | PA      | $1288796.81   | 0.04%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1511410.19   | 0.05%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    735000 | PA      | $764047.42    | 0.03%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    575000 | PA      | $582136.21    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    780000 | PA      | $718862.27    | 0.02%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    980000 | PA      | $955034.89    | 0.03%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    763000 | PA      | $724926.53    | 0.02%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                       | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287188.65    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1856256.42   | 0.06%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CAPITAL CORP                          | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    937000 | PA      | $847551.08    | 0.03%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    930000 | PA      | $873375.18    | 0.03%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1115845.06   | 0.04%             | 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        |   1398000 | PA      | $1265528.32   | 0.04%             | 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        |   1965000 | PA      | $1921840.15   | 0.07%             | 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        |   2601000 | PA      | $2463464.06   | 0.08%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                             | CNA Financial Corp                                                              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318803.78    | 0.01%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179311.69    | 0.01%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    911000 | PA      | $839293.55    | 0.03%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                           | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397221.53    | 0.01%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                              | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95124.80     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1878163.49   | 0.06%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $690028.85    | 0.02%             | 2024-05-11      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013111.50   | 0.03%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1213079.50   | 0.04%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    679000 | PA      | $674539.17    | 0.02%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1525000 | PA      | $1355982.88   | 0.05%             | 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        |   2856000 | PA      | $2811014.00   | 0.10%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568128.06    | 0.02%             | 2023-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2307867.37   | 0.08%             | 2025-11-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326802.46    | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    898000 | PA      | $894865.98    | 0.03%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $3769154.97   | 0.13%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225433AR2<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   2335000 | PA      | $2167316.41   | 0.07%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172BU2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    539000 | PA      | $535855.31    | 0.02%             | 2023-05-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Flex Ltd                                       | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    852000 | PA      | $844182.05    | 0.03%             | 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        |   2030000 | PA      | $1819320.51   | 0.06%             | 2026-06-03      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                           | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2009634.00   | 0.07%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1165000 | PA      | $1122933.02   | 0.04%             | 2024-11-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1392261.69   | 0.05%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    885000 | PA      | $881730.01    | 0.03%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                                    | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   1828000 | PA      | $1837079.86   | 0.06%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKN4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    590000 | PA      | $592069.84    | 0.02%             | 2025-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2866000 | PA      | $2642785.60   | 0.09%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KM2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    548000 | PA      | $540406.14    | 0.02%             | 2023-07-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1764063.85   | 0.06%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1111531.24   | 0.04%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2745000 | PA      | $2617571.88   | 0.09%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    797000 | PA      | $764461.04    | 0.03%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002AZ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    755000 | PA      | $751919.00    | 0.03%             | 2023-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1844000 | PA      | $1825253.53   | 0.06%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Nasdaq Inc                                     | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    398000 | PA      | $388229.18    | 0.01%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2622996.85   | 0.09%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                       | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $166363.17    | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2531935.26   | 0.09%             | 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        |   1080000 | PA      | $1068589.37   | 0.04%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    724000 | PA      | $714311.50    | 0.02%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1150589.29   | 0.04%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87852.16     | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1044000 | PA      | $1020930.63   | 0.04%             | 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        |    956000 | PA      | $907354.42    | 0.03%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4614082.68   | 0.16%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                         | CUSIP: 742718EB1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    319000 | PA      | $317534.77    | 0.01%             | 2023-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1753058.52   | 0.06%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1300794.03   | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1150404.72   | 0.04%             | 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        |    729000 | PA      | $709364.02    | 0.02%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVJ5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    426000 | PA      | $413229.12    | 0.01%             | 2023-10-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2700687.76   | 0.09%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAA4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24879.46     | 0.00%             | 2023-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                                          | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83698.84     | 0.00%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    740000 | PA      | $701939.58    | 0.02%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    970000 | PA      | $936127.12    | 0.03%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                     | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1269425.00   | 0.04%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    735000 | PA      | $691195.47    | 0.02%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2189000 | PA      | $2154493.92   | 0.07%             | 2025-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    920000 | PA      | $876791.10    | 0.03%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1224366.34   | 0.04%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGW9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    