# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071928
**Filing Date:** 2023-3
**Character Count:** 188314
**Document Hash:** 0b261caf49a5b9d8c370e85fb276c914
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071928.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071928

**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:** 23774062

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

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

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

## Series and Classes Contracts Data

### iShares iBonds Dec 2031 Term Corporate ETF (Series ID: S000072204)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000228040 | iShares iBonds Dec 2031 Term Corporate ETF | IBDW            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2031 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.5%** |  |  |
| Interpublic Group of Companies Inc. (The), 2.40%, 03/01/31 (Call 12/01/30) | $514 | $425597 |
| Omnicom Group Inc., 2.60%, 08/01/31 (Call 05/01/31)<sup>(a)</sup> | 893 | 758407 |
|  |  | 1184004 |
| **Aerospace & Defense — 1.4%** |  |  |
| Boeing Co. (The), 3.63%, 02/01/31 (Call 11/01/30) | 1405 | 1287514 |
| General Dynamics Corp., 2.25%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | 499 | 433820 |
| L3Harris Technologies Inc., 1.80%, 01/15/31 (Call 10/15/30) | 735 | 590999 |
| Raytheon Technologies Corp., 1.90%, 09/01/31 (Call 06/01/31) | 1072 | 874034 |
|  |  | 3186367 |
| **Agriculture — 0.8%** |  |  |
| BAT Capital Corp., 2.73%, 03/25/31 (Call 12/25/30) | 1180 | 949711 |
| Bunge Ltd. Finance Corp., 2.75%, 05/14/31 (Call 02/14/31)<sup>(a)</sup> | 1008 | 863836 |
|  |  | 1813547 |
| **Airlines — 0.1%** |  |  |
| United Airlines Pass Through Trust, Series 2019, Class AA, 4.15%, 02/25/33 | 298 | 272471 |
| **Auto Manufacturers — 2.3%** |  |  |
| American Honda Finance Corp., 1.80%, 01/13/31<sup>(a)</sup> | 617 | 508982 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/08/31 (Call 10/08/30) | 1095 | 875573 |
| &nbsp;&nbsp;&nbsp;2.70%, 06/10/31 (Call 03/10/31) | 951 | 767371 |
| Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31 | 1462 | 1868261 |
| Toyota Motor Corp., 2.36%, 03/25/31 (Call 12/25/30)<sup>(a)</sup> | 173 | 150441 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/10/31 | 600 | 491370 |
| &nbsp;&nbsp;&nbsp;1.90%, 09/12/31 | 748 | 617481 |
|  |  | 5279479 |
| **Banks — 3.5%** |  |  |
| Banco Santander SA, 2.96%, 03/25/31 | 760 | 638331 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/28/31 (Call 10/28/30) | 421 | 340492 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.80%, 07/28/31 (Call 04/28/31)<sup>(a)</sup> | 480 | 387106 |
| Bank of Nova Scotia (The), 2.15%, 08/01/31 | 645 | 530932 |
| Mizuho Financial Group Inc., 2.56%, 09/13/31 | 1045 | 839093 |
| Royal Bank of Canada, 2.30%, 11/03/31 | 1370 | 1136744 |
| State Street Corp., 2.20%, 03/03/31<sup>(a)</sup> | 952 | 793340 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.71%, 01/12/31<sup>(a)</sup> | 525 | 412923 |
| &nbsp;&nbsp;&nbsp;2.22%, 09/17/31 | 915 | 745496 |
| SVB Financial Group, 1.80%, 02/02/31 (Call 11/02/30) | 559 | 426970 |
| Toronto-Dominion Bank (The), 2.00%, 09/10/31 | 931 | 759603 |
| Westpac Banking Corp., 2.15%, 06/03/31<sup>(a)</sup> | 1097 | 943014 |
|  |  | 7954044 |
| **Beverages — 2.2%** |  |  |
| Anheuser-Busch InBev Worldwide Inc., 4.90%, 01/23/31 (Call 10/23/30)<sup>(a)</sup> | 826 | 854679 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.38%, 03/15/31 | 1165 | 941914 |
| &nbsp;&nbsp;&nbsp;2.00%, 03/05/31 | 667 | 569471 |
| Constellation Brands Inc., 2.25%, 08/01/31 (Call 05/01/31)<sup>(a)</sup> | 980 | 807882 |
| Keurig Dr Pepper Inc., 2.25%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 478 | 401023 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.40%, 02/25/31 (Call 11/25/30)<sup>(a)</sup> | $752 | $612760 |
| &nbsp;&nbsp;&nbsp;1.95%, 10/21/31 (Call 07/21/31) | 1015 | 850560 |
|  |  | 5038289 |
| **Biotechnology — 0.9%** |  |  |
| Amgen Inc., 2.30%, 02/25/31 (Call 11/25/30) | 1333 | 1123346 |
| Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30) | 512 | 424755 |
| Royalty Pharma PLC, 2.15%, 09/02/31 (Call 06/02/31) | 600 | 477468 |
|  |  | 2025569 |
| **Building Materials — 1.2%** |  |  |
| Carrier Global Corp., 2.70%, 02/15/31 (Call 11/15/30) | 784 | 674632 |
| Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31) | 778 | 635665 |
| Johnson Controls International PLC/Tyco Fire & Security |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Finance SCA, 2.00%, 09/16/31 (Call 06/16/31)<sup>(a)</sup> | 505 | 418918 |
| Martin Marietta Materials Inc., 2.40%, 07/15/31 (Call 04/15/31) | 810 | 674689 |
| Masco Corp., 2.00%, 02/15/31 (Call 11/15/30) | 500 | 406055 |
|  |  | 2809959 |
| **Chemicals — 0.6%** |  |  |
| Ecolab Inc., 1.30%, 01/30/31 (Call 10/30/30) | 625 | 499038 |
| Huntsman International LLC, 2.95%, 06/15/31 (Call 03/15/31) | 451 | 372431 |
| NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30) | 439 | 363360 |
|  |  | 1234829 |
| **Commercial Services — 1.0%** |  |  |
| Equifax Inc., 2.35%, 09/15/31 (Call 06/15/31) | 1028 | 845622 |
| Global Payments Inc., 2.90%, 11/15/31 (Call 08/15/31) | 735 | 612902 |
| GXO Logistics Inc., 2.65%, 07/15/31 (Call 04/15/31) | 324 | 253851 |
| Moody's Corp., 2.00%, 08/19/31 (Call 05/19/31)<sup>(a)</sup> | 518 | 427055 |
|  |  | 2139430 |
| **Computers — 2.6%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 02/08/31 (Call 11/08/30) | 2661 | 2208603 |
| &nbsp;&nbsp;&nbsp;1.70%, 08/05/31 (Call 05/05/31) | 1005 | 828120 |
| CGI Inc., 2.30%, 09/14/31 (Call 06/14/31) | 359 | 282074 |
| Fortinet Inc., 2.20%, 03/15/31 (Call 12/15/30) | 499 | 409664 |
| HP Inc., 2.65%, 06/17/31 (Call 03/17/31) | 1077 | 873910 |
| Kyndryl Holdings Inc., 3.15%, 10/15/31 (Call 07/15/31) | 579 | 422931 |
| Leidos Inc., 2.30%, 02/15/31 (Call 11/15/30) | 968 | 780953 |
|  |  | 5806255 |
| **Cosmetics & Personal Care — 0.8%** |  |  |
| Estee Lauder Companies Inc. (The), 1.95%, 03/15/31 (Call 12/15/30) | 465 | 391256 |
| Procter & Gamble Co. (The), 1.95%, 04/23/31 | 822 | 709591 |
| Unilever Capital Corp., 1.75%, 08/12/31 (Call 05/12/31) | 855 | 700510 |
|  |  | 1801357 |
| **Diversified Financial Services — 4.6%** |  |  |
| Ally Financial Inc., 8.00%, 11/01/31 | 2475 | 2716289 |