826000 | PA      | $824031.72    | 0.03%             | 2023-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                                    | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1499477.44   | 0.05%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1238880.16   | 0.04%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GOLUB CAPITAL BDC                              | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1188335.48   | 0.04%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1290069.50   | 0.04%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1045000 | PA      | $1057344.17   | 0.04%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1007266.03   | 0.03%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2931000 | PA      | $2865665.67   | 0.10%             | 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        |   1592000 | PA      | $1545110.82   | 0.05%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                | Hershey Co/The                                                                  | CUSIP: 427866AZ1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    683000 | PA      | $680563.60    | 0.02%             | 2023-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3683478.43   | 0.13%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1552204.24   | 0.05%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    645000 | PA      | $603883.31    | 0.02%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285772.26    | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1288468.13   | 0.04%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306716.63    | 0.01%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                | Tyson Foods Inc                                                                 | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1361772.44   | 0.05%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212095.18    | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1221491.08   | 0.04%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    910000 | PA      | $853910.88    | 0.03%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $1429254.81   | 0.05%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2531594.25   | 0.09%             | 2026-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1288628.46   | 0.04%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3502692.48   | 0.12%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Intel Corp                                     | Intel Corp                                                                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1832941.41   | 0.06%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1667699.01   | 0.06%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                       | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1583467.37   | 0.05%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1125000 | PA      | $1091187.23   | 0.04%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $904655.70    | 0.03%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    850000 | PA      | $748637.84    | 0.03%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2216947.79   | 0.08%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $586271.69    | 0.02%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $5382606.96   | 0.18%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                       | EIDP Inc                                                                        | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1313890.69   | 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        |   2915000 | PA      | $2742564.05   | 0.09%             | 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        |   1467000 | PA      | $1466233.93   | 0.05%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2911407.81   | 0.10%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THA6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1174268.32   | 0.04%             | 2023-08-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1822000 | PA      | $1812509.93   | 0.06%             | 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        |   3039000 | PA      | $2850581.70   | 0.10%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                               | Genuine Parts Co                                                                | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    965000 | PA      | $908889.01    | 0.03%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    783000 | PA      | $746228.44    | 0.03%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1017784.56   | 0.03%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $267095.82    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2516530.19   | 0.09%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2551956.03   | 0.09%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $865190.78    | 0.03%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2875000 | PA      | $2577677.85   | 0.09%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2796426.26   | 0.10%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1073112.10   | 0.04%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    910000 | PA      | $880857.25    | 0.03%             | 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        |   1055000 | PA      | $950838.90    | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PBZ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    467000 | PA      | $466693.23    | 0.02%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1781135.12   | 0.06%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1750000 | PA      | $1749540.10   | 0.06%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                   | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1051407.50   | 0.04%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2934344.64   | 0.10%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4796000 | PA      | $4525774.66   | 0.16%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1585077.57   | 0.05%             | 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        |   1307000 | PA      | $1227350.11   | 0.04%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2070512.00   | 0.07%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                           | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    630000 | PA      | $653785.97    | 0.02%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1463461.95   | 0.05%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| LINDE INC/CT                                   | Linde Inc/CT                                                                    | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1077319.51   | 0.04%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1389413.23   | 0.05%             | 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        |   1482000 | PA      | $1444658.05   | 0.05%             | 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        |   1754000 | PA      | $1728143.41   | 0.06%             | 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        |   2965000 | PA      | $2935606.47   | 0.10%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23920.54     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1013980.98   | 0.03%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2391635.05   | 0.08%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                      | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14079.16     | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $316295.79    | 0.01%             | 2024-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1711346.07   | 0.06%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Realty Income Corp                             | Realty Income Corp                                                              | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1030000 | PA      | $1010654.95   | 0.03%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AJ5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    616000 | PA      | $604012.76    | 0.02%             | 2023-08-11      | Fixed         | 0.43%                 | No            |                  2 | On Loan: —       |
| Bunge Ltd Finance Corp                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96249.22     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380580.90    | 0.01%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    486000 | PA      | $483505.36    | 0.02%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3002904.88   | 0.10%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1253787.38   | 0.04%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    482000 | PA      | $476313.41    | 0.02%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDZ1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    852000 | PA      | $763555.58    | 0.03%             | 2026-09-09      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    983000 | PA      | $878590.85    | 0.03%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1030459.77   | 0.04%             | 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        |    895000 | PA      | $869549.42    | 0.03%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $3846295.72   | 0.13%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CME Group Inc                                  | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1293465.40   | 0.04%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    855000 | PA      | $850520.83    | 0.03%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5095000 | PA      | $5234852.15   | 0.18%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                       | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $331432.65    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | 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        |    924000 | PA      | $832480.57    | 0.03%             | 2026-01-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                       | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    802000 | PA      | $770433.20    | 0.03%             | 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        |   2805000 | PA      | $2699560.89   | 0.09%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2440000.00   | 0.08%             | 2024-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1043315.36   | 0.04%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1894741.51   | 0.07%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1139839.60   | 0.04%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3082034.83   | 0.11%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1847751.81   | 0.06%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1240779.26   | 0.04%             | 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        |   2825000 | PA      | $2850174.14   | 0.10%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    255000 | PA      | $243576.92    | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1974433.20   | 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        |   2264000 | PA      | $2206846.68   | 0.08%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AW8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $576205.00    | 0.02%             | 2023-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1493022.28   | 0.05%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                   | Stryker Corp                                                                    | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1153353.47   | 0.04%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1137418.50   | 0.04%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2511975.97   | 0.09%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp                          | Novartis Capital Corp                                                           | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2958000 | PA      | $2852709.10   | 0.10%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5253000 | PA      | $4985812.98   | 0.17%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2045000 | PA      | $1915978.91   | 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        |    449000 | PA      | $437938.21    | 0.02%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    605000 | PA      | $515153.20    | 0.02%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                     | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $238642.05    | 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        |   1024000 | PA      | $964106.96    | 0.03%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| McKesson Corp                                  | McKesson Corp                                                                   | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1642555.88   | 0.06%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1194362.52   | 0.04%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $4273091.13   | 0.15%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    560000 | PA      | $542791.82    | 0.02%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1758847.43   | 0.06%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2874927.81   | 0.10%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1183442.08   | 0.04%             | 2023-05-11      | Fixed         | 1.14%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    819000 | PA      | $791453.10    | 0.03%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    745000 | PA      | $727217.45    | 0.02%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    795000 | PA      | $773372.66    | 0.03%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    846000 | PA      | $825965.62    | 0.03%             | 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        |   3768000 | PA      | $3681224.47   | 0.13%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    973000 | PA      | $952731.63    | 0.03%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310447.89    | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641598J8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    855000 | PA      | $831489.30    | 0.03%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1182390.01   | 0.04%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1149673.70   | 0.04%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $215598.19    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    682000 | PA      | $673516.81    | 0.02%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Boardwalk Pipelines LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1036330.43   | 0.04%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2050970.88   | 0.07%             | 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        |   2250000 | PA      | $2211430.05   | 0.08%             | 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        |   1155000 | PA      | $1160524.37   | 0.04%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Exelon Corp                                    | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1221436.38   | 0.04%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                        | Schlumberger Investment SA                                                      | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   1987000 | PA      | $1966981.17   | 0.07%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1879013.12   | 0.06%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1340033.62   | 0.05%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                    | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1338000 | PA      | $1317326.16   | 0.05%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2588130.88   | 0.09%             | 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        |   1070000 | PA      | $1043171.25   | 0.04%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3053119.77   | 0.10%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1134944.29   | 0.04%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    555000 | PA      | $533492.92    | 0.02%             | 2025-07-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    931000 | PA      | $915202.89    | 0.03%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2954000 | PA      | $2927842.92   | 0.10%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                              | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1515000 | PA      | $1442295.30   | 0.05%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    740000 | PA      | $683710.20    | 0.02%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5210000 | PA      | $5038738.44   | 0.17%             | 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        |    987000 | PA      | $953510.99    | 0.03%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1397969.26   | 0.05%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                  | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1527160.61   | 0.05%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    