| Brookfield Finance Inc., 2.72%, 04/15/31 (Call 01/15/31) | 505 | 426114 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 03/11/31 (Call 12/11/30) | 697 | 564709 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 12/01/31 (Call 09/01/31)<sup>(a)</sup> | 938 | 767884 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/13/31 (Call 02/13/31) | 770 | 659197 |
| Jefferies Group LLC/Jefferies Group Capital Finance Inc., 2.63%, 10/15/31 (Call 07/15/31)<sup>(a)</sup> | 1040 | 853538 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.90%, 03/15/31 (Call 12/15/30) | 598 | 504963 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/18/31 (Call 08/18/31) | 672 | 563754 |
| Nasdaq Inc., 1.65%, 01/15/31 (Call 10/15/30) | 930 | 742596 |
| Nomura Holdings Inc., 2.61%, 07/14/31 | 1033 | 836400 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2031 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| ORIX Corp., 2.25%, 03/09/31<sup>(a)</sup> | $337 | $277095 |
| Synchrony Financial, 2.88%, 10/28/31 (Call 07/28/31) | 692 | 538660 |
| Visa Inc., 1.10%, 02/15/31 (Call 11/15/30) | 877 | 698899 |
| Western Union Co. (The), 2.75%, 03/15/31 (Call 12/15/30) | 374 | 297356 |
|  |  | 10447454 |
| **Electric — 9.3%** |  |  |
| AES Corp. (The), 2.45%, 01/15/31 (Call 10/15/30) | 995 | 823353 |
| Ameren Corp., 3.50%, 01/15/31 (Call 10/15/30) | 730 | 670191 |
| Appalachian Power Co., Series AA, 2.70%, 04/01/31 (Call 01/01/31) | 658 | 561517 |
| Arizona Public Service Co., 2.20%, 12/15/31 (Call 09/15/31) | 415 | 329410 |
| Atlantic City Electric Co., 2.30%, 03/15/31 (Call 12/15/30) | 325 | 273032 |
| Baltimore Gas & Electric Co., 2.25%, 06/15/31 (Call 03/15/31) | 575 | 484064 |
| Berkshire Hathaway Energy Co., 1.65%, 05/15/31 (Call 02/15/31)<sup>(a)</sup> | 844 | 678618 |
| CenterPoint Energy Houston Electric LLC, Series AE, 2.35%, 04/01/31 (Call 01/01/31) | 295 | 253904 |
| CenterPoint Energy Inc., 2.65%, 06/01/31 (Call 03/01/31) | 489 | 419058 |
| Connecticut Light & Power Co. (The), Series A, 2.05%, 07/01/31 (Call 04/01/31) | 284 | 239066 |
| Consolidated Edison Co. of New York Inc., 2.40%, 06/15/31 (Call 03/15/31)<sup>(a)</sup> | 994 | 849900 |
| Dominion Energy Inc., Series C, 2.25%, 08/15/31 (Call 05/15/31) | 1157 | 960518 |
| Dominion Energy South Carolina Inc., Series A, 2.30%, 12/01/31 (Call 09/01/31) | 190 | 159649 |
| DTE Electric Co., Series C, 2.63%, 03/01/31 (Call 12/01/30) | 742 | 651973 |
| Duke Energy Carolinas LLC, 2.55%, 04/15/31 (Call 01/15/31) | 433 | 374545 |
| Duke Energy Corp., 2.55%, 06/15/31 (Call 03/15/31) | 972 | 825014 |
| Duke Energy Florida LLC, 2.40%, 12/15/31 (Call 09/15/31) | 971 | 826001 |
| Duke Energy Progress LLC, 2.00%, 08/15/31 (Call 05/15/31) | 797 | 655230 |
| Emera U.S. Finance LP, 2.64%, 06/15/31 (Call 03/15/31) | 400 | 325916 |
| Entergy Corp., 2.40%, 06/15/31 (Call 03/05/31) | 655 | 541744 |
| Entergy Louisiana LLC, 3.05%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | 375 | 333589 |
| Entergy Texas Inc., 1.75%, 03/15/31 (Call 12/15/30) | 595 | 482569 |
| Eversource Energy, 2.55%, 03/15/31 (Call 12/15/30) | 376 | 320927 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.35%, 03/15/31 (Call 12/15/30) | 414 | 318258 |
| &nbsp;&nbsp;&nbsp;1.65%, 06/15/31 (Call 03/15/31) | 245 | 193861 |
| Northern States Power Co./MN, 2.25%, 04/01/31 (Call 11/01/30) | 325 | 279120 |
| NSTAR Electric Co., 1.95%, 08/15/31 (Call 05/15/31) | 304 | 249700 |
| Ohio Power Co., Series Q, 1.63%, 01/15/31 (Call 10/15/30) | 310 | 249268 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 02/01/31 (Call 11/01/30) | 1930 | 1559479 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/01/31 (Call 03/01/31) | 990 | 839480 |
| PacifiCorp, 7.70%, 11/15/31<sup>(a)</sup> | 155 | 188193 |
| Progress Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 10/30/31 | 365 | 410614 |
| &nbsp;&nbsp;&nbsp;7.75%, 03/01/31 | 463 | 541872 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 06/15/31 (Call 12/15/30) | 900 | 743427 |
| &nbsp;&nbsp;&nbsp;Series 35, 1.90%, 01/15/31 (Call 07/15/30) | 405 | 336300 |
| Public Service Co. of New Hampshire, Series V, 2.20%, 06/15/31 (Call 03/15/31) | 254 | 215638 |
| Public Service Co. of Oklahoma, Series J, 2.20%, 08/15/31 (Call 05/15/31) | 334 | 276716 |
| Public Service Electric & Gas Co., 1.90%, 08/15/31 (Call 05/15/31) | 285 | 236350 |
| Public Service Enterprise Group Inc., 2.45%, 11/15/31 (Call 08/15/31) | 860 | 718599 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Southern California Edison Co., Series G, 2.50%, 06/01/31 (Call 03/01/31)<sup>(a)</sup> | $473 | $404013 |
| Tampa Electric Co., 2.40%, 03/15/31 (Call 12/15/30) | 420 | 352611 |
| Virginia Electric & Power Co., 2.30%, 11/15/31 (Call 08/15/31)<sup>(a)</sup> | 557 | 468131 |
| Wisconsin Power and Light Co., 1.95%, 09/16/31 (Call 06/16/31) | 320 | 260301 |
| Xcel Energy Inc., 2.35%, 11/15/31 (Call 05/15/31) | 218 | 180999 |
|  |  | 21062718 |
| **Electronics — 2.0%** |  |  |
| Agilent Technologies Inc., 2.30%, 03/12/31 (Call 12/12/30) | 927 | 778448 |
| Amphenol Corp., 2.20%, 09/15/31 (Call 06/15/31) | 781 | 645395 |
| Avnet Inc., 3.00%, 05/15/31 (Call 02/15/31) | 235 | 192355 |
| Honeywell International Inc., 1.75%, 09/01/31 (Call 06/01/31) | 1402 | 1149318 |
| Hubbell Inc., 2.30%, 03/15/31 (Call 12/15/30) | 250 | 206560 |
| Jabil Inc., 3.00%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 712 | 612341 |
| TD SYNNEX Corp., 2.65%, 08/09/31 (Call 05/09/31) | 528 | 420219 |
| Vontier Corp., 2.95%, 04/01/31 (Call 01/01/31) | 600 | 466218 |
|  |  | 4470854 |
| **Environmental Control — 0.6%** |  |  |
| Republic Services Inc., 1.45%, 02/15/31 (Call 11/15/30) | 658 | 526716 |
| Waste Management Inc., 1.50%, 03/15/31 (Call 12/15/30) | 1007 | 816486 |
|  |  | 1343202 |
| **Food — 2.5%** |  |  |
| Flowers Foods Inc., 2.40%, 03/15/31 (Call 12/15/30) | 495 | 410538 |
| General Mills Inc., 2.25%, 10/14/31 (Call 07/14/31) | 522 | 436637 |
| JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc., 3.75%, 12/01/31 (Call 12/01/26)<sup>(b)</sup> | 500 | 424000 |
| Kellogg Co., Series B, 7.45%, 04/01/31 | 681 | 800461 |
| Kraft Heinz Foods Co., 4.25%, 03/01/31 (Call 12/01/30) | 556 | 536612 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.70%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 725 | 580218 |
| &nbsp;&nbsp;&nbsp;&nbsp;7.50%, 04/01/31<sup>(a)</sup> | 329 | 384305 |
| McCormick & Co. Inc./MD, 1.85%, 02/15/31 (Call 11/15/30) | 437 | 350059 |
| Mondelez International Inc., 1.50%, 02/04/31 (Call 11/04/30) | 642 | 513530 |
| Pilgrim's Pride Corp., 4.25%, 04/15/31 (Call 04/15/26)<sup>(b)</sup> | 830 | 719992 |
| Sysco Corp., 2.45%, 12/14/31 (Call 09/14/31) | 449 | 376338 |
|  |  | 5532690 |
| **Forest Products & Paper — 0.6%** |  |  |
| Georgia-Pacific LLC, 8.88%, 05/15/31<sup>(a)</sup> | 355 | 447946 |
| Suzano Austria GmbH, 3.75%, 01/15/31 (Call 10/15/30) | 1165 | 998964 |
|  |  | 1446910 |
| **Gas — 1.0%** |  |  |
| Atmos Energy Corp., 1.50%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 586 | 473119 |
| National Fuel Gas Co., 2.95%, 03/01/31 (Call 12/01/30) | 535 | 434206 |
| NiSource Inc., 1.70%, 02/15/31 (Call 11/15/30) | 775 | 616412 |
| Piedmont Natural Gas Co. Inc., 2.50%, 03/15/31 (Call 12/15/30) | 315 | 267989 |
| Southern Co. Gas Capital Corp., Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30) | 490 | 393504 |
|  |  | 2185230 |
| **Hand & Machine Tools — 0.1%** |  |  |
| Kennametal Inc., 2.80%, 03/01/31 (Call 12/01/30) | 287 | 233391 |
| **Health Care - Products — 1.5%** |  |  |
| Baxter International Inc., 1.73%, 04/01/31 (Call 01/01/31) | 625 | 491744 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/31 (Call 06/15/31) | 504 | 408260 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/15/31 (Call 12/15/30) | 255 | 212716 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2031 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Health Care - Products (continued)** |  |  |
| STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31 (Call 12/15/30) | $667 | $570839 |
| Thermo Fisher Scientific Inc., 2.00%, 10/15/31 (Call 07/15/31) | 1233 | 1033809 |
| Zimmer Biomet Holdings Inc., 2.60%, 11/24/31 (Call 08/24/31) | 789 | 661860 |
|  |  | 3379228 |
| **Health Care - Services — 3.3%** |  |  |
| Banner Health, 1.90%, 01/01/31 (Call 07/01/30) | 170 | 139031 |
| Bon Secours Mercy Health Inc., Series 20-2, 2.10%, 06/01/31 (Call 12/01/30) | 247 | 199863 |
| Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31 (Call 02/15/31) | 253 | 212345 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/01/31 (Call 12/01/30) | 2155 | 1763695 |
| &nbsp;&nbsp;&nbsp;2.63%, 08/01/31 (Call 05/01/31) | 1280 | 1048730 |
| Elevance Health Inc., 2.55%, 03/15/31 (Call 12/15/30) | 951 | 822082 |
| HCA Inc., 2.38%, 07/15/31 (Call 04/15/31) | 850 | 690625 |
| Laboratory Corp. of America Holdings, 2.70%, 06/01/31 (Call 03/01/31) | 443 | 382836 |
| Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30) | 211 | 158839 |
| OhioHealth Corp., 2.30%, 11/15/31 (Call 05/15/31) | 325 | 272350 |
| Quest Diagnostics Inc., 2.80%, 06/30/31 (Call 03/30/31) | 333 | 289820 |
| UnitedHealth Group Inc., 2.30%, 05/15/31 (Call 02/15/31) | 1619 | 1392518 |
|  |  | 7372734 |
| **Holding Companies - Diversified — 0.3%** |  |  |
| Ares Capital Corp., 3.20%, 11/15/31 (Call 08/15/31) | 740 | 580130 |
| **Home Builders — 0.1%** |  |  |
| MDC Holdings Inc., 2.50%, 01/15/31 (Call 07/15/30) | 383 | 291635 |
| **Home Furnishings — 0.1%** |  |  |
| Whirlpool Corp., 2.40%, 05/15/31 (Call 02/15/31) | 315 | 260896 |
| **Household Products & Wares — 0.4%** |  |  |
| Church & Dwight Co. Inc., 2.30%, 12/15/31 (Call 09/15/31) | 505 | 422427 |
| Kimberly-Clark Corp., 2.00%, 11/02/31 (Call 08/02/31) | 655 | 548995 |
|  |  | 971422 |
| **Insurance — 2.8%** |  |  |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/23/31 (Call 05/23/31) | 443 | 363579 |
| &nbsp;&nbsp;&nbsp;2.60%, 12/02/31 (Call 09/02/31) | 495 | 420215 |
| Arthur J Gallagher & Co., 2.40%, 11/09/31 (Call 08/09/31)<sup>(a)</sup> | 483 | 397432 |
| Assured Guaranty U.S. Holdings Inc., 3.15%, 06/15/31 (Call 03/15/31) | 580 | 507152 |
| Athene Holding Ltd., 3.50%, 01/15/31 (Call 10/15/30) | 480 | 409901 |
| Brown & Brown Inc., 2.38%, 03/15/31 (Call 12/15/30) | 736 | 592716 |
| Enstar Group Ltd., 3.10%, 09/01/31 (Call 03/01/31) | 541 | 419291 |
| Fairfax Financial Holdings Ltd., 3.38%, 03/03/31 (Call 12/03/30) | 479 | 405828 |
| Fidelity National Financial Inc., 2.45%, 03/15/31 (Call 12/15/30) | 513 | 415997 |
| First American Financial Corp., 2.40%, 08/15/31 (Call 05/15/31) | 543 | 422535 |
| Jackson Financial Inc., 3.13%, 11/23/31 (Call 08/23/31) | 349 | 287506 |
| Lincoln National Corp., 3.40%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 547 | 479730 |
| Marsh & McLennan Companies Inc., 2.38%, 12/15/31 (Call 09/15/31) | 431 | 361415 |
| Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)<sup>(a)</sup> | 555 | 471067 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31) | $468 | $371110 |
|  |  | 6325474 |
| **Internet — 2.6%** |  |  |
| Alibaba Group Holding Ltd., 2.13%, 02/09/31 (Call 11/09/30) | 1350 | 1111995 |
| Amazon.com Inc., 2.10%, 05/12/31 (Call 02/12/31) | 2848 | 2426069 |
| Baidu Inc., 2.38%, 08/23/31 (Call 05/23/31)<sup>(a)</sup> | 612 | 506161 |
| eBay Inc., 2.60%, 05/10/31 (Call 02/10/31)<sup>(a)</sup> | 850 | 725721 |
| Expedia Group Inc., 2.95%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 602 | 506998 |
| VeriSign Inc., 2.70%, 06/15/31 (Call 03/15/31)<sup>(a)</sup> | 754 | 648561 |
|  |  | 5925505 |
| **Iron & Steel — 0.2%** |  |  |
| Steel Dynamics Inc., 3.25%, 01/15/31 (Call 10/15/30) | 587 | 529274 |
| **Leisure Time — 0.2%** |  |  |
| Brunswick Corp., 2.40%, 08/18/31 (Call 05/18/31) | 541 | 409423 |
| **Lodging — 0.5%** |  |  |
| Choice Hotels International Inc., 3.70%, 01/15/31 (Call 10/15/30) | 415 | 368039 |
| Marriott International Inc./MD, Series HH, 2.85%, 04/15/31 (Call 01/15/31) | 955 | 815398 |
|  |  | 1183437 |
| **Machinery — 1.5%** |  |  |
| Caterpillar Inc., 1.90%, 03/12/31 (Call 12/12/30) | 497 | 416670 |
| Deere & Co., 7.13%, 03/03/31<sup>(a)</sup> | 195 | 230888 |
| IDEX Corp., 2.63%, 06/15/31 (Call 03/15/31) | 440 | 376913 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 01/15/31 | 760 | 616755 |
| &nbsp;&nbsp;&nbsp;2.00%, 06/17/31 | 720 | 603281 |
| nVent Finance Sarl, 2.75%, 11/15/31 (Call 08/15/31) | 303 | 247206 |
| Rockwell Automation Inc., 1.75%, 08/15/31 (Call 05/15/31) | 415 | 340632 |
| Xylem Inc./NY, 2.25%, 01/30/31 (Call 10/30/30) | 598 | 502792 |
|  |  | 3335137 |
| **Manufacturing — 0.5%** |  |  |
| Teledyne Technologies Inc., 2.75%, 04/01/31 (Call 01/01/31) | 1037 | 881149 |
| Textron Inc., 2.45%, 03/15/31 (Call 12/15/30) | 416 | 348221 |
|  |  | 1229370 |
| **Media — 3.1%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital, 2.80%, 04/01/31 (Call 01/01/31) | 1482 | 1211520 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.50%, 02/15/31 (Call 11/15/30)<sup>(a)</sup> | 1722 | 1391325 |
| &nbsp;&nbsp;&nbsp;1.95%, 01/15/31 (Call 10/15/30) | 1488 | 1245054 |
| Paramount Global, 4.95%, 01/15/31 (Call 11/15/30)<sup>(a)</sup> | 1271 | 1172510 |
| Walt Disney Co. (The), 2.65%, 01/13/31 | 2370 | 2090506 |
|  |  | 7110915 |
| **Mining — 0.3%** |  |  |
| Rio Tinto Alcan Inc., 7.25%, 03/15/31 | 347 | 406358 |
| Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31) | 463 | 367113 |
|  |  | 773471 |
| **Office & Business Equipment — 0.4%** |  |  |
| CDW LLC/CDW Finance Corp., 3.57%, 12/01/31 (Call 09/01/31) | 906 | 778019 |
| **Oil & Gas — 2.7%** |  |  |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp;7.20%, 08/15/31 | 367 | 429467 |
| &nbsp;&nbsp;&nbsp;7.40%, 12/01/31 | 455 | 539230 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2031 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br> *(000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Conoco Funding Co., 7.25%, 10/15/31 | $381 | $447717 |
| Devon Energy Corp., 7.88%, 09/30/31 | 665 | 780876 |
| Diamondback Energy Inc., 3.13%, 03/24/31 (Call 12/24/30) | 846 | 738930 |
| Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31) | 568 | 479642 |
| Hess Corp., 7.30%, 08/15/31 | 557 | 624592 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.20%, 11/01/31 | 410 | 447425 |
| &nbsp;&nbsp;&nbsp;7.38%, 11/01/31 | 298 | 331752 |
| Pioneer Natural Resources Co., 2.15%, 01/15/31 (Call 10/15/30) | 1046 | 866778 |
| Valero Energy Corp., 2.80%, 12/01/31 (Call 09/01/31) | 581 | 496377 |
|  |  | 6182786 |
| **Packaging & Containers — 0.5%** |  |  |
| Amcor Flexibles North America Inc., 2.69%, 05/25/31 (Call 02/25/31) | 695 | 587748 |
| WestRock MWV LLC, 7.95%, 02/15/31 | 376 | 438574 |
|  |  | 1026322 |
| **Pharmaceuticals — 3.5%** |  |  |
| AmerisourceBergen Corp., 2.70%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 995 | 864128 |
| Astrazeneca Finance LLC, 2.25%, 05/28/31 (Call 02/28/31) | 772 | 667780 |
| Becton Dickinson and Co., 1.96%, 02/11/31 (Call 11/11/30)<sup>(a)</sup> | 1116 | 919551 |
| Cigna Corp., 2.38%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 1349 | 1144788 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 02/28/31 (Call 11/28/30) | 1127 | 913264 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.13%, 09/15/31 (Call 06/15/31)<sup>(a)</sup> | 968 | 794534 |
| Merck & Co. Inc., 2.15%, 12/10/31 (Call 09/10/31) | 1993 | 1691300 |
| Pfizer Inc., 1.75%, 08/18/31 (Call 05/18/31)<sup>(a)</sup> | 1016 | 849427 |
|  |  | 7844772 |
| **Pipelines — 3.2%** |  |  |
| Boardwalk Pipelines LP, 3.40%, 02/15/31 (Call 11/15/30)<sup>(a)</sup> | 570 | 507711 |
| Cheniere Energy Partners LP, 4.00%, 03/01/31 (Call 03/01/26) | 1429 | 1281899 |
| Kinder Morgan Energy Partners LP, 7.40%, 03/15/31<sup>(a)</sup> | 295 | 329701 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 02/15/31 (Call 11/15/30) | 704 | 569388 |
| &nbsp;&nbsp;&nbsp;7.80%, 08/01/31 | 472 | 543456 |
| ONEOK Inc., 6.35%, 01/15/31 (Call 10/15/30) | 641 | 682338 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp., 4.88%, 02/01/31 (Call 02/01/26) | 987 | 928066 |
| TransCanada PipeLines Ltd., 2.50%, 10/12/31 (Call 07/12/31) | 1044 | 868639 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 03/15/31 (Call 12/15/30) | 1472 | 1246990 |
| &nbsp;&nbsp;&nbsp;Series A, 7.50%, 01/15/31 | 330 | 374553 |
|  |  | 7332741 |
| **Real Estate — 0.3%** |  |  |
| CBRE Services Inc., 2.50%, 04/01/31 (Call 01/01/31) | 599 | 506532 |
| Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31) | 337 | 255554 |
|  |  | 762086 |
| **Real Estate Investment Trusts — 11.2%** |  |  |
| Alexandria Real Estate Equities Inc., 3.38%, 08/15/31 (Call 05/15/31) | 740 | 671321 |
| American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30) | 556 | 453702 |
| American Homes 4 Rent LP, 2.38%, 07/15/31 (Call 04/15/31)<sup>(a)</sup> | 425 | 348045 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 09/15/31 (Call 06/15/31) | 800 | 647872 |
| &nbsp;&nbsp;&nbsp;2.70%, 04/15/31 (Call 01/15/31) | 720 | 607421 |
| AvalonBay Communities Inc., 2.45%, 01/15/31 (Call 10/15/30) | 583 | 503630 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Boston Properties LP, 3.25%, 01/30/31 (Call 10/30/30)<sup>(a)</sup> | $1234 | $1058204 |
| Brixmor Operating Partnership LP, 2.50%, 08/16/31 (Call 05/16/31) | 475 | 381658 |
| Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31) | 404 | 308886 |
| Corporate Office Properties LP, 2.75%, 04/15/31 (Call 01/15/31) | 597 | 466030 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.10%, 04/01/31 (Call 01/01/31) | 990 | 810473 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 01/15/31 (Call 10/15/30)<sup>(a)</sup> | 1062 | 886207 |
| Crown Castle International Corp., 2.50%, 07/15/31 (Call 04/15/31)<sup>(a)</sup> | 672 | 564843 |
| CubeSmart LP, 2.00%, 02/15/31 (Call 11/15/30) | 450 | 354771 |
| EPR Properties, 3.60%, 11/15/31 (Call 08/15/31) | 376 | 293111 |
| Equinix Inc., 2.50%, 05/15/31 (Call 02/15/31) | 1033 | 863102 |
| ERP Operating LP, 1.85%, 08/01/31 (Call 05/01/31) | 503 | 407772 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 01/15/31 (Call 10/15/30) | 265 | 205918 |
| &nbsp;&nbsp;&nbsp;2.55%, 06/15/31 (Call 03/15/31) | 290 | 239795 |
| Extra Space Storage LP, 2.55%, 06/01/31 (Call 03/01/31) | 459 | 375425 |
| GLP Capital LP/GLP Financing II Inc., 4.00%, 01/15/31 (Call 10/15/30) | 606 | 536565 |
| Healthcare Realty Holdings LP, 2.00%, 03/15/31 (Call 12/15/30) | 807 | 637530 |
| Healthpeak Properties Inc., 2.88%, 01/15/31 (Call 10/15/30) | 678 | 589616 |
| Highwoods Realty LP, 2.60%, 02/01/31 (Call 11/01/30) | 440 | 337740 |
| Host Hotels & Resorts LP, Series J, 2.90%, 12/15/31 (Call 09/15/31) | 450 | 359735 |
| Invitation Homes Operating Partnership LP, 2.00%, 08/15/31 (Call 05/15/31) | 693 | 538246 |
| Kimco Realty Corp., 2.25%, 12/01/31 (Call 09/01/31) | 445 | 358092 |
| Life Storage LP, 2.40%, 10/15/31 (Call 07/15/31) | 607 | 486201 |
| LXP Industrial Trust, 2.38%, 10/01/31 (Call 07/01/31) | 429 | 337786 |
| Mid-America Apartments LP, 1.70%, 02/15/31 (Call 11/15/30) | 483 | 390225 |
| National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30) | 425 | 324488 |
| Omega Healthcare Investors Inc., 3.38%, 02/01/31 (Call 11/01/30) | 670 | 543464 |
| Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 (Call 08/15/31) | 352 | 271987 |
| Physicians Realty LP, 2.63%, 11/01/31 (Call 08/01/31) | 453 | 378137 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp;1.63%, 03/15/31 (Call 12/15/30) | 422 | 340896 |
| &nbsp;&nbsp;&nbsp;1.75%, 02/01/31 (Call 11/01/30) | 314 | 256883 |
| Public Storage |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/09/31 (Call 08/09/31) | 482 | 405564 |
| &nbsp;&nbsp;&nbsp;2.30%, 05/01/31 (Call 02/01/31) | 785 | 669840 |
| Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31) | 499 | 414874 |
| Realty Income Corp., 3.25%, 01/15/31 (Call 10/15/30) | 865 | 781752 |
| Rexford Industrial Realty LP, 2.15%, 09/01/31 (Call 06/01/31) | 480 | 383918 |
| Sabra Health Care LP, 3.20%, 12/01/31 (Call 09/01/31) | 789 | 608714 |
| Safehold Operating Partnership LP, 2.80%, 06/15/31 (Call 03/15/31) | 350 | 278961 |
| Simon Property Group LP, 2.20%, 02/01/31 (Call 11/01/30)<sup>(a)</sup> | 691 | 570427 |
| Spirit Realty LP, 3.20%, 02/15/31 (Call 11/15/30) | 447 | 377648 |
| STORE Capital Corp., 2.70%, 12/01/31 (Call 09/01/31) | 376 | 283038 |
| Sun Communities Operating LP, 2.70%, 07/15/31 (Call 04/15/31) | 750 | 618330 |
| Tanger Properties LP, 2.75%, 09/01/31 (Call 06/01/31) | 330 | 253754 |
| UDR Inc., 3.00%, 08/15/31 (Call 05/15/31)<sup>(a)</sup> | 547 | 476705 |
| Ventas Realty LP, 2.50%, 09/01/31 (Call 06/01/31) | 520 | 424975 |
| Vornado Realty LP, 3.40%, 06/01/31 (Call 03/01/31) | 295 | 228271 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2031 Term Corporate ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 01/15/31 (Call 10/15/30) | $515 | $432760 |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 773 | 643948 |
| WP Carey Inc., 2.40%, 02/01/31 (Call 11/01/30)<sup>(a)</sup> | 515 | 432610 |
|  |  | 25421866 |
| **Retail — 2.6%** |  |  |
| AutoNation Inc., 2.40%, 08/01/31 (Call 05/01/31) | 386 | 294441 |
| AutoZone Inc., 1.65%, 01/15/31 (Call 10/15/30) | 521 | 417993 |
| Dollar Tree Inc., 2.65%, 12/01/31 (Call 09/01/31) | 860 | 722512 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.38%, 03/15/31 (Call 12/15/30)<sup>(a)</sup> | 1129 | 909646 |
| &nbsp;&nbsp;&nbsp;1.88%, 09/15/31 (Call 06/15/31) | 964 | 798886 |
| Lowe's Companies Inc., 2.63%, 04/01/31 (Call 01/01/31) | 1596 | 1372209 |
| O'Reilly Automotive Inc., 1.75%, 03/15/31 (Call 12/15/30) | 501 | 402408 |
| Ross Stores Inc., 1.88%, 04/15/31 (Call 01/15/31) | 602 | 488505 |
| TJX Companies Inc. (The), 1.60%, 05/15/31 (Call 02/15/31) | 440 | 356906 |
|  |  | 5763506 |
| **Semiconductors — 3.7%** |  |  |
| Analog Devices Inc., 2.10%, 10/01/31 (Call 07/01/31) | 1111 | 935173 |
| Broadcom Inc., 2.45%, 02/15/31 (Call 11/15/30)<sup>(a)(b)</sup> | 2516 | 2066391 |
| Intel Corp., 2.00%, 08/12/31 (Call 05/12/31) | 1160 | 951235 |
| Marvell Technology Inc., 2.95%, 04/15/31 (Call 01/15/31) | 738 | 624636 |
| NVIDIA Corp., 2.00%, 06/15/31 (Call 03/15/31) | 1239 | 1036634 |
| NXP BV/NXP Funding LLC/NXP USA Inc., 2.50%, 05/11/31 (Call 02/11/31) | 999 | 820658 |
| Skyworks Solutions Inc., 3.00%, 06/01/31 (Call 03/01/31) | 520 | 428454 |
| Texas Instruments Inc., 1.90%, 09/15/31 (Call 06/15/31) | 603 | 504693 |
| TSMC Arizona Corp., 2.50%, 10/25/31 (Call 07/25/31) | 1275 | 1091298 |
|  |  | 8459172 |
| **Software — 4.1%** |  |  |
| Autodesk Inc., 2.40%, 12/15/31 (Call 09/15/31)<sup>(a)</sup> | 1075 | 902032 |
| Broadridge Financial Solutions Inc., 2.60%, 05/01/31 (Call 02/01/31) | 1055 | 896497 |
| Electronic Arts Inc., 1.85%, 02/15/31 (Call 11/15/30) | 762 | 622356 |
| Fidelity National Information Services Inc., 2.25%, 03/01/31 (Call 12/01/30)<sup>(a)</sup> | 1279 | 1049356 |
| Oracle Corp., 2.88%, 03/25/31 (Call 12/25/30) | 3046 | 2627723 |
| Roper Technologies Inc., 1.75%, 02/15/31 (Call 11/15/30) | 1000 | 802740 |
| salesforce.com Inc., 1.95%, 07/15/31 (Call 04/15/31) | 1470 | 1219071 |
| VMware Inc., 2.20%, 08/15/31 (Call 05/15/31)<sup>(a)</sup> | 1479 | 1173113 |
|  |  | 9292888 |
| **Telecommunications — 7.7%** |  |  |
| AT&T Inc., 2.75%, 06/01/31 (Call 03/01/31) | 2959 | 2554298 |
| Motorola Solutions Inc., 2.75%, 05/24/31 (Call 02/24/31) | 834 | 691928 |
| Orange SA, 9.00%, 03/01/31 | 2385 | 3022749 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 11/15/31 (Call 08/15/31) | 992 | 812636 |
| &nbsp;&nbsp;&nbsp;2.55%, 02/15/31 (Call 11/15/30) | 2475 | 2102710 |
| &nbsp;&nbsp;&nbsp;2.88%, 02/15/31 (Call 02/15/26) | 887 | 759139 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares<br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 04/15/31 (Call 04/15/26) | $2433 | $2181379 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 01/20/31 (Call 10/20/30)<sup>(a)</sup> | 2235 | 1799466 |
| &nbsp;&nbsp;&nbsp;2.55%, 03/21/31 (Call 12/21/30) | 4115 | 3504622 |
|  |  | 17428927 |
| **Transportation — 2.4%** |  |  |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 12/02/31 (Call 09/02/31) | 1166 | 1006783 |
| &nbsp;&nbsp;&nbsp;7.13%, 10/15/31 | 478 | 551144 |
| FedEx Corp., 2.40%, 05/15/31 (Call 02/15/31)<sup>(a)</sup> | 1039 | 877342 |
| Norfolk Southern Corp., 2.30%, 05/15/31 (Call 02/15/31) | 670 | 572763 |
| Union Pacific Corp., 2.38%, 05/20/31 (Call 02/20/31) | 1037 | 899960 |
| Walmart Inc., 1.80%, 09/22/31 (Call 06/22/31) | 1734 | 1457687 |
|  |  | 5365679 |
| **Trucking & Leasing — 0.1%** |  |  |
| GATX Corp., 1.90%, 06/01/31 (Call 03/01/31) | 336 | 261122 |
| **Water — 0.3%** |  |  |
| American Water Capital Corp., 2.30%, 06/01/31 (Call 03/01/31) | 444 | 379593 |
| Essential Utilities Inc., 2.40%, 05/01/31 (Call 02/01/31) | 423 | 351953 |
|  |  | 731546 |
| **Total Long-Term Investments — 98.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $228,287,628)** |  | 223597532 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 7.9%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(c)(d)(e)</sup> | 16904 | 16914302 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(c)(d)</sup> | 900 | 900000 |
| **Total Short-Term Securities — 7.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $17,806,207)** |  | 17814302 |
| **Total Investments — 106.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $246,093,835)** |  | 241411834 |
| **Liabilities in Excess of Other Assets — (6.6)%** |  | (15011284) |
| **Net Assets — 100.0%** |  | $226400550 |

---

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

<sup>(b)</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>(c)</sup> Affiliate of the Fund.

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

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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds**<sup>®</sup> **Dec 2031 Term Corporate ETF** |
| January 31, 2023 |  |

---

**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 | $11809184 | $5096293 <sup>(a)</sup> | $— | $(47) | $8872 | $16914302 | 16904 | $12564 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 60000 | 840000 <sup>(a)</sup> |  |  |  | 900000 | 900 | 4308 |  |
|  |  |  |  | $(47) | $8872 | $17814302 |  | $16872 | $— |

---

<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 | $— | $223597532 | $— | $223597532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 17814302 |  |  | 17814302 |
|  | $17814302 | $223597532 | $— | $241411834 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares iBonds Dec 2031 Term Corporate ETF

- **b. EDGAR series identifier (if any):** S000072204

- **c. LEI of Series:** 549300LR0SMCL4YVFM54

**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:** $236504009.34

**Total Liabilities:** $35028405.48

**Net Assets:** $201475603.86

**Cash Not Reported:** $5650.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.21000000 | **1-Year:** 0.00000000 | **5-Year:** 112190.68000000 | **10-Year:** 51838.71000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228040 | 5.19%                | -0.85%               | 4.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-365651.93              | $5338073.59                                |
| Month 2  | $-213620.67              | $-2230967.08                               |
| Month 3  | $-40218.85               | $6488998.29                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                          | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    795000 | PA      | $690433.65    | 0.34%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    611000 | PA      | $492050.52    | 0.24%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                           | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    374000 | PA      | $297356.18    | 0.15%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    520000 | PA      | $428454.00    | 0.21%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    282000 | PA      | $217898.58    | 0.11%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2135000 | PA      | $2705899.00   | 1.34%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    254000 | PA      | $215638.38    | 0.11%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    538000 | PA      | $464756.68    | 0.23%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                            | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    410000 | PA      | $314711.90    | 0.16%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    967000 | PA      | $831262.21    | 0.41%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1548790.56   | 0.77%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                              | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    290000 | PA      | $224402.00    | 0.11%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    480000 | PA      | $409900.80    | 0.20%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1102486.74   | 0.55%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    423000 | PA      | $351952.92    | 0.17%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                              | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    304000 | PA      | $249699.52    | 0.12%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    770000 | PA      | $634764.90    | 0.32%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3155437.35   | 1.57%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    443000 | PA      | $382836.17    | 0.19%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    255000 | PA      | $212715.90    | 0.11%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                            | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    495000 | PA      | $414889.20    | 0.21%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $279119.75    | 0.14%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $406357.82    | 0.20%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    715000 | PA      | $582546.25    | 0.29%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| VISA INC                                       | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    852000 | PA      | $678975.84    | 0.34%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $978783.11    | 0.49%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    935000 | PA      | $798321.70    | 0.40%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    887000 | PA      | $759138.95    | 0.38%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    365000 | PA      | $293489.20    | 0.15%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    575000 | PA      | $484063.75    | 0.24%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    329000 | PA      | $384304.90    | 0.19%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    675000 | PA      | $562869.00    | 0.28%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                               | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    481000 | PA      | $372789.43    | 0.19%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    515000 | PA      | $432759.65    | 0.21%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    482000 | PA      | $399867.20    | 0.20%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                     | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    465000 | PA      | $377631.15    | 0.19%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1071439.39   | 0.53%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                          | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    477000 | PA      | $418338.54    | 0.21%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $1835107.89   | 0.91%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    480000 | PA      | $387105.60    | 0.19%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    421000 | PA      | $340492.17    | 0.17%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    845000 | PA      | $678501.20    | 0.34%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    295000 | PA      | $241584.35    | 0.12%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    389000 | PA      | $333361.33    | 0.17%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    603000 | PA      | $502329.15    | 0.25%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1094000 | PA      | $938148.76    | 0.47%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ATLANTIC CITY ELECTRIC                         | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $273032.50    | 0.14%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                            | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $325916.00    | 0.16%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Conoco Funding Co                              | Conoco Funding Co                                                               | CUSIP: 20825UAC8<br>LEI: XX71EBFZWSRCIL200314 | Long             | DBT              | CORP              | CA        |    381000 | PA      | $447716.91    | 0.22%             | 2031-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                    | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    680000 | PA      | $624287.60    | 0.31%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    885000 | PA      | $724514.10    | 0.36%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    902000 | PA      | $766438.42    | 0.38%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                      | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    598000 | PA      | $502792.42    | 0.25%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $947255.00    | 0.47%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    489000 | PA      | $373503.09    | 0.19%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    449000 | PA      | $376338.33    | 0.19%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    606000 | PA      | $536564.52    | 0.27%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    715000 | PA      | $648640.85    | 0.32%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                      | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    637000 | PA      | $547839.11    | 0.27%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    672000 | PA      | $563754.24    | 0.28%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    799000 | PA      | $656362.52    | 0.33%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                          | Norfolk Southern Corp                                                           | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $504373.30    | 0.25%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    736000 | PA      | $761553.92    | 0.38%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    765000 | PA      | $654916.50    | 0.33%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    936000 | PA      | $775625.76    | 0.38%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    801000 | PA      | $653535.90    | 0.32%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTN                       | Safehold Operating Partnership LP                                               | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    350000 | PA      | $278960.50    | 0.14%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    660000 | PA      | $554340.60    | 0.28%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    506000 | PA      | $488355.78    | 0.24%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                | Life Storage LP                                                                 | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    487000 | PA      | $390082.13    | 0.19%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    366000 | PA      | $302239.14    | 0.15%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    579000 | PA      | $422930.55    | 0.21%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                           | Physicians Realty LP                                                            | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    453000 | PA      | $378137.22    | 0.19%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1211520.18   | 0.60%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    875000 | PA      | $743540.00    | 0.37%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                    | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    414000 | PA      | $344203.74    | 0.17%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    805000 | PA      | $670524.75    | 0.33%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    715000 | PA      | $603202.60    | 0.30%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    330000 | PA      | $374553.30    | 0.19%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                   | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    890000 | PA      | $736466.10    | 0.37%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    658000 | PA      | $543185.58    | 0.27%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1042238.52   | 0.52%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    418000 | PA      | $337710.56    | 0.17%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    517000 | PA      | $442464.11    | 0.22%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    833000 | PA      | $674463.44    | 0.33%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2238661.80   | 1.11%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                        | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $260300.80    | 0.13%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                  | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    570000 | PA      | $486381.00    | 0.24%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    808000 | PA      | $692439.84    | 0.34%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    423000 | PA      | $348061.32    | 0.17%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                       | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    444000 | PA      | $379593.36    | 0.19%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                            | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    355000 | PA      | $447946.10    | 0.22%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    610000 | PA      | $502908.40    | 0.25%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    541000 | PA      | $575889.09    | 0.29%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $1033026.30   | 0.51%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    693000 | PA      | $538246.17    | 0.27%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    655000 | PA      | $520967.35    | 0.26%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                               | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    337000 | PA      | $255553.84    | 0.13%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $905776.80    | 0.45%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    641000 | PA      | $529151.91    | 0.26%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    997000 | PA      | $807918.95    | 0.40%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    985000 | PA      | $835240.60    | 0.41%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    463000 | PA      | $368487.81    | 0.18%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $573517.00    | 0.28%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                       | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    403000 | PA      | $319566.91    | 0.16%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2455187.28   | 1.22%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    341000 | PA      | $265826.55    | 0.13%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  17475210 | NS      | $17485695.24  | 8.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    655000 | PA      | $541743.95    | 0.27%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                      | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    355000 | PA      | $304100.10    | 0.15%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                       | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    345000 | PA      | $275941.35    | 0.14%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $988612.38    | 0.49%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    599000 | PA      | $515235.84    | 0.26%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                     | Kellogg Co                                                                      | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    481000 | PA      | $565377.02    | 0.28%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $850999.14    | 0.42%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    472000 | PA      | $543456.08    | 0.27%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                  | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    455000 | PA      | $386190.35    | 0.19%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    752000 | PA      | $612759.68    | 0.30%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| EAGLE MATERIALS                                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    668000 | PA      | $545789.40    | 0.27%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1060973.64   | 0.53%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333588.75    | 0.17%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887000 | PA      | $834037.23    | 0.41%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    975000 | PA      | $818122.50    | 0.41%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    635000 | PA      | $537006.80    | 0.27%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $925831.60    | 0.46%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1293760.35   | 0.64%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    505000 | PA      | $424210.10    | 0.21%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                     | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    716000 | PA      | $598611.80    | 0.30%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    951000 | PA      | $822082.44    | 0.41%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    405000 | PA      | $336299.85    | 0.17%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                       | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    367000 | PA      | $429467.07    | 0.21%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    607000 | PA      | $479530.00    | 0.24%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                   | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    299000 | PA      | $245470.03    | 0.12%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    692000 | PA      | $538659.72    | 0.27%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                 | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    421000 | PA      | $318608.59    | 0.16%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    526000 | PA      | $424676.62    | 0.21%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                               | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $424975.20    | 0.21%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    430000 | PA      | $345320.10    | 0.17%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399230.00    | 0.20%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $941914.15    | 0.47%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    445000 | PA      | $358091.50    | 0.18%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    324000 | PA      | $253850.76    | 0.13%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $452256.03    | 0.22%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| MARSH & MCLENNAN COS INC                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    431000 | PA      | $361415.05    | 0.18%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                    | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $919500.33    | 0.46%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | PA      | $506141.22    | 0.25%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $828120.00    | 0.41%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    557000 | PA      | $489419.19    | 0.24%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    968000 | PA      | $794534.40    | 0.39%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| NEWMARKET CORP                                 | NewMarket Corp                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    329000 | PA      | $272313.30    | 0.14%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                            | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    465000 | PA      | $391255.65    | 0.19%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    390000 | PA      | $330720.00    | 0.16%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    467000 | PA      | $391518.79    | 0.19%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1874398.75   | 0.93%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                            | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    727000 | PA      | $593769.98    | 0.29%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    298000 | PA      | $331751.48    | 0.16%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $398992.40    | 0.20%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1276671.60   | 0.63%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                 | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    167000 | PA      | $135806.07    | 0.07%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                          | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    289000 | PA      | $251250.82    | 0.12%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                   | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    521000 | PA      | $417993.09    | 0.21%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                        | Becton Dickinson and Co                                                         | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $828913.82    | 0.41%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                 | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    598000 | PA      | $504963.16    | 0.25%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    830000 | PA      | $719991.80    | 0.36%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                                | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $230887.80    | 0.11%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| OHIOHEALTH CORP                                | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $272350.00    | 0.14%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    768000 | PA      | $619599.36    | 0.31%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    247000 | PA      | $199862.52    | 0.10%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    395000 | PA      | $330413.55    | 0.16%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    264000 | PA      | $202947.36    | 0.10%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    284000 | PA      | $239065.52    | 0.12%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                       | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $454688.00    | 0.23%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $885632.40    | 0.44%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $281506.96    | 0.14%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                      | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    336000 | PA      | $261122.40    | 0.13%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                    | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    410000 | PA      | $447424.80    | 0.22%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                        | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    513000 | PA      | $415996.83    | 0.21%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1847836.50   | 0.92%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    370000 | PA      | $295781.70    | 0.15%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $802740.00    | 0.40%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    482000 | PA      | $405564.44    | 0.20%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $920618.10    | 0.46%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| YAMANA GOLD INC                                | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $299716.20    | 0.15%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    473000 | PA      | $404012.95    | 0.20%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    972000 | PA      | $792500.76    | 0.39%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                               | WestRock MWV LLC                                                                | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    376000 | PA      | $438573.92    | 0.22%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    632000 | PA      | $539588.96    | 0.27%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283864.00    | 0.14%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                            | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    365000 | PA      | $410614.05    | 0.20%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    679000 | PA      | $569585.94    | 0.28%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $236350.50    | 0.12%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    675000 | PA      | $546642.00    | 0.27%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                      | Baidu Inc                                                                       | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    412000 | PA      | $340748.72    | 0.17%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| NATIONAL HEALTH INVESTOR                       | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    335000 | PA      | $255772.50    | 0.13%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                          | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159649.40    | 0.08%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1159220.70   | 0.58%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1166000 | PA      | $1006782.70   | 0.50%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    480000 | PA      | $389568.00    | 0.19%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    295000 | PA      | $329700.85    | 0.16%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    309000 | PA      | $252737.28    | 0.13%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CGI INC                                        | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    359000 | PA      | $282073.48    | 0.14%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $294440.80    | 0.15%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    490000 | PA      | $436452.80    | 0.22%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Burlington Resources LLC                       | Burlington Resources LLC                                                        | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    330000 | PA      | $391089.60    | 0.19%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    467000 | PA      | $385242.31    | 0.19%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    290000 | PA      | $239795.20    | 0.12%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                              | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $352611.00    | 0.18%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    514000 | PA      | $425597.14    | 0.21%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $158838.69    | 0.08%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    363000 | PA      | $418546.26    | 0.21%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    460000 | PA      | $373299.20    | 0.19%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    965000 | PA      | $827468.20    | 0.41%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                 | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    437000 | PA      | $350058.85    | 0.17%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    416000 | PA      | $348221.12    | 0.17%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    720000 | PA      | $603280.80    | 0.30%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1575458.50   | 0.78%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                               | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    383000 | PA      | $291635.35    | 0.14%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                             | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    795000 | PA      | $718489.20    | 0.36%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UDR INC                                        | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    547000 | PA      | $476705.03    | 0.24%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                          | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    608000 | PA      | $486691.84    | 0.24%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1238942.98   | 0.61%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                             | STORE Capital Corp                                                              | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    306000 | PA      | $230344.56    | 0.11%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    599000 | PA      | $462128.50    | 0.23%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    349000 | PA      | $287506.20    | 0.14%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                           | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    867000 | PA      | $702972.27    | 0.35%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    600000 | PA      | $486684.00    | 0.24%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                            | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    463000 | PA      | $541872.05    | 0.27%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                        | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $212345.43    | 0.11%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    557000 | PA      | $468130.65    | 0.23%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                 | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1436713.66   | 0.71%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    862000 | PA      | $719313.14    | 0.36%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BANNER HEALTH                                  | Banner Health                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139031.10    | 0.07%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    857000 | PA      | $727404.46    | 0.36%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $536919.50    | 0.27%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                                                 | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    504000 | PA      | $408260.16    | 0.20%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    351000 | PA      | $281926.71    | 0.14%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    889000 | PA      | $739674.67    | 0.37%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                        | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    822000 | PA      | $709591.50    | 0.35%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    575000 | PA      | $460172.50    | 0.23%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| LXP INDUSTRIAL TRUST                           | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    384000 | PA      | $302353.92    | 0.15%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                      | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    337000 | PA      | $277094.88    | 0.14%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CHOICE HOTELS INTL INC                         | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $257183.60    | 0.13%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                             | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    507000 | PA      | $457141.62    | 0.23%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    922000 | PA      | $765425.96    | 0.38%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                          | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    568000 | PA      | $479641.92    | 0.24%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                               | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    383000 | PA      | $310490.44    | 0.15%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                       | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    862000 | PA      | $723864.50    | 0.36%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                       | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    496000 | PA      | $404740.96    | 0.20%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                             | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    233000 | PA      | $190095.38    | 0.09%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    810000 | PA      | $664775.10    | 0.33%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1018005.76   | 0.51%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                           | Tanger Properties LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    330000 | PA      | $253753.50    | 0.13%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $850559.85    | 0.42%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $426113.95    | 0.21%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                        | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $199928.60    | 0.10%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                        | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    334000 | PA      | $276715.66    | 0.14%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    828000 | PA      | $677833.92    | 0.34%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| TJX COS INC                                    | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $356906.00    | 0.18%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                    | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206560.00    | 0.10%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                              | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    439000 | PA      | $371231.57    | 0.18%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                       | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    437000 | PA      | $341130.94    | 0.17%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $909646.59    | 0.45%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    479000 | PA      | $405827.96    | 0.20%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    218000 | PA      | $180998.86    | 0.09%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                       | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    690000 | PA      | $589115.10    | 0.29%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                    | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    422000 | PA      | $340895.82    | 0.17%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    914000 | PA      | $781497.42    | 0.39%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    951000 | PA      | $767371.41    | 0.38%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                         | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    572000 | PA      | $457537.08    | 0.23%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2133000 | PA      | $1912405.14   | 0.95%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    948000 | PA      | $792082.44    | 0.39%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    860000 | PA      | $687664.60    | 0.34%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    695000 | PA      | $583890.35    | 0.29%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    501000 | PA      | $428029.35    | 0.21%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    534000 | PA      | $431893.86    | 0.21%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    545000 | PA      | $639966.25    | 0.32%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    815000 | PA      | $662187.50    | 0.33%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $626685.00    | 0.31%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    817000 | PA      | $680838.78    | 0.34%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| ROSS STORES INC                                | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    537000 | PA      | $435759.39    | 0.22%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    781000 | PA      | $645394.97    | 0.32%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $366058.80    | 0.18%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    520000 | PA      | $404055.60    | 0.20%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    624000 | PA      | $501727.20    | 0.25%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    265000 | PA      | $205918.25    | 0.10%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1078090.00   | 0.54%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    475000 | PA      | $381657.75    | 0.19%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2165844.07   | 1.07%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    667000 | PA      | $560640.18    | 0.28%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    779000 | PA      | $646297.35    | 0.32%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                          | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    603000 | PA      | $504692.91    | 0.25%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    625000 | PA      | $491743.75    | 0.24%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                              | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    495000 | PA      | $410538.15    | 0.20%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $530931.75    | 0.26%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    600000 | PA      | $491370.00    | 0.24%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    245000 | PA      | $193861.15    | 0.10%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    697000 | PA      | $564709.40    | 0.28%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                       | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    398000 | PA      | $309703.70    | 0.15%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    842000 | PA      | $689757.98    | 0.34%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                       | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    389000 | PA      | $297417.73    | 0.15%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                             | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249267.90    | 0.12%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                      | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    557000 | PA      | $624591.95    | 0.31%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $412923.00    | 0.20%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $253903.55    | 0.13%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                              | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    367000 | PA      | $306984.49    | 0.15%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    746000 | PA      | $651586.24    | 0.32%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1190392.24   | 0.59%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    897000 | PA      | $778461.45    | 0.39%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                               | Spirit Realty LP                                                                | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              |  | US        |    347000 | PA      | $293162.95    | 0.15%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                                            | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    468000 | PA      | $399377.16    | 0.20%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    972000 | PA      | $788709.96    | 0.39%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    471000 | PA      | $400665.57    | 0.20%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    428000 | PA      | $370220.00    | 0.18%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                       | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297685 | PA      | $272470.94    | 0.14%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                       | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    375000 | PA      | $311077.50    | 0.15%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                          | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    333000 | PA      | $289819.89    | 0.14%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    859000 | PA      | $711870.48    | 0.35%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| EQUIFAX INC                                    | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    888000 | PA      | $730459.92    | 0.36%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                              | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    803000 | PA      | $681971.84    | 0.34%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                     | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $188193.25    | 0.09%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                     | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    830000 | PA      | $662746.70    | 0.33%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    756000 | PA      | $649207.44    | 0.32%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | PROLOGIS LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    314000 | PA      | $256883.40    | 0.13%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $1778935.80   | 0.88%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                            | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    518000 | PA      | $427054.74    | 0.21%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1144788.38   | 0.57%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                     | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    899000 | PA      | $759124.59    | 0.38%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    376000 | PA      | $320927.28    | 0.16%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                      | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    235000 | PA      | $192354.55    | 0.10%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                         | Arizona Public Service Co                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    365000 | PA      | $289722.40    | 0.14%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $885324.00    | 0.44%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1209531.09   | 0.60%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    620000 | PA      | $486055.20    | 0.24%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $260895.60    | 0.13%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    797000 | PA      | $655229.64    | 0.33%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1832958.60   | 0.91%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                   | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    290000 | PA      | $228630.20    | 0.11%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1557926.55   | 0.77%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    772000 | PA      | $667780.00    | 0.33%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $920114.00    | 0.46%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    900000 | NS      | $900000.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $554055.70    | 0.27%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                                       | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    668000 | PA      | $580919.52    | 0.29%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    784000 | PA      | $674632.00    | 0.33%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    173000 | PA      | $150440.80    | 0.07%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    478000 | PA      | $401022.88    | 0.20%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    260000 | PA      | $213408.00    | 0.11%             | 2031-08-15      | Fixed         | 1.75%                 | 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