445000 | PA      | $434354.67    | 0.01%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    965000 | PA      | $946216.47    | 0.03%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                  | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1032250.61   | 0.04%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                     | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    290000 | PA      | $268993.18    | 0.01%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1250757.80   | 0.04%             | 2025-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    735000 | PA      | $721435.58    | 0.02%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1169582.80   | 0.04%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4493000 | PA      | $4307600.85   | 0.15%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    460000 | PA      | $460007.08    | 0.02%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                        | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2773000 | PA      | $2766684.49   | 0.10%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    785000 | PA      | $798680.98    | 0.03%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1149162.77   | 0.04%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2050738.88   | 0.07%             | 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        |   1005000 | PA      | $935571.69    | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                               | ERP Operating LP                                                                | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    875000 | PA      | $821761.41    | 0.03%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1857000 | PA      | $1768232.61   | 0.06%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAS8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1523000 | PA      | $1508478.80   | 0.05%             | 2024-09-11      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145172.27    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1229567.42   | 0.04%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    831000 | PA      | $816829.79    | 0.03%             | 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        |   2165000 | PA      | $1952519.11   | 0.07%             | 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        |    990000 | PA      | $981317.70    | 0.03%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    804000 | PA      | $726683.74    | 0.02%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104217.05    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    977000 | PA      | $955739.01    | 0.03%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    856000 | PA      | $837094.38    | 0.03%             | 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        |   3857000 | PA      | $3787521.16   | 0.13%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2209423.87   | 0.08%             | 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        |    375000 | PA      | $336954.11    | 0.01%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173167.42    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    751000 | PA      | $740554.64    | 0.03%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1265605.05   | 0.04%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAA2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    890000 | PA      | $900653.57    | 0.03%             | 2026-01-12      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    937000 | PA      | $928621.53    | 0.03%             | 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        |    900000 | PA      | $859055.58    | 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        |   1035000 | PA      | $1007871.30   | 0.03%             | 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        |    883000 | PA      | $885475.23    | 0.03%             | 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        |   2070000 | PA      | $1972845.79   | 0.07%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $3907741.85   | 0.13%             | 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        |   1043000 | PA      | $1015976.08   | 0.03%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2658792.13   | 0.09%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46928.89     | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1580877.55   | 0.05%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1445000 | PA      | $1384342.66   | 0.05%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                                              | CUSIP: 25243YAU3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1593000 | PA      | $1584776.46   | 0.05%             | 2023-04-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1917820.77   | 0.07%             | 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        |   3685000 | PA      | $3518532.70   | 0.12%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1990000 | PA      | $1669476.47   | 0.06%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                              | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1383108.46   | 0.05%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED EDISON INC                        | Consolidated Edison Inc                                                         | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |    671000 | PA      | $648865.99    | 0.02%             | 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        |   1424000 | PA      | $1374209.98   | 0.05%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCJ5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1244000 | PA      | $1211626.02   | 0.04%             | 2023-09-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                   | Stryker Corp                                                                    | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    954000 | PA      | $925582.92    | 0.03%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: —       |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    705000 | PA      | $677883.94    | 0.02%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60792.51     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1225000 | PA      | $1217477.15   | 0.04%             | 2023-10-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    896000 | PA      | $845678.22    | 0.03%             | 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        |   2725000 | PA      | $2636074.53   | 0.09%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1316000 | PA      | $1196449.43   | 0.04%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $923076.11    | 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        |    100000 | PA      | $96043.84     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1527786.77   | 0.05%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BZ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692100.77    | 0.02%             | 2026-01-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1494406.11   | 0.05%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1559387.48   | 0.05%             | 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        |   1333000 | PA      | $1354047.27   | 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        |   1822000 | PA      | $1613792.23   | 0.06%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1090075.74   | 0.04%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1003000 | PA      | $1001585.77   | 0.03%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99579.29     | 0.00%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2296069.45   | 0.08%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M2U7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    584000 | PA      | $583671.68    | 0.02%             | 2023-03-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2139021.08   | 0.07%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AY4<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1760000 | PA      | $1738230.74   | 0.06%             | 2023-05-26      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1027054.56   | 0.04%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                                 | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1408645.09   | 0.05%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4040066.71   | 0.14%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349098.00    | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $971957.34    | 0.03%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    960000 | PA      | $944646.14    | 0.03%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                     | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    920000 | PA      | $891213.02    | 0.03%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                    | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    733000 | PA      | $732168.12    | 0.03%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1266000 | PA      | $1164347.54   | 0.04%             | 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        |    460000 | PA      | $406221.77    | 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        |    565000 | PA      | $551356.55    | 0.02%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Magna International Inc                        | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1268000 | PA      | $1245021.30   | 0.04%             | 2024-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $48194.95     | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4612557.64   | 0.16%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $980311.03    | 0.03%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                       | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   1845000 | PA      | $1819149.15   | 0.06%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                             | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1514177.05   | 0.05%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333236.11    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                                       | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1926000 | PA      | $1910514.19   | 0.07%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1570780.96   | 0.05%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2020882.29   | 0.07%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $954338.46    | 0.03%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211087.25    | 0.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3209204.10   | 0.11%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                            | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $609622.23    | 0.02%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1657281.11   | 0.06%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1326612.79   | 0.05%             | 2024-11-22      | Fixed         | 1.16%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    761000 | PA      | $723743.57    | 0.02%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $596518.23    | 0.02%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2079426.61   | 0.07%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    490000 | PA      | $472049.83    | 0.02%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1284750.62   | 0.04%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1868663.46   | 0.06%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1584120.56   | 0.05%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1294924.44   | 0.04%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619700.07    | 0.02%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                                           | CUSIP: 369550BD9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    932000 | PA      | $928682.27    | 0.03%             | 2023-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAV6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    899000 | PA      | $897756.77    | 0.03%             | 2023-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918AT1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1158063.95   | 0.04%             | 2023-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3447000 | PA      | $3237078.39   | 0.11%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2842180.38   | 0.10%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1956566.92   | 0.07%             | 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        |   1847000 | PA      | $1827099.68   | 0.06%             | 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        |    995000 | PA      | $976852.99    | 0.03%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YAX9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    666000 | PA      | $664041.89    | 0.02%             | 2023-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1294000.00   | 0.04%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2D8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    567000 | PA      | $557249.53    | 0.02%             | 2023-07-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1172000 | PA      | $1096625.40   | 0.04%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    890000 | PA      | $866773.76    | 0.03%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1239665.59   | 0.04%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                   | Entergy Corp                                                                    | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    733000 | PA      | $691567.91    | 0.02%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1288316.77   | 0.04%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                            | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    525000 | PA      | $501253.57    | 0.02%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVE6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134135.39    | 0.00%             | 2023-04-06      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    837000 | PA      | $757522.50    | 0.03%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2062000 | PA      | $2031711.08   | 0.07%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1365000 | PA      | $1230870.46   | 0.04%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    905000 | PA      | $891236.67    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172AV1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158733.80    | 0.01%             | 2023-03-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $3102080.31   | 0.11%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                        | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    894000 | PA      | $861786.32    | 0.03%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2819085.90   | 0.10%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2455000 | PA      | $2175761.67   | 0.07%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1666358.30   | 0.06%             | 2025-08-20      | Fixed         | 0.55%                 | 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        |   1099000 | PA      | $1057025.67   | 0.04%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    931000 | PA      | $935212.03    | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3C6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588071.34    | 0.02%             | 2024-06-14      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    837000 | PA      | $834231.71    | 0.03%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2330623.74   | 0.08%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    760000 | PA      | $788610.28    | 0.03%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                               | Bank of Montreal                                                                | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2557000 | PA      | $2516744.38   | 0.09%             | 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        |   1880000 | PA      | $1883222.51   | 0.06%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    975000 | PA      | $932867.81    | 0.03%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                        | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    942000 | PA      | $938228.23    | 0.03%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1336017.25   | 0.05%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $437002.43    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAP4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    572000 | PA      | $571535.99    | 0.02%             | 2023-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   2141000 | PA      | $2118310.97   | 0.07%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2463978.41   | 0.08%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3A0<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    408000 | PA      | $408000.00    | 0.01%             | 2024-01-03      | Variable      | 4.66%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105282.32    | 0.00%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1153767.13   | 0.04%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q2L2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    630000 | PA      | $627603.92    | 0.02%             | 2023-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                              | CNH Industrial NV                                                               | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    979000 | PA      | $975358.90    | 0.03%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc                                     | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1677285.46   | 0.06%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $472577.55    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1001111.04   | 0.03%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    941000 | PA      | $849865.66    | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19128.92     | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                       | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    544000 | PA      | $525783.83    | 0.02%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52489.37     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital International SA                                          | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1919000 | PA      | $1899319.12   | 0.07%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3407516.53   | 0.12%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $804496.52    | 0.03%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    766000 | PA      | $743778.11    | 0.03%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1056513.51   | 0.04%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    230000 | PA      | $224353.27    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                            | Invesco Finance PLC                                                             | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    931000 | PA      | $922044.43    | 0.03%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    330000 | PA      | $322879.46    | 0.01%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    970000 | PA      | $936697.86    | 0.03%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1502879.94   | 0.05%             | 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        |   1236000 | PA      | $1218939.00   | 0.04%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1376415.47   | 0.05%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| Lennar Corp                                    | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839002.96    | 0.03%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    926000 | PA      | $895606.64    | 0.03%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $977967.95    | 0.03%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $1101734.51   | 0.04%             | 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        |   1421000 | PA      | $1373350.03   | 0.05%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1910025.17   | 0.07%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    860000 | PA      | $776982.31    | 0.03%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                             | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1744823.57   | 0.06%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3424466.15   | 0.12%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742921.88    | 0.03%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2647000 | PA      | $2593648.66   | 0.09%             | 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        |   1480000 | PA      | $1462950.40   | 0.05%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    927000 | PA      | $883527.41    | 0.03%             | 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        |    326000 | PA      | $323946.20    | 0.01%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2172534.88   | 0.07%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275525.96    | 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        |   1910000 | PA      | $1800159.34   | 0.06%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Danaher Corp                                   | Danaher Corp                                                                    | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1098561.93   | 0.04%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2090343.75   | 0.07%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                        | Simon Property Group LP                                                         | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    585000 | PA      | $582454.72    | 0.02%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1265220.66   | 0.04%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1703322.83   | 0.06%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12831.28     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Trinity Acquisition PLC                        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $702479.99    | 0.02%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1150000 | PA      | $1023860.07   | 0.04%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005891.80   | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2408784.84   | 0.08%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                                          | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    680000 | PA      | $679321.02    | 0.02%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    973000 | PA      | $965799.99    | 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        |    760000 | PA      | $749930.15    | 0.03%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1294968.23   | 0.04%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95457.45     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156486.30    | 0.01%             | 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        |    430000 | PA      | $398726.49    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAK0<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152473.95    | 0.01%             | 2023-06-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1397528.00   | 0.05%             | 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        |   1325000 | PA      | $1259330.22   | 0.04%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2230505.40   | 0.08%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1047188.61   | 0.04%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1239909.63   | 0.04%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1072000 | PA      | $1053677.27   | 0.04%             | 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        |   1315000 | PA      | $1292239.98   | 0.04%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    810000 | PA      | $798299.87    | 0.03%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1113750.89   | 0.04%             | 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        |   1374000 | PA      | $1283782.47   | 0.04%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2101650.65   | 0.07%             | 2024-03-16      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1968000 | PA      | $1930621.19   | 0.07%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                   | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    435000 | PA      | $429867.00    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                                  | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1112792.97   | 0.04%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1017015.86   | 0.03%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1256949.31   | 0.04%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1290000 | PA      | $1248846.42   | 0.04%             | 2023-08-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                    | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2348844.26   | 0.08%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24299.28     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1139316.52   | 0.04%             | 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        |    937000 | PA      | $921031.55    | 0.03%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3613000 | PA      | $3533917.21   | 0.12%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3269583.95   | 0.11%             | 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        |    915000 | PA      | $876644.12    | 0.03%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                                 | CUSIP: 58013MFE9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337482.89    | 0.01%             | 2023-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    378000 | PA      | $354886.40    | 0.01%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175143.87    | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1409541.04   | 0.05%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1091852.18   | 0.04%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1325000 | PA      | $1284343.57   | 0.04%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    965000 | PA      | $907212.42    | 0.03%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                | SSM Health Care Corp                                                            | CUSIP: 784710AB1<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19930.01     | 0.00%             | 2023-06-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    748000 | PA      | $723909.61    | 0.02%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1650283.55   | 0.06%             | 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        |   1086000 | PA      | $1068147.03   | 0.04%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                   | WP Carey Inc                                                                    | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    440000 | PA      | $437287.88    | 0.02%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1385000 | PA      | $1366099.74   | 0.05%             | 2024-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $976063.23    | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                             | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1740696.42   | 0.06%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    890000 | PA      | $890856.00    | 0.03%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1915000 | PA      | $1696415.39   | 0.06%             | 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        |   3180000 | PA      | $3029593.00   | 0.10%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                 | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $1960399.80   | 0.07%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1618107.09   | 0.06%             | 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        |   1970000 | PA      | $1730643.42   | 0.06%             | 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        |    214000 | PA      | $202076.90    | 0.01%             | 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        |   1074000 | PA      | $1032570.66   | 0.04%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1534998.43   | 0.05%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1175000 | PA      | $1104764.26   | 0.04%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18830.87     | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    874000 | PA      | $867235.24    | 0.03%             | 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        |   1646000 | PA      | $1580139.59   | 0.05%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $4845004.49   | 0.17%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2881814.67   | 0.10%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    815000 | PA      | $805102.88    | 0.03%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1214467.12   | 0.04%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $5825553.86   | 0.20%             | 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        |   1921000 | PA      | $1872454.41   | 0.06%             | 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        |   1880000 | PA      | $1836066.09   | 0.06%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $746977.97    | 0.03%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $611996.75    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    555000 | PA      | $505635.69    | 0.02%             | 2027-03-12      | Fixed         | 2.00%                 | 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        |  21510000 | NS      | $21510000.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                                                   | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1188771.64   | 0.04%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1522400.70   | 0.05%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                            | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89306.45     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1977000 | PA      | $1972763.88   | 0.07%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    980000 | PA      | $914873.81    | 0.03%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    920000 | PA      | $863343.73    | 0.03%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $812322.47    | 0.03%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1347195.32   | 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        |    475000 | PA      | $461644.00    | 0.02%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1308201.27   | 0.04%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1465000 | PA      | $1426569.09   | 0.05%             | 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        |    225000 | PA      | $210729.38    | 0.01%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AL9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1793000 | PA      | $1749502.00   | 0.06%             | 2023-10-01      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18965.10     | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                         | Boston Scientific Corp                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1079748.99   | 0.04%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                       | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    456000 | PA      | $459125.20    | 0.02%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $929572.88    | 0.03%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1291935.25   | 0.04%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1657226.54   | 0.06%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1162856.89   | 0.04%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                                               | CUSIP: 17275RBE1<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324585.46    | 0.01%             | 2023-02-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1326249.61   | 0.05%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    828000 | PA      | $788157.96    | 0.03%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1437756.68   | 0.05%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                                                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1323121.91   | 0.05%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCQ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1185343.56   | 0.04%             | 2023-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Analog Devices Inc                             | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1251957.13   | 0.04%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGL3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    656000 | PA      | $629426.69    | 0.02%             | 2024-10-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1794177.26   | 0.06%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $246864.75    | 0.01%             | 2025-05-13      | Fixed         | 4.16%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    298000 | PA      | $294315.71    | 0.01%             | 2024-01-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3217924.02   | 0.11%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448EY0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    459000 | PA      | $454226.45    | 0.02%             | 2023-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1369823.54   | 0.05%             | 2024-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1184995.83   | 0.04%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                                                 | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    887000 | PA      | $789317.62    | 0.03%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    395000 | PA      | $378070.46    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122094.43    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer