# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071992
**Filing Date:** 2023-3
**Character Count:** 209720
**Document Hash:** d7a2c6e3a75dd13c25fb9c6cf7a0075b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071992.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071992

**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:** 23774130

**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 Floating Rate Bond ETF (Series ID: S000033136)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000102031 | iShares Floating Rate Bond ETF | FLOT            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Auto Manufacturers — 5.3%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.96%, 05/10/23, (3 mo. LIBOR US + 0.370%)<sup>(a)</sup> | $15617 | $15618249 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.09%, 01/12/24, (3 mo. LIBOR US + 0.280%)<sup>(a)(b)</sup> | 18979 | 18939903 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 09/08/23, (3 mo. LIBOR US + 0.420%)<sup>(a)(b)</sup> | 11207 | 11205319 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.23%, 01/12/26<sup>(b)</sup> | 20000 | 20069200 |
| BMW U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.51%, 08/12/24, (1 day SOFR + 0.380%)<sup>(a)(c)</sup> | 22052 | 21873158 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.84%, 04/01/24, (1 day SOFR + 0.530%)<sup>(a)(b)(c)</sup> | 22675 | 22577044 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.15%, 04/01/25, (1 day SOFR + 0.840%)<sup>(a)(c)</sup> | 9207 | 9144300 |
| Daimler Trucks Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 06/14/23, (1 day SOFR + 0.500%)<sup>(a)(c)</sup> | 12477 | 12464274 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 12/14/23, (1 day SOFR + 0.500%)<sup>(a)(c)</sup> | 8090 | 8076166 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 12/13/24, (1 day SOFR + 0.750%)<sup>(a)(c)</sup> | 15225 | 15107006 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.31%, 04/05/24, (1 day SOFR + 0.750%)<sup>(a)(b)(c)</sup> | 25445 | 25440420 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 10/15/24, (1 day SOFR + 0.620%)<sup>(a)</sup> | 14693 | 14338458 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.03%, 03/08/24, (1 day SOFR + 0.760%)<sup>(a)</sup> | 18525 | 18414591 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 02/26/27, (1 day SOFR + 0.620%)<sup>(a)</sup> | 11285 | 10889799 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.36%, 11/17/23, (1 day SOFR + 1.200%)<sup>(a)(b)</sup> | 30733 | 30716712 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.61%, 04/07/25, (1 day SOFR + 1.040%)<sup>(a)</sup> | 12320 | 12250639 |
| Mercedes-Benz Finance North America LLC, 5.35%, 05/04/23, (3 mo. LIBOR US + 0.840%)<sup>(a)(b)(c)</sup> | 9814 | 9823912 |
| Nissan Motor Acceptance Corp., 5.37%, 03/08/24, (3 mo. LIBOR US + 0.640%)<sup>(a)(b)(c)</sup> | 14900 | 14799276 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 06/18/24, (1 day SOFR + 0.260%)<sup>(a)</sup> | 26944 | 26811975 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 09/13/24, (1 day SOFR + 0.290%)<sup>(a)</sup> | 15505 | 15454299 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 04/06/23, (1 day SOFR + 0.320%)<sup>(a)</sup> | 12979 | 12973938 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/13/25, (1 day SOFR + 0.290%)<sup>(a)</sup> | 29399 | 29250241 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.64%, 01/11/24, (1 day SOFR + 0.330%)<sup>(a)(b)</sup> | 26718 | 26704908 |
| &nbsp;&nbsp;&nbsp;4.87%, 01/10/25 | 20000 | 20013200 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 03/22/24, (1 day SOFR + 0.320%)<sup>(a)</sup> | 5706 | 5718325 |
| Volkswagen Group of America Finance LLC, 5.21%, 06/07/24<sup>(a)(c)</sup> | 27565 | 27477619 |
|  |  | 456152931 |
| **Banks — 50.4%** |  |  |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.62%, 04/25/26 (Call 04/25/25), (3 mo. LIBOR US + 1.230%)<sup>(a)(b)</sup> | 28905 | 28979864 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.62%, 04/26/26 (Call 04/26/25), (1 day SOFR + 1.180%)<sup>(a)</sup> | 17520 | 17545054 |
| ANZ New Zealand Int'l Ltd./London, 4.77%, 02/18/25, (1 day SOFR + 0.600%)<sup>(a)(c)</sup> | 12164 | 12123129 |
| ASB Bank Ltd., 5.72%, 06/14/23, (3 mo. LIBOR US + 0.970%)<sup>(a)(b)(c)</sup> | 11197 | 11223761 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 05/24/24, (1 day SOFR + 1.240%)<sup>(a)</sup> | 25800 | 25807482 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.78%, 02/23/23, (3 mo. LIBOR US + 1.090%)<sup>(a)</sup> | 17132 | 17137140 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.93%, 04/12/23, (3 mo. LIBOR US + 1.120%)<sup>(a)</sup> | 18205 | 18209915 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 04/22/25 (Call 04/22/24), (1 day SOFR + 0.690%)<sup>(a)</sup> | 23242 | 23112774 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.03%, 10/24/24 (Call 10/24/23), (1 day SOFR + 0.730%)<sup>(a)(b)</sup> | 14787 | 14779015 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 07/22/27 (Call 07/22/26), (1 day SOFR + 0.970%)<sup>(a)(b)</sup> | 15145 | 14877994 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 02/05/26 (Call 02/05/25), (3 mo. LIBOR US + 0.770%)<sup>(a)(b)</sup> | 55665 | 55544764 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 04/25/25 (Call 04/27/24)<sup>(a)(b)</sup> | 17440 | 17454998 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.53%, 09/15/26, (3 mo. LIBOR US + 0.760%)<sup>(a)(b)</sup> | $12050 | $11894555 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.56%, 03/05/24 (Call 03/05/23), (3 mo. LIBOR US + 0.790%)<sup>(a)</sup> | 57549 | 57569142 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.64%, 04/02/26 (Call 04/02/25), (1 day SOFR + 1.330%)<sup>(a)</sup> | 13915 | 13944361 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.78%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.960%)<sup>(a)(b)</sup> | 22876 | 22919464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025, 4.76%, 02/04/25 (Call 02/04/24), (1 day SOFR + 0.660%)<sup>(a)</sup> | 29755 | 29560700 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 09/15/23, (1 day SOFR + 0.265%)<sup>(a)</sup> | 20954 | 20927388 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 04/14/23, (1 day SOFR + 0.270%)<sup>(a)</sup> | 9204 | 9202803 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.62%, 12/08/23, (1 day SOFR + 0.350%)<sup>(a)</sup> | 24905 | 24831281 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 07/09/24, (1 day SOFR + 0.320%)<sup>(a)(b)</sup> | 11885 | 11834251 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 01/10/25, (1 day SOFR + 0.465%)<sup>(a)</sup> | 23791 | 23626842 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 09/15/26, (1 day SOFR + 0.620%)<sup>(a)(b)</sup> | 13726 | 13285807 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.97%, 03/10/23, (1 day SOFR + 0.680%)<sup>(a)(b)</sup> | 51052 | 51079568 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.98%, 03/08/24, (1 day SOFR + 0.710%)<sup>(a)</sup> | 14549 | 14561221 |
| &nbsp;&nbsp;&nbsp;5.02%, 12/12/24 | 20050 | 20076266 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.33%, 06/07/25<sup>(a)(b)</sup> | 12720 | 12706135 |
| Bank of New York Mellon Corp., 4.92%, 04/25/25 (Call 03/25/25)<sup>(a)(b)</sup> | 14730 | 14664304 |
| Bank of New York Mellon Corp. (The)4.56%, 04/26/24 (Call 03/26/24), (1 day SOFR + 0.260%)<sup>(a)(b)</sup> | 10244 | 10199439 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series J, 4.50%, 10/25/24 (Call 09/25/24), (1 day SOFR + 0.200%)<sup>(a)(b)</sup> | 2661 | 2637290 |
| Bank of New Zealand, 5.11%, 01/27/27, (1 day SOFR + 0.810%)<sup>(a)(c)</sup> | 11250 | 11047388 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 09/15/23, (1 day SOFR + 0.260%)<sup>(a)</sup> | 23123 | 23101264 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 07/31/24, (1 day SOFR + 0.380%)<sup>(a)(b)</sup> | 21986 | 21875630 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 04/15/24, (1 day SOFR + 0.445%)<sup>(a)</sup> | 21982 | 21948148 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 01/10/25, (1 day SOFR + 0.460%)<sup>(a)(b)</sup> | 10705 | 10602553 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 03/02/26, (1 day SOFR + 0.545%)<sup>(a)</sup> | 8884 | 8716892 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.84%, 09/15/23, (1 day SOFR + 0.550%)<sup>(a)</sup> | 58673 | 58655985 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 09/15/26, (1 day SOFR + 0.610%)<sup>(a)(b)</sup> | 11120 | 10735582 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 04/11/25<sup>(a)</sup> | 15650 | 15585679 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/11/24, (1 day SOFR + 0.960%)<sup>(a)</sup> | 7402 | 7430942 |
| Banque Federative du Credit Mutuel SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 02/04/25, (1 day SOFR + 0.410%)<sup>(a)(c)</sup> | 26736 | 26272665 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.77%, 07/20/23, (3 mo. LIBOR US + 0.960%)<sup>(a)(c)</sup> | 14305 | 14324312 |
| Barclays PLC, 6.02%, 05/16/24 (Call 05/16/23), (3 mo. LIBOR US + 1.380%)<sup>(a)</sup> | 54892 | 54979278 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/14/25, (1 day SOFR + 0.570%)<sup>(a)(b)(c)</sup> | 5770 | 5685527 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.98%, 09/12/23, (3 mo. LIBOR US + 1.240%)<sup>(a)(c)</sup> | 18506 | 18567440 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 06/22/23, (1 day SOFR + 0.340%)<sup>(a)</sup> | 24125 | 24097980 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.71%, 12/14/23, (1 day SOFR + 0.400%)<sup>(a)(b)</sup> | 17801 | 17776079 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.73%, 10/18/24, (1 day SOFR + 0.420%)<sup>(a)</sup> | 22820 | 22708182 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.11%, 03/17/23, (1 day SOFR + 0.800%)<sup>(a)</sup> | 42620 | 42614459 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 04/07/25<sup>(a)(b)</sup> | 21035 | 20796042 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 09/13/23, (3 mo. LIBOR US + 0.660%)<sup>(a)(b)</sup> | 19776 | 19800918 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 05/01/25 (Call 05/01/24), (1 day SOFR + 0.669%)<sup>(a)</sup> | 17451 | 17287484 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/25/26 (Call 01/25/25), (1 day SOFR + 1.528%)<sup>(a)(b)</sup> | 20696 | 20414327 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.06%, 06/09/27 (Call 06/09/26), (1 day SOFR + 0.770%)<sup>(a)(b)</sup> | 22255 | 21585570 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.57%, 05/24/25 (Call 05/24/24), (1 day SOFR + 1.372%)<sup>(a)</sup> | $20140 | $20205656 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 05/17/24 (Call 05/17/23), (3 mo. LIBOR US + 1.100%)<sup>(a)</sup> | 54510 | 54542706 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.78%, 06/01/24 (Call 06/01/23), (3 mo. LIBOR US + 1.023%)<sup>(a)</sup> | 37044 | 37125497 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.84%, 03/17/26 (Call 03/17/25), (1 day SOFR + 1.280%)<sup>(a)(b)</sup> | 11890 | 11919963 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 07/01/26 (Call 07/01/25), (3 mo. LIBOR US + 1.250%)<sup>(a)(b)</sup> | 23454 | 23767815 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.71%, 07/07/25, (1 day SOFR + 0.400%)<sup>(a)(b)(c)</sup> | 54716 | 54275536 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 06/15/26, (1 day SOFR + 0.520%)<sup>(a)(c)</sup> | 17276 | 16996129 |
| &nbsp;&nbsp;&nbsp;4.93%, 01/10/25 | 15500 | 15527900 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.05%, 03/14/25, (1 day SOFR + 0.400%)<sup>(a)(b)(c)</sup> | 47470 | 47592947 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.28%, 03/14/27, (1 day SOFR + 0.740%)<sup>(a)(b)(c)</sup> | 8685 | 8608138 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 03/16/23, (3 mo. LIBOR US + 0.700%)<sup>(a)(b)(c)</sup> | 5354 | 5355499 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 06/04/24, (3 mo. LIBOR US + 0.820%)<sup>(a)(b)(c)</sup> | 7800 | 7825116 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 01/12/24, (1 day SOFR + 0.300%)<sup>(a)(b)</sup> | 30645 | 30512307 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 01/10/25, (1 day SOFR + 0.300%)<sup>(a)</sup> | 19265 | 19070424 |
| Credit Agricole SA/London, 5.84%, 04/24/23, (3 mo. LIBOR US + 1.020%)<sup>(a)(c)</sup> | 21259 | 21285999 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 08/09/23, (1 day SOFR + 0.380%)<sup>(a)</sup> | 32990 | 32529130 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 02/02/24, (1 day SOFR + 0.390%)<sup>(a)</sup> | 35990 | 35181665 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.43%, 02/21/25, (1 day SOFR + 0.380%)<sup>(a)</sup> | 4750 | 4547413 |
| Credit Suisse Group AG, 5.98%, 06/12/24 (Call 06/12/23), (3 mo. LIBOR US + 1.240%)<sup>(a)(c)</sup> | 34530 | 33304530 |
| Danske Bank A/S, 5.80%, 09/12/23, (3 mo. LIBOR US + 1.060%)<sup>(a)(b)(c)</sup> | 15244 | 15248116 |
| DBS Group Holdings Ltd., 4.46%, 11/22/24, (1 day SOFR + 0.300%)<sup>(a)(c)</sup> | 5750 | 5708370 |
| Deutsche Bank AG/New York NY 5.37%, 11/16/27 (Call 11/16/26), (1 day SOFR + 1.219%)<sup>(a)(b)</sup> | 10900 | 10266492 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.97%, 02/27/23, (3 mo. LIBOR US + 1.230%)<sup>(a)(b)</sup> | 14275 | 14275428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 4.59%, 11/08/23, (1 day SOFR + 0.500%)<sup>(a)(b)</sup> | 25640 | 25530774 |
| DNB Bank ASA, 5.14%, 03/28/25 (Call 03/28/24), (3 mo. LIBOR US + 0.390%)<sup>(a)(c)</sup> | 11734 | 11673101 |
| Federation des Caisses Desjardins du Quebec, 4.62%, 05/21/24, (1 day SOFR + 0.430%)<sup>(a)(b)(c)</sup> | 8751 | 8708295 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 09/10/24 (Call 09/10/23), (1 day SOFR + 0.500%)<sup>(a)</sup> | 14514 | 14465233 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 10/21/24 (Call 10/21/23), (1 day SOFR + 0.490%)<sup>(a)(b)</sup> | 21691 | 21586449 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/08/24 (Call 03/08/23), (1 day SOFR + 0.580%)<sup>(a)(b)</sup> | 23401 | 23340157 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 01/24/25 (Call 01/24/24), (1 day SOFR + 0.620%)<sup>(a)(b)</sup> | 23720 | 23575308 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.07%, 12/09/26 (Call 12/09/25), (1 day SOFR + 0.540%)<sup>(a)</sup> | 10180 | 9889666 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.09%, 03/09/27 (Call 03/09/26), (1 day SOFR + 0.810%)<sup>(a)</sup> | 15715 | 15256436 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.11%, 09/10/27 (Call 09/10/26)<sup>(a)(b)</sup> | 11400 | 11027448 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.22%, 10/21/27 (Call 10/21/26), (1 day SOFR + 0.920%)<sup>(a)(b)</sup> | 11245 | 10908325 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 02/23/23, (3 mo. LIBOR US + 0.750%)<sup>(a)</sup> | 93118 | 93116138 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.68%, 03/15/24, (1 day SOFR + 1.390%)<sup>(a)(b)</sup> | 10050 | 10122863 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.33%, 11/29/23, (3 mo. LIBOR US + 1.600%)<sup>(a)</sup> | $65156 | $65823849 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.55%, 10/28/27 (Call 10/28/26), (3 mo. LIBOR US + 1.750%)<sup>(a)(b)</sup> | 37500 | 38605125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series., 5.78%, 05/15/26 (Call 05/15/25), (3 mo. LIBOR US + 1.170%)<sup>(a)</sup> | 57085 | 57562231 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 11/22/24 (Call 11/22/23), (1 day SOFR + 0.580%)<sup>(a)(b)</sup> | 20247 | 19920618 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 05/18/24 (Call 05/18/23), (3 mo. LIBOR US + 1.000%)<sup>(a)</sup> | 72600 | 72662436 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.70%, 03/10/26 (Call 03/10/25), (1 day SOFR + 0.580%)<sup>(a)(b)</sup> | 17875 | 17850154 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.97%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.230%)<sup>(a)(b)</sup> | 19383 | 19247125 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.12%, 09/12/26 (Call 09/12/25), (3 mo. LIBOR US + 0.380%)<sup>(a)(b)</sup> | 27353 | 27127064 |
| Huntington National Bank (The), 5.35%, 05/16/25 (Call 05/16/24), (1 day SOFR + 1.190%)<sup>(a)(b)</sup> | 12900 | 12868266 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.32%, 04/01/27 (Call 04/01/26), (1 day SOFR + 1.010%)<sup>(a)</sup> | 16650 | 16121196 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 10/02/23, (3 mo. LIBOR US + 1.000%)<sup>(a)(b)</sup> | 21016 | 21054459 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.95%, 03/28/26 (Call 03/28/25), (1 day SOFR + 1.010%)<sup>(a)(b)</sup> | 14479 | 14458874 |
| International Bank for Reconstruction & Development, 4.68%, 01/12/27 | 70000 | 70027300 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 06/01/25 (Call 06/01/24), (1 day SOFR + 0.535%)<sup>(a)(b)</sup> | 16899 | 16750289 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 03/16/24 (Call 03/16/23), (1 day SOFR + 0.580%)<sup>(a)(b)</sup> | 45142 | 45118526 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 06/23/25 (Call 06/23/24), (1 day SOFR + 0.580%)<sup>(a)(b)</sup> | 14874 | 14721095 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.89%, 12/10/25 (Call 12/10/24), (1 day SOFR + 0.600%)<sup>(a)</sup> | 13450 | 13279992 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.08%, 09/22/27 (Call 09/22/26), (1 day SOFR + 0.765%)<sup>(a)(b)</sup> | 18600 | 18113796 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 02/24/26 (Call 02/24/25), (1 day SOFR + 0.920%)<sup>(a)</sup> | 28051 | 27779186 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.19%, 04/22/27 (Call 04/22/26), (1 day SOFR + 0.885%)<sup>(a)(b)</sup> | 17865 | 17554149 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.28%, 06/14/25 (Call 06/14/24)<sup>(a)(b)</sup> | 25535 | 25537298 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.55%, 04/23/24 (Call 04/23/23), (3 mo. LIBOR US + 0.730%)<sup>(a)(b)</sup> | 26747 | 26773747 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.66%, 01/10/25 (Call 01/10/24), (3 mo. LIBOR US + 0.850%)<sup>(a)(b)</sup> | 18708 | 18672268 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 07/23/24 (Call 07/23/23), (3 mo. LIBOR US + 0.890%)<sup>(a)</sup> | 37107 | 37125182 |
| KeyBank NA/Cleveland OH, 4.63%, 06/14/24 (Call 06/14/23), (1 day SOFR + 0.320%)<sup>(a)</sup> | 14500 | 14461140 |
| Kreditanstalt fuer Wiederaufbau, 5.10%, 02/12/24, (1 day SOFR + 1.000%)<sup>(a)</sup> | 55850 | 56355442 |
| Macquarie Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/06/23, (1 day SOFR + 0.300%)<sup>(a)(c)</sup> | 1965 | 1963959 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.62%, 03/21/25, (1 day SOFR + 0.300%)<sup>(a)(b)(c)</sup> | 19860 | 19905082 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 10/14/25 (Call 10/14/24), (1 day SOFR + 0.710%)<sup>(a)(c)</sup> | 17552 | 17274327 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.23%, 09/23/27 (Call 09/23/26), (1 day SOFR + 0.920%)<sup>(a)(c)</sup> | 15245 | 14735055 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;6.07%, 03/27/24 (Call 03/27/23), (3 mo. LIBOR US + 1.350%)<sup>(a)(c)</sup> | $21447 | $21459439 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 03/02/23, (3 mo. LIBOR US + 0.740%)<sup>(a)(b)</sup> | 26565 | 26572704 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.65%, 09/12/25 (Call 09/12/24)<sup>(a)(b)</sup> | 16680 | 16671493 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.68%, 07/26/23, (3 mo. LIBOR US + 0.860%)<sup>(a)(b)</sup> | 66670 | 66793339 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.96%, 07/18/25 (Call 07/18/24)<sup>(a)(b)</sup> | 15000 | 15042450 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 05/22/26 (Call 05/22/25), (1 day SOFR + 0.960%)<sup>(a)(b)</sup> | 27035 | 26801958 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.34%, 09/08/24 (Call 09/08/23), (3 mo. LIBOR US + 0.610%)<sup>(a)</sup> | 13090 | 13049945 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.39%, 05/25/24 (Call 05/25/23), (3 mo. LIBOR US + 0.630%)<sup>(a)</sup> | 41620 | 41537176 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.56%, 03/05/23, (3 mo. LIBOR US + 0.790%)<sup>(a)</sup> | 30257 | 30261236 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.74%, 09/11/24 (Call 09/11/23), (3 mo. LIBOR US + 1.000%)<sup>(a)(b)</sup> | 24465 | 24535949 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.80%, 07/10/24 (Call 07/10/23), (3 mo. LIBOR US + 0.990%)<sup>(a)</sup> | 16630 | 16638814 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.93%, 01/24/25 (Call 01/24/24), (3 mo. LIBOR US + 0.140%)<sup>(a)(b)</sup> | 48596 | 48281098 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, 02/18/26 (Call 02/18/25), (1 day SOFR + 0.950%)<sup>(a)(b)</sup> | 28130 | 27986818 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.47%, 04/17/25 (Call 04/17/24), (1 day SOFR + 0.950%)<sup>(a)(b)</sup> | 17685 | 17731688 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.77%, 05/08/24 (Call 05/08/23), (3 mo. LIBOR US + 1.220%)<sup>(a)(b)</sup> | 70676 | 70825126 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 01/12/25, (3 mo. LIBOR US + 0.600%)<sup>(a)(b)(c)</sup> | 35260 | 34926793 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.96%, 01/12/27, (1 day SOFR + 0.380%)<sup>(a)(b)(c)</sup> | 14705 | 14448104 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.41%, 04/12/23, (3 mo. LIBOR US + 0.600%)<sup>(a)(b)(c)</sup> | 7860 | 7837913 |
| National Australia Bank Ltd./New York, 5.14%, 06/09/25<sup>(a)(b)(c)</sup> | 22940 | 22911554 |
| National Bank of Canada, 4.57%, 08/06/24, (1 day SOFR + 0.490%)<sup>(a)(b)</sup> | 16840 | 16781228 |
| Natwest Group PLC, 6.27%, 06/25/24 (Call 06/25/23), (3 mo. LIBOR US + 1.550%)<sup>(a)</sup> | 33728 | 33807935 |
| NatWest Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 08/12/24, (1 day SOFR + 0.530%)<sup>(a)(c)</sup> | 8665 | 8542304 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.07%, 09/29/26, (1 day SOFR + 0.760%)<sup>(a)(c)</sup> | 13124 | 12644580 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.76%, 03/22/25, (1 day SOFR + 0.760%)<sup>(a)(b)(c)</sup> | 15700 | 15636101 |
| Nordea Bank Abp, 5.21%, 06/06/25<sup>(a)(b)(c)</sup> | 12045 | 11997543 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 01/19/24, (1 day SOFR + 0.300%)<sup>(a)</sup> | 24944 | 24896856 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 10/07/24, (1 day SOFR + 0.340%)<sup>(a)</sup> | 13942 | 13874521 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 07/29/24, (1 day SOFR + 0.360%)<sup>(a)</sup> | 21065 | 20979897 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.74%, 01/21/25, (1 day SOFR + 0.590%)<sup>(a)(b)</sup> | 10390 | 10317997 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 10/26/23, (1 day SOFR + 0.450%)<sup>(a)</sup> | 31858 | 31822319 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.83%, 01/20/26, (1 day SOFR + 0.525%)<sup>(a)</sup> | 9023 | 8886121 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.87%, 04/27/26, (1 day SOFR + 0.570%)<sup>(a)</sup> | 12163 | 11947350 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 11/02/26, (1 day SOFR + 0.590%)<sup>(a)</sup> | 10445 | 10193276 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 01/21/27, (1 day SOFR + 0.440%)<sup>(a)</sup> | 8716 | 8508995 |
| &nbsp;&nbsp;&nbsp;5.39%, 01/12/26 | 18500 | 18565305 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 10/05/23, (3 mo. LIBOR US + 0.660%)<sup>(a)(b)</sup> | 12600 | 12621924 |
| Shinhan Bank Co. Ltd., 6.50%, 04/24/25, (3 mo. LIBOR US + 1.700%)<sup>(a)(d)</sup> | 15645 | 15933337 |
| Skandinaviska Enskilda Banken AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.08%, 09/01/23, (3 mo. LIBOR US + 0.320%)<sup>(a)(c)</sup> | 18079 | 18064175 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.24%, 06/09/25<sup>(a)(b)(c)</sup> | 19850 | 19740031 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Societe Generale SA, 5.35%, 01/21/26 (Call 01/21/25), (3 mo. LIBOR US + 0.320%)<sup>(a)(b)(c)</sup> | $29467 | $28839353 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.12%, 11/23/25 (Call 11/23/24), (1 day SOFR + 0.930%)<sup>(a)(c)</sup> | 17965 | 17592765 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.05%, 03/30/26 (Call 03/30/25), (1 day SOFR + 0.930%)<sup>(a)(c)</sup> | 14305 | 14330606 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.19%, 01/14/27, (3 mo. LIBOR US + 0.080%)<sup>(a)</sup> | 18625 | 18223818 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.59%, 10/16/23, (3 mo. LIBOR US + 0.800%)<sup>(a)(b)</sup> | 27485 | 27515783 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.66%, 07/19/23, (3 mo. LIBOR US + 0.860%)<sup>(a)(b)</sup> | 20989 | 21044411 |
| &nbsp;&nbsp;&nbsp;5.74%, 01/13/26 | 10000 | 10056600 |
| Sumitomo Mitsui Trust Bank Ltd., 4.75%, 09/16/24, (1 day SOFR + 0.440%)<sup>(a)(b)(c)</sup> | 26270 | 26091889 |
| Svenska Handelsbanken AB, 5.19%, 06/10/25<sup>(a)(b)(c)</sup> | 19650 | 19516970 |
| Swedbank AB, 5.22%, 04/04/25, (1 day SOFR + 0.440%)<sup>(a)(c)</sup> | 9645 | 9592049 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 01/10/25, (1 day SOFR + 0.590%)<sup>(a)(b)</sup> | 10600 | 10501950 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.18%, 03/08/24, (1 day SOFR + 0.410%)<sup>(a)</sup> | 15455 | 15514347 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 06/02/23, (1 day SOFR + 0.220%)<sup>(a)(b)</sup> | 15753 | 15737247 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.60%, 03/04/24, (1 day SOFR + 0.355%)<sup>(a)</sup> | 27945 | 27895817 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.64%, 09/10/24, (1 day SOFR + 0.350%)<sup>(a)(b)</sup> | 31010 | 30858671 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 09/28/23, (1 day SOFR + 0.450%)<sup>(a)(b)</sup> | 10431 | 10427871 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 09/10/26, (1 day SOFR + 0.590%)<sup>(a)(b)</sup> | 10197 | 9952782 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 06/06/25<sup>(a)(b)</sup> | 14815 | 14849075 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.44%, 07/19/23, (3 mo. LIBOR US + 0.640%)<sup>(a)(b)</sup> | 16527 | 16541709 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.51%, 01/17/24 (Call 03/03/23), (1 day SOFR + 0.200%)<sup>(a)</sup> | 36625 | 36517323 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.01%, 03/09/23 (Call 02/09/23), (1 day SOFR + 0.730%)<sup>(a)(b)</sup> | 707 | 706880 |
| Truist Financial Corp., 4.68%, 06/09/25 (Call 06/09/24), (1 day SOFR + 0.400%)<sup>(a)(b)</sup> | 44425 | 43786169 |
| UBS AG London, 4.78%, 01/13/25 (Call 12/13/24), (1 day SOFR + 0.450%)<sup>(a)(c)</sup> | 10130 | 10089683 |
| UBS AG/London |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 02/09/24, (1 day SOFR + 0.360%)<sup>(a)(c)</sup> | 37100 | 37051028 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 06/01/23, (1 day SOFR + 0.320%)<sup>(a)(b)(c)</sup> | 27519 | 27496985 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 08/09/24, (1 day SOFR + 0.450%)<sup>(a)(c)</sup> | 35180 | 35115972 |
| UBS Group AG, 5.71%, 05/12/26 (Call 05/12/25), (1 day SOFR + 1.580%)<sup>(a)(b)(c)</sup> | 21150 | 21242637 |
| United Overseas Bank Ltd, 5.01%, 04/07/25<sup>(a)(b)(c)</sup> | 1205 | 1203650 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.47%, 11/18/24, (1 day SOFR + 0.300%)<sup>(a)(b)</sup> | 26470 | 26367296 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.77%, 06/03/26, (1 day SOFR + 0.520%)<sup>(a)(b)</sup> | 10295 | 10137487 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 08/26/25, (1 day SOFR + 1.000%)<sup>(a)(b)</sup> | 19365 | 19419803 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.33%, 05/15/23, (3 mo. LIBOR US + 0.720%)<sup>(a)(b)</sup> | 21308 | 21331439 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.51%, 02/26/24, (3 mo. LIBOR US + 0.770%)<sup>(a)(b)</sup> | 18124 | 18197765 |
|  |  | 4307072454 |
| **Chemicals — 0.1%** |  |  |
| DuPont de Nemours Inc., 5.72%, 11/15/23, (3 mo. LIBOR US + 1.110%)<sup>(a)(b)</sup> | 8411 | 8446579 |
| **Cosmetics & Personal Care — 0.1%** |  |  |
| GSK Consumer Healthcare Capital U.S. LLC, 5.20%, 03/24/24 (Call 03/24/23)<sup>(a)</sup> | 9905 | 9916787 |
| **Diversified Financial Services — 3.1%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.99%, 09/29/23, (1 day SOFR + 0.680%)<sup>(a)(b)</sup> | 20405 | 20254615 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.29%, 11/03/23, (1 day SOFR + 0.230%)<sup>(a)</sup> | $13383 | $13326256 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.72%, 11/04/26 (Call 10/04/26), (1 day SOFR + 0.650%)<sup>(a)(b)</sup> | 27173 | 26804262 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 05/03/24<sup>(a)(b)</sup> | 23355 | 23396338 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.18%, 03/04/25 (Call 02/01/25), (1 day SOFR + 0.930%)<sup>(a)</sup> | 16860 | 16901307 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.21%, 08/03/23 (Call 07/03/23), (3 mo. LIBOR US + 0.750%)<sup>(a)(b)</sup> | 17465 | 17482814 |
| BOC Aviation Ltd., 5.85%, 09/26/23 (Call 08/27/23), (3 mo. LIBOR US + 1.125%)<sup>(a)(b)(d)</sup> | 18940 | 18932424 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.96%, 12/06/24 (Call 12/06/23), (1 day SOFR + 0.690%)<sup>(a)</sup> | 28949 | 28654010 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.46%, 05/09/25 (Call 05/09/24), (1 day SOFR + 1.350%)<sup>(a)</sup> | 15400 | 15298052 |
| Charles Schwab Corp., 5.30%, 03/03/27 (Call 02/03/27), (1 day SOFR + 0.520%)<sup>(a)</sup> | 25050 | 24813779 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 05/13/26 (Call 04/13/26), (1 day SOFR + 0.520%)<sup>(a)</sup> | 22507 | 22026926 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.82%, 03/18/24 (Call 02/18/24), (1 day SOFR + 0.500%)<sup>(a)(b)</sup> | 38689 | 38694417 |
|  |  | 266585200 |
| **Electric — 4.0%** |  |  |
| American Electric Power Co. Inc., Series A, 5.29%, 11/01/23 (Call 03/03/23), (3 mo. LIBOR US + 0.480%)<sup>(a)(b)</sup> | 21400 | 21303486 |
| CenterPoint Energy Inc., 4.78%, 05/13/24 (Call 02/16/23), (1 day SOFR + 0.650%)<sup>(a)(b)</sup> | 25388 | 25114317 |
| Dominion Energy Inc., Series D, 5.30%, 09/15/23 (Call 02/21/23), (3 mo. LIBOR US + 0.530%)<sup>(a)(b)</sup> | 36033 | 36041648 |
| Duke Energy Corp., 4.54%, 06/10/23, (1 day SOFR + 0.250%)<sup>(a)(b)</sup> | 12031 | 11999599 |
| Eversource Energy, 4.39%, 08/15/23, (1 day SOFR + 0.250%)<sup>(a)(b)</sup> | 6252 | 6228617 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, 05/10/23 (Call 02/13/23), (1 day SOFR + 0.250%)<sup>(a)(b)</sup> | 34076 | 34048058 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 01/12/24 (Call 02/13/23), (1 day SOFR + 0.250%)<sup>(a)(b)</sup> | 36118 | 36016870 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 08/07/23, (1 day SOFR + 0.330%)<sup>(a)(b)</sup> | 2605 | 2604427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series D, 4.64%, 10/18/24, (1 day SOFR + 0.330%)<sup>(a)(b)</sup> | 12355 | 12211682 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 11/03/23 (Call 03/03/23), (1 day SOFR + 0.400%)<sup>(a)</sup> | 41824 | 41777575 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.78%, 03/01/23, (1 day SOFR + 0.540%)<sup>(a)</sup> | 19348 | 19339487 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.33%, 03/21/24 (Call 03/03/23), (1 day SOFR + 0.400%)<sup>(a)(b)</sup> | 15400 | 15391530 |
| PPL Electric Utilities Corp., 4.64%, 06/24/24 (Call 02/13/23), (1 day SOFR + 0.330%)<sup>(a)(b)</sup> | 24804 | 24579028 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 04/03/23, (1 day SOFR + 0.640%)<sup>(a)(b)</sup> | 2292 | 2289181 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.14%, 04/01/24 (Call 04/01/23), (1 day SOFR + 0.830%)<sup>(a)(b)</sup> | 18163 | 18112870 |
| Southern Co. (The), Series 2021, 4.47%, 05/10/23 (Call 03/03/23), (1 day SOFR + 0.370%)<sup>(a)(b)</sup> | 37875 | 37839019 |
|  |  | 344897394 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Entertainment — 0.2%** |  |  |
| Magallanes Inc., 6.07%, 03/15/24, (1 day SOFR + 1.310%)<sup>(a)(b)(c)</sup> | $18530 | $18557239 |
| **Food — 0.2%** |  |  |
| General Mills Inc., 5.84%, 10/17/23, (3 mo. LIBOR US + 1.010%)<sup>(a)(b)</sup> | 14559 | 14616071 |
| **Gas — 0.7%** |  |  |
| Atmos Energy Corp., 5.10%, 03/09/23 (Call 03/03/23), (3 mo. LIBOR US + 0.380%)<sup>(a)(b)</sup> | 420 | 419916 |
| CenterPoint Energy Resources Corp., 5.28%, 03/02/23, (3 mo. LIBOR US + 0.500%)<sup>(a)</sup> | 23559 | 23526253 |
| Southern California Gas Co., 5.10%, 09/14/23 (Call 03/03/23), (3 mo. LIBOR US + 0.350%)<sup>(a)(b)</sup> | 22432 | 22386687 |
| Spire Missouri Inc., 4.74%, 12/02/24 (Call 03/03/23), (1 day SOFR + 0.370%)<sup>(a)(b)</sup> | 12065 | 11985371 |
|  |  | 58318227 |
| **Health Care - Products — 0.7%** |  |  |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 12/01/23<sup>(a)(b)</sup> | 16760 | 16659105 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.65%, 11/29/24<sup>(a)</sup> | 8415 | 8267233 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 10/18/23 (Call 03/03/23), (1 day SOFR + 0.390%)<sup>(a)</sup> | 18760 | 18718728 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.84%, 10/18/24 (Call 03/03/23), (1 day SOFR + 0.530%)<sup>(a)</sup> | 14847 | 14795629 |
|  |  | 58440695 |
| **Health Care - Services — 0.5%** |  |  |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 03/05/24, (1 day SOFR + 0.240%)<sup>(a)(c)</sup> | 8169 | 8140653 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.62%, 09/11/23, (1 day SOFR + 0.240%)<sup>(a)(c)</sup> | 18175 | 18157007 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.85%, 03/10/25, (1 day SOFR + 0.330%)<sup>(a)(b)(c)</sup> | 19080 | 19044702 |
|  |  | 45342362 |
| **Insurance — 5.5%** |  |  |
| AIG Global Funding, 4.67%, 12/15/23, (1 day SOFR + 0.380%)<sup>(a)(b)(c)</sup> | 8200 | 8189914 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.73%, 08/19/24, (1 day SOFR + 0.560%)<sup>(a)(c)</sup> | 15870 | 15471346 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.90%, 05/24/24, (1 day SOFR + 0.700%)<sup>(a)(c)</sup> | 64160 | 63595392 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.02%, 01/07/25, (1 day SOFR + 0.715%)<sup>(a)(c)</sup> | 10990 | 10693929 |
| Brighthouse Financial Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.51%, 02/24/23, (1 day SOFR + 0.310%)<sup>(a)(b)(c)</sup> | 5542 | 5537677 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.07%, 04/12/24, (1 day SOFR + 0.760%)<sup>(a)(c)</sup> | 16380 | 16370500 |
| Equitable Financial Life Global Funding, 4.70%, 04/06/23, (1 day SOFR + 0.390%)<sup>(a)(b)(c)</sup> | 5582 | 5581833 |
| GA Global Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 09/13/24, (1 day SOFR + 0.500%)<sup>(a)(b)(c)</sup> | 20670 | 20152630 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.67%, 04/11/25, (1 day SOFR + 0.500%)<sup>(a)(b)(c)</sup> | 19590 | 19194086 |
| MassMutual Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 06/02/23, (1 day SOFR + 0.220%)<sup>(a)(b)(c)</sup> | 2806 | 2804822 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.57%, 10/21/24, (1 day SOFR + 0.270%)<sup>(a)(b)(c)</sup> | 18198 | 18126482 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.67%, 04/12/24, (1 day SOFR + 0.360%)<sup>(a)(b)(c)</sup> | 21662 | 21648136 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.18%, 03/21/25, (1 day SOFR + 0.270%)<sup>(a)(b)(c)</sup> | 3300 | 3313827 |
| Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 09/27/24, (1 day SOFR + 0.300%)<sup>(a)(b)(c)</sup> | 6825 | 6785825 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.63%, 01/07/24, (1 day SOFR + 0.320%)<sup>(a)(b)(c)</sup> | 15282 | 15241961 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.22%, 03/21/25, (1 day SOFR + 0.910%)<sup>(a)(c)</sup> | 13084 | 13000655 |
| New York Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 02/02/23, (1 day SOFR + 0.220%)<sup>(a)(b)(c)</sup> | 17494 | 17494000 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 06/30/23, (1 day SOFR + 0.190%)<sup>(a)(c)</sup> | 4469 | 4465246 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.61%, 04/26/24, (1 day SOFR + 0.310%)<sup>(a)(c)</sup> | 6826 | 6820266 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.64%, 01/14/25, (1 day SOFR + 0.190%)<sup>(a)(b)(c)</sup> | $10285 | $10180504 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.66%, 10/21/23, (1 day SOFR + 0.360%)<sup>(a)(c)</sup> | 3805 | 3803782 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.68%, 06/06/24<sup>(a)(c)</sup> | 21645 | 21649978 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 06/09/26, (1 day SOFR + 0.480%)<sup>(a)(c)</sup> | 15955 | 15480179 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.91%, 04/21/25, (1 day SOFR + 0.330%)<sup>(a)(c)</sup> | 19800 | 19660014 |
| Northwestern Mutual Global Funding, 4.63%, 03/25/24, (1 day SOFR + 0.330%)<sup>(a)(b)(c)</sup> | 12596 | 12564006 |
| Pacific Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.87%, 06/04/26, (1 day SOFR + 0.620%)<sup>(a)(c)</sup> | 16550 | 15955855 |
| &nbsp;&nbsp;&nbsp;5.05%, 12/06/24 | 25000 | 24987750 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.11%, 03/30/25, (1 day SOFR+ 0.800%)<sup>(a)(c)</sup> | 15500 | 15366080 |
| Pacific Life Global Funding II., 4.70%, 01/27/25, (1 day SOFR + 0.620%)<sup>(a)(b)(c)</sup> | 4355 | 4306790 |
| Principal Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 08/23/24, (1 day SOFR + 0.380%)<sup>(a)(b)(c)</sup> | 9021 | 8914101 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.76%, 04/12/24, (1 day SOFR + 0.450%)<sup>(a)(b)(c)</sup> | 8693 | 8667356 |
| Protective Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 03/28/25, (1 day SOFR + 0.380%)<sup>(a)(b)(c)</sup> | 12175 | 12176583 |
| &nbsp;&nbsp;&nbsp;5.34%, 12/11/24 | 25000 | 25041250 |
|  |  | 473242755 |
| **Internet — 0.3%** |  |  |
| Tencent Holdings Ltd., 5.69%, 04/11/24, (3 mo. LIBOR US + 0.910%)<sup>(a)(b)(d)</sup> | 26923 | 26836577 |
| **Machinery — 1.5%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.41%, 05/17/24, (1 day SOFR + 0.245%)<sup>(a)(b)</sup> | 17350 | 17250237 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.48%, 01/10/24, (1 day SOFR + 0.170%)<sup>(a)</sup> | 25527 | 25445314 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 11/13/23, (1 day SOFR + 0.450%)<sup>(a)(b)</sup> | 1545 | 1543748 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 09/13/24, (1 day SOFR + 0.270%)<sup>(a)(b)</sup> | 29512 | 29410479 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.43%, 07/10/23, (1 day SOFR + 0.120%)<sup>(a)(b)</sup> | 15213 | 15184704 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.51%, 10/11/24, (1 day SOFR + 0.200%)<sup>(a)(b)</sup> | 18574 | 18466271 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.80%, 03/07/25, (1 day SOFR + 0.200%)<sup>(a)(b)</sup> | 9135 | 9117735 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.27%, 06/07/23, (3 mo. LIBOR US + 0.550%)<sup>(a)(b)</sup> | 13009 | 13025782 |
|  |  | 129444270 |
| **Manufacturing — 0.5%** |  |  |
| 3M Co., 4.95%, 02/14/24, (3 mo. LIBOR US + 0.300%)<sup>(a)(b)</sup> | 7652 | 7639833 |
| General Electric Co., 4.91%, 05/05/26, (3 mo. LIBOR US + 0.380%)<sup>(a)(b)</sup> | 32748 | 31872319 |
|  |  | 39512152 |
| **Media — 0.6%** |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital, 6.46%, 02/01/24 (Call 01/01/24), (3 mo. LIBOR US + 1.650%)<sup>(a)</sup> | 31791 | 31969984 |
| Comcast Corp., 5.42%, 04/15/24, (3 mo. LIBOR US + 0.630%)<sup>(a)(b)</sup> | 19591 | 19675241 |
|  |  | 51645225 |
| **Oil & Gas — 0.7%** |  |  |
| Chevron Corp., 5.53%, 05/11/23, (3 mo. LIBOR US + 0.900%)<sup>(a)(b)</sup> | 18470 | 18508233 |
| Chevron USA Inc., 4.85%, 08/11/23, (3 mo. LIBOR US + 0.200%)<sup>(a)</sup> | 18810 | 18800971 |
| Shell International Finance BV, 5.05%, 11/13/23, (3 mo. LIBOR US + 0.400%)<sup>(a)(b)</sup> | 20310 | 20342902 |
|  |  | 57652106 |
| **Pharmaceuticals — 1.1%** |  |  |
| AstraZeneca PLC, 5.31%, 08/17/23, (3 mo. LIBOR US + 0.665%)<sup>(a)(b)</sup> | 11913 | 11922173 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Bayer U.S. Finance II LLC, 5.78%, 12/15/23 (Call 11/15/23), (3 mo. LIBOR US + 1.010%)<sup>(a)(c)</sup> | $44975 | $45011880 |
| Cigna Corp., 5.68%, 07/15/23 (Call 06/15/23), (3 mo. LIBOR US + 0.890%)<sup>(a)(b)</sup> | 29323 | 29380766 |
| Pfizer Inc., 5.10%, 09/15/23, (3 mo. LIBOR US + 0.330%)<sup>(a)(b)</sup> | 7558 | 7560796 |
|  |  | 93875615 |
| **Pipelines — 0.5%** |  |  |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.56%, 02/17/23, (1 day SOFR + 0.400%)<sup>(a)</sup> | 17211 | 17204804 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.79%, 02/16/24, (1 day SOFR + 0.630%)<sup>(a)(b)</sup> | 22790 | 22708184 |
|  |  | 39912988 |
| **Real Estate Investment Trusts — 0.5%** |  |  |
| Public Storage, 4.77%, 04/23/24 (Call 03/03/23), (1 day SOFR + 0.470%)<sup>(a)(b)</sup> | 26286 | 26206353 |
| Simon Property Group LP, 4.74%, 01/11/24 (Call 03/03/23), (3 mo. LIBOR US + 0.170%)<sup>(a)(b)</sup> | 17525 | 17414067 |
|  |  | 43620420 |
| **Retail — 0.1%** |  |  |
| Starbucks Corp., 4.55%, 02/14/24 (Call 02/14/23), (1 day SOFR + 0.420%)<sup>(a)(b)</sup> | 4038 | 4026976 |
| **Semiconductors — 0.1%** |  |  |
| Analog Devices Inc., 4.56%, 10/01/24, (1 day SOFR + 0.250%)<sup>(a)(b)</sup> | 12458 | 12264776 |
| **Telecommunications — 2.8%** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.95%, 03/25/24 (Call 03/03/23), (1 day SOFR + 0.640%)<sup>(a)</sup> | 23351 | 23339791 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.92%, 06/12/24, (3 mo. LIBOR US + 1.180%)<sup>(a)</sup> | 74100 | 74883237 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.81%, 03/22/24, (1 day SOFR + 0.500%)<sup>(a)</sup> | 15684 | 15625342 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.10%, 03/20/26, (1 day SOFR + 0.790%)<sup>(a)</sup> | 24141 | 24054817 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.71%, 05/15/25 (Call 03/15/25), (3 mo. LIBOR US + 1.100%)<sup>(a)</sup> | 78181 | 79204389 |
| Vodafone Group PLC, 5.78%, 01/16/24, (3 mo. LIBOR US + 0.990%)<sup>(a)(b)</sup> | 18886 | 18924905 |
|  |  | 236032481 |
| **Transportation — 0.2%** |  |  |
| United Parcel Service Inc., 5.20%, 04/01/23, (3 mo. LIBOR US + 0.450%)<sup>(a)(b)</sup> | 13702 | 13703644 |
| **Total Corporate Bonds & Notes — 79.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $6,830,261,450)** |  | 6810115924 |
| **Foreign Government Obligations<sup>(e)</sup>** |  |  |
| **Canada — 1.5%** |  |  |
| CPPIB Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.52%, 03/11/26, (1 day SOFR + 1.250%)<sup>(a)(c)</sup> | 42820 | 43811711 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.56%, 04/04/25, (1 day SOFR + 1.250%)<sup>(a)(b)(c)</sup> | 47050 | 47843263 |
| PSP Capital Inc., 4.47%, 03/03/25, (1 day SOFR + 0.240%)<sup>(a)(c)</sup> | 36865 | 36732655 |
|  |  | 128387629 |
| **Netherlands — 0.0%** |  |  |
| BNG Bank NV, 5.03%, 08/05/26, (1 day SOFR + 1.000%)<sup>(a)(c)</sup> | 700 | 712201 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Norway — 1.3%** |  |  |
| Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 10/27/23, (1 day SOFR + 0.160%)<sup>(a)(b)(c)</sup> | $44992 | $44983002 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.31%, 06/17/26, (1 day SOFR + 1.000%)<sup>(a)(b)(c)</sup> | 63430 | 64557151 |
|  |  | 109540153 |
| **South Korea — 0.4%** |  |  |
| Export-Import Bank of Korea, 5.54%, 06/01/23, (3 mo. LIBOR US + 0.775%)<sup>(a)(b)</sup> | 22485 | 22519852 |
| Korea Development Bank (The), 4.50%, 03/09/24, (1 day SOFR + 0.250%)<sup>(a)</sup> | 15100 | 15069196 |
|  |  | 37589048 |
| **Supranational — 11.8%** |  |  |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.18%, 08/27/26, (1 day SOFR + 1.000%)<sup>(a)</sup> | 43325 | 44269052 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.29%, 06/16/26, (1 day SOFR + 1.000%)<sup>(a)(b)</sup> | 34945 | 35679893 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.31%, 04/06/27, (1 day SOFR + 1.000%)<sup>(a)</sup> | 49258 | 50472702 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.53%, 04/15/26, (1 day SOFR + 0.220%)<sup>(a)(b)(c)</sup> | 1000 | 990630 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.74%, 08/16/27<sup>(a)(b)(c)</sup> | 38850 | 38825913 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 04/14/26, (1 day SOFR + 0.190%)<sup>(a)(b)</sup> | 54395 | 54207337 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.55%, 03/13/23, (1 day SOFR + 0.260%)<sup>(a)</sup> | 8835 | 8836679 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 10/15/24, (1 day SOFR + 0.280%)<sup>(a)(b)</sup> | 56250 | 56362500 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.53%, 03/05/24, (1 day SOFR + 0.280%)<sup>(a)(c)</sup> | 55128 | 55212897 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.30%, 01/21/26, (1 day SOFR + 1.000%)<sup>(a)(c)</sup> | 58615 | 59844743 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 02/04/25, (1 day SOFR + 0.250%)<sup>(a)</sup> | 19610 | 19638827 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 02/10/26, (1 day SOFR + 0.200%)<sup>(a)(b)</sup> | 78509 | 78399872 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.46%, 09/16/26, (1 day SOFR + 0.170%)<sup>(a)(b)</sup> | 43527 | 43301095 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.59%, 04/12/27, (1 day SOFR + 0.170%)<sup>(a)(b)</sup> | 60450 | 60176766 |
| Inter-American Investment Corp., 4.58%, 03/22/24, (1 day SOFR + 0.270%)<sup>(a)</sup> | 1500 | 1499430 |
| International Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.33%, 08/06/24, (1 day SOFR + 0.300%)<sup>(a)(b)</sup> | 66528 | 66684341 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.47%, 06/15/26, (1 day SOFR + 0.130%)<sup>(a)(b)</sup> | 44915 | 44714230 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.58%, 08/19/27<sup>(a)</sup> | 71300 | 71389838 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.62%, 09/18/25, (1 day SOFR + 0.310%)<sup>(a)</sup> | 45180 | 45269004 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.62%, 09/23/26<sup>(a)(b)</sup> | 44500 | 44474190 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.70%, 06/17/24, (1 day SOFR + 0.390%)<sup>(a)</sup> | 46970 | 47137683 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 06/30/23, (1 day SOFR + 0.090%)<sup>(a)</sup> | 15750 | 15748425 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.40%, 04/03/24, (1 day SOFR + 0.090%)<sup>(a)</sup> | 20330 | 20327967 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/ <br> Shares<br> (000)* | *Value* |
| **Supranational (continued)** |  |  |
| Nordic Investment Bank, 5.10%, 05/12/26, (1 day SOFR + 1.000%)<sup>(a)</sup> | $40855 | $41748499 |
|  |  | 1005212513 |
| **Sweden — 0.9%** |  |  |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.99%, 08/03/26<sup>(a)</sup> | 34220 | 34712083 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.17%, 05/25/23, (1 day SOFR + 1.000%)<sup>(a)(b)</sup> | 42335 | 42437874 |
|  |  | 77149957 |
| **Total Foreign Government Obligations — 15.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,362,068,030)** |  | 1358591501 |
| **Total Long-Term Investments — 95.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $8,192,329,480)** |  | 8168707425 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 7.5%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(f)(g)(h)</sup> | 243779 | 243925455 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(f)(g)</sup> | 399202 | 399202000 |
| **Total Short-Term Securities — 7.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $642,948,154)** |  | 643127455 |
| **Total Investments — 103.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $8,835,277,634)** |  | 8811834880 |
| **Liabilities in Excess of Other Assets — (3.1)%** |  | (265597496) |
| **Net Assets — 100.0%** |  | $8546237384 |

---

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

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

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

<sup>(d)</sup> This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

<sup>(e)</sup> U.S. dollar denominated security issued by foreign domiciled entity. <sup>(f)</sup>Affiliate of the Fund.

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

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

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at 10/31/22* | *Purchases at Cost* | *Proceeds from Sale* | *Net Realized Gain (Loss)* | *Change in Unrealized Appreciation (Depreciation)* | *Value at 01/31/23* | *Shares Held at 01/31/23 (000)* | *Income* | *Capital Gain Distributions from Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $222164418 | $21571853 <sup>(a)</sup> | $— | $32512 | $156672 | $243925455 | 243779 | $375458 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 398752000 | 450000 <sup>(a)</sup> |  |  |  | 399202000 | 399202 | 2197469 | 184 |
|  |  |  |  | $32512 | $156672 | $643127455 |  | $2572927 | $184 |

---

<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.

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Floating Rate Bond ETF** |
| January 31, 2023 |  |

---

**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 | $— | $6810115924 | $— | $6810115924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign Government Obligations |  | 1358591501 |  | 1358591501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 643127455 |  |  | 643127455 |
|  | $643127455 | $8168707425 | $— | $8811834880 |

---

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Floating Rate Bond ETF

- **b. EDGAR series identifier (if any):** S000033136

- **c. LEI of Series:** 549300G2T0MQ0NCEG317

**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:** $9082035877.82

**Total Liabilities:** $535985403.82

**Net Assets:** $8546050474.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 38437.32000000 | **1-Year:** 673730.10000000 | **5-Year:** 613604.65000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000102031 | 0.46%                | 0.49%                | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3611469.49             | $12826965.30                               |
| Month 2  | $-616932.87              | $10027137.41                               |
| Month 3  | $-196224.27              | $36775004.48                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  57085000 | PA      | $57562230.60  | 0.67%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081EQ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   7558000 | PA      | $7560796.46   | 0.09%             | 2023-09-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDG3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15617000 | PA      | $15618249.36  | 0.18%             | 2023-05-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZV2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  21065000 | PA      | $20979897.40  | 0.25%             | 2024-07-29      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR38<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  21035000 | PA      | $20796042.40  | 0.24%             | 2025-04-07      | Floating      | 5.26%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                   | UBS Group AG                                                                    | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  21150000 | PA      | $21242637.00  | 0.25%             | 2026-05-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                 | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  43527000 | PA      | $43301094.87  | 0.51%             | 2026-09-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  18625000 | PA      | $18223817.50  | 0.21%             | 2027-01-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJJ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14787000 | PA      | $14779015.02  | 0.17%             | 2024-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813DB2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8267232.60   | 0.10%             | 2024-11-29      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  58673000 | PA      | $58655984.83  | 0.69%             | 2023-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7K4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  31858000 | PA      | $31822319.04  | 0.37%             | 2023-10-26      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | United Overseas Bank Ltd                                                        | CUSIP: 91127KAG7<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1205000 | PA      | $1203650.40   | 0.01%             | 2025-04-07      | Floating      | 5.02%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAQ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  30257000 | PA      | $30261235.98  | 0.35%             | 2023-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAT4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  10244000 | PA      | $10199438.60  | 0.12%             | 2024-04-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18525000 | PA      | $18414591.00  | 0.22%             | 2024-03-08      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AS3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  26565000 | PA      | $26572703.85  | 0.31%             | 2023-03-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  93118000 | PA      | $93116137.64  | 1.09%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                                            | CUSIP: 6325C0EH0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | NUSS              | AU        |  22940000 | PA      | $22911554.40  | 0.27%             | 2025-06-09      | Floating      | 5.14%                 | No            |                  2 | On Loan: —       |
| UBS AG LONDON                                  | UBS AG/London                                                                   | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  27519000 | PA      | $27496984.80  | 0.32%             | 2023-06-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAF8<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   4750000 | PA      | $4547412.50   | 0.05%             | 2025-02-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10197000 | PA      | $9952781.85   | 0.12%             | 2026-09-10      | Floating      | 4.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                  | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  21400000 | PA      | $21303486.00  | 0.25%             | 2023-11-01      | Floating      | 5.29%                 | No            |                  2 | On Loan: —       |
| DNB BANK ASA                                   | DNB Bank ASA                                                                    | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  11734000 | PA      | $11673100.54  | 0.14%             | 2025-03-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTI                               | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |  24804000 | PA      | $24579027.72  | 0.29%             | 2024-06-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYE6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  22820000 | PA      | $22708182.00  | 0.27%             | 2024-10-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  21986000 | PA      | $21875630.28  | 0.26%             | 2024-07-31      | Floating      | 4.56%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAN9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  25800000 | PA      | $25807482.00  | 0.30%             | 2024-05-24      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607RAE0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  19776000 | PA      | $19800917.76  | 0.23%             | 2023-09-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WYQ0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  11885000 | PA      | $11834251.05  | 0.14%             | 2024-07-09      | Floating      | 4.64%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAU3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  24465000 | PA      | $24535948.50  | 0.29%             | 2024-09-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  20405000 | PA      | $20254615.15  | 0.24%             | 2023-09-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17440000 | PA      | $17454998.40  | 0.20%             | 2025-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  44425000 | PA      | $43786168.50  | 0.51%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  15225000 | PA      | $15107006.25  | 0.18%             | 2024-12-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  23720000 | PA      | $23575308.00  | 0.28%             | 2025-01-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9204000 | PA      | $9202803.48   | 0.11%             | 2023-04-14      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                               | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   6252000 | PA      | $6228617.52   | 0.07%             | 2023-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                             | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  13124000 | PA      | $12644580.28  | 0.15%             | 2026-09-29      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058HC0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  66528000 | PA      | $66684340.80  | 0.78%             | 2024-08-06      | Floating      | 4.35%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJJ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  26944000 | PA      | $26811974.40  | 0.31%             | 2024-06-18      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15145000 | PA      | $14877993.65  | 0.17%             | 2027-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAQ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  14305000 | PA      | $14324311.75  | 0.17%             | 2023-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                       | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |  12164000 | PA      | $12123128.96  | 0.14%             | 2025-02-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  30733000 | PA      | $30716711.51  | 0.36%             | 2023-11-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                          | CUSIP: 87031CAA1<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  42335000 | PA      | $42437874.05  | 0.50%             | 2023-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE COR                               | International Finance Corp                                                      | CUSIP: 45950KCW8<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  15750000 | PA      | $15748425.00  | 0.18%             | 2023-06-30      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2B7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  14815000 | PA      | $14849074.50  | 0.17%             | 2025-06-06      | Floating      | 5.27%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214EB5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  18124000 | PA      | $18197764.68  | 0.21%             | 2024-02-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  20000000 | PA      | $20007800.00  | 0.23%             | 2027-01-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                       | Principal Life Global Funding II                                                | CUSIP: 74256LER6<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   9021000 | PA      | $8914101.15   | 0.10%             | 2024-08-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06367WYH0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  51052000 | PA      | $51079568.08  | 0.60%             | 2023-03-10      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  24905000 | PA      | $24831281.20  | 0.29%             | 2023-12-08      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15391530.00  | 0.18%             | 2024-03-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HA4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2289180.84   | 0.03%             | 2023-04-03      | Floating      | 4.96%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                             | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  15700000 | PA      | $15636101.00  | 0.18%             | 2025-03-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                              | CUSIP: 771196CA8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  19080000 | PA      | $19044702.00  | 0.22%             | 2025-03-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: —       |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                 | CUSIP: 65558RAB5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  12045000 | PA      | $11997542.70  | 0.14%             | 2025-06-06      | Floating      | 5.21%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYR2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10390000 | PA      | $10317997.30  | 0.12%             | 2025-01-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: —       |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                                                    | CUSIP: 57629WDH0<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3313827.00   | 0.04%             | 2025-03-21      | Floating      | 5.19%                 | No            |                  2 | On Loan: —       |
| BOC Aviation Ltd                               | BOC Aviation Ltd                                                                | CUSIP: 09681MAH1<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |  18940000 | PA      | $18932424.00  | 0.22%             | 2023-09-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                                           | CUSIP: 88579YBE0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   7652000 | PA      | $7639833.32   | 0.09%             | 2024-02-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEK6<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  56250000 | PA      | $56362500.00  | 0.66%             | 2024-10-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                                                 | CUSIP: 166756AK2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  18810000 | PA      | $18800971.20  | 0.22%             | 2023-08-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  44915000 | PA      | $44714229.95  | 0.52%             | 2026-06-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: —       |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                             | CUSIP: 82460EAP5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |  15645000 | PA      | $15933337.35  | 0.19%             | 2025-04-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                              | International Finance Corp                                                      | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  20330000 | PA      | $20327967.00  | 0.24%             | 2024-04-03      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  28949000 | PA      | $28654009.69  | 0.34%             | 2024-12-06      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCL8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14874000 | PA      | $14721095.28  | 0.17%             | 2025-06-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                                                  | CUSIP: 822582CA8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  20310000 | PA      | $20342902.20  | 0.24%             | 2023-11-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  27353000 | PA      | $27127064.22  | 0.32%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $10122862.50  | 0.12%             | 2024-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233851DM3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   9814000 | PA      | $9823912.14   | 0.11%             | 2023-05-04      | Floating      | 5.35%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  22876000 | PA      | $22919464.40  | 0.27%             | 2024-07-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                 | Starbucks Corp                                                                  | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4038000 | PA      | $4026976.26   | 0.05%             | 2024-02-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20247000 | PA      | $19920618.36  | 0.23%             | 2024-11-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NM9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11890000 | PA      | $11919962.80  | 0.14%             | 2026-03-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: —       |
| SVENSKA HANDELSBANKEN AB                       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAK9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  19650000 | PA      | $19516969.50  | 0.23%             | 2025-06-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: —       |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                                                    | CUSIP: 57629WDC1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  21662000 | PA      | $21648136.32  | 0.25%             | 2024-04-12      | Floating      | 4.68%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KC2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7800000 | PA      | $7825116.00   | 0.09%             | 2024-06-04      | Floating      | 5.59%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEF7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   8835000 | PA      | $8836678.65   | 0.10%             | 2023-03-13      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  72600000 | PA      | $72662436.00  | 0.85%             | 2024-05-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                        | Corebridge Global Funding                                                       | CUSIP: 00138MAA4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8189914.00   | 0.10%             | 2023-12-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QC55<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  16527000 | PA      | $16541709.03  | 0.19%             | 2023-07-19      | Floating      | 5.44%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  12031000 | PA      | $11999599.09  | 0.14%             | 2023-06-10      | Floating      | 4.54%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  15684000 | PA      | $15625341.84  | 0.18%             | 2024-03-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WEC3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6826000 | PA      | $6820266.16   | 0.08%             | 2024-04-26      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZM7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10600000 | PA      | $10501950.00  | 0.12%             | 2025-01-10      | Floating      | 4.73%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                                                      | CUSIP: 500630DK1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |  15100000 | PA      | $15069196.00  | 0.18%             | 2024-03-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                                         | CUSIP: 24422EUG2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  13009000 | PA      | $13025781.61  | 0.15%             | 2023-06-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJU0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  29399000 | PA      | $29250241.06  | 0.34%             | 2025-01-13      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KJ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  47470000 | PA      | $47592947.30  | 0.56%             | 2025-03-14      | Floating      | 5.05%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WEF6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4465246.04   | 0.05%             | 2023-06-30      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10295000 | PA      | $10137486.50  | 0.12%             | 2026-06-03      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBG3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  16630000 | PA      | $16638813.90  | 0.19%             | 2024-07-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDP3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  11207000 | PA      | $11205318.95  | 0.13%             | 2023-09-08      | Floating      | 5.15%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVT3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  15213000 | PA      | $15184703.82  | 0.18%             | 2023-07-10      | Floating      | 4.44%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280CA5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  19383000 | PA      | $19247125.17  | 0.23%             | 2025-03-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  37044000 | PA      | $37125496.80  | 0.43%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S                                                                 | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  15244000 | PA      | $15248115.88  | 0.18%             | 2023-09-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                             | Analog Devices Inc                                                              | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |  12458000 | PA      | $12264776.42  | 0.14%             | 2024-10-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CJ1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  15000000 | PA      | $15042450.00  | 0.18%             | 2025-07-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                              | CUSIP: 771196BZ4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  18175000 | PA      | $18157006.75  | 0.21%             | 2023-09-11      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10056600.00  | 0.12%             | 2026-01-13      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EB81<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  65156000 | PA      | $65823849.00  | 0.77%             | 2023-11-29      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  28905000 | PA      | $28979863.95  | 0.34%             | 2026-04-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: —       |
| DBS GROUP HOLDINGS LTD                         | DBS Group Holdings Ltd                                                          | CUSIP: 24023KAG3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   5750000 | PA      | $5708370.00   | 0.07%             | 2024-11-22      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  42620000 | PA      | $42614459.40  | 0.50%             | 2023-03-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 45906M2B6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  46970000 | PA      | $47137682.90  | 0.55%             | 2024-06-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  20954000 | PA      | $20927388.42  | 0.24%             | 2023-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                      | CUSIP: 842434CV2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |  22432000 | PA      | $22386687.36  | 0.26%             | 2023-09-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  24141000 | PA      | $24054816.63  | 0.28%             | 2026-03-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJP1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15505000 | PA      | $15454298.65  | 0.18%             | 2024-09-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  36625000 | PA      | $36517322.50  | 0.43%             | 2024-01-17      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 48129AAA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18708000 | PA      | $18672267.72  | 0.22%             | 2025-01-10      | Floating      | 5.66%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL LFE GLB FND II                       | Principal Life Global Funding II                                                | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   8693000 | PA      | $8667355.65   | 0.10%             | 2024-04-12      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                           | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 265168936 | NS      | $265328037.69 | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                                                 | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  11913000 | PA      | $11922173.01  | 0.14%             | 2023-08-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAD0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7402000 | PA      | $7430941.82   | 0.09%             | 2024-03-11      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                               | CUSIP: 370334CC6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  14559000 | PA      | $14616071.28  | 0.17%             | 2023-10-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  23401000 | PA      | $23340157.40  | 0.27%             | 2024-03-08      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  44500000 | PA      | $44474190.00  | 0.52%             | 2026-09-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                 | CUSIP: 4581X0DR6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  19610000 | PA      | $19638826.70  | 0.23%             | 2025-02-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  17211000 | PA      | $17204804.04  | 0.20%             | 2023-02-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11285000 | PA      | $10889799.30  | 0.13%             | 2027-02-26      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                              | CUSIP: 05565EBV6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  22052000 | PA      | $21873158.28  | 0.26%             | 2024-08-12      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64953BAX6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  21645000 | PA      | $21649978.35  | 0.25%             | 2024-06-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  17276000 | PA      | $16996128.80  | 0.20%             | 2026-06-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2M8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  17350000 | PA      | $17250237.50  | 0.20%             | 2024-05-17      | Floating      | 4.41%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV                        | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  54395000 | PA      | $54207337.25  | 0.63%             | 2026-04-14      | Floating      | 4.51%                 | No            |                  2 | On Loan: —       |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2Q1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24987750.00  | 0.29%             | 2024-12-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                              | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  22675000 | PA      | $22577044.00  | 0.26%             | 2024-04-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                               | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  47050000 | PA      | $47843263.00  | 0.56%             | 2025-04-04      | Floating      | 5.57%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10431000 | PA      | $10427870.70  | 0.12%             | 2023-09-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZY6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13942000 | PA      | $13874520.72  | 0.16%             | 2024-10-07      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEX3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  13084000 | PA      | $13000654.92  | 0.15%             | 2025-03-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                              | CUSIP: 92857WBN9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  18886000 | PA      | $18924905.16  | 0.22%             | 2024-01-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AC4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8076166.10   | 0.09%             | 2023-12-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8685000 | PA      | $8608137.75   | 0.10%             | 2027-03-14      | Floating      | 5.28%                 | No            |                  2 | On Loan: —       |
| UBS AG LONDON                                  | UBS AG/London                                                                   | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  37100000 | PA      | $37051028.00  | 0.43%             | 2024-02-09      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18600000 | PA      | $18113796.00  | 0.21%             | 2027-09-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: —       |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                | CUSIP: 83051GAP3<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  18079000 | PA      | $18064175.22  | 0.21%             | 2023-09-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WES8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $19660014.00  | 0.23%             | 2025-04-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  26270000 | PA      | $26091889.40  | 0.31%             | 2024-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10900000 | PA      | $10266492.00  | 0.12%             | 2027-11-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78015K7M0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  24944000 | PA      | $24896855.84  | 0.29%             | 2024-01-19      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                                         | CUSIP: 63307A2Q7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  16840000 | PA      | $16781228.40  | 0.20%             | 2024-08-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  12979000 | PA      | $12973938.19  | 0.15%             | 2023-04-06      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  45142000 | PA      | $45118526.16  | 0.53%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12050000 | PA      | $11894555.00  | 0.14%             | 2026-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10445000 | PA      | $10193275.50  | 0.12%             | 2026-11-02      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  22173000 | PA      | $21872112.39  | 0.26%             | 2026-11-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14514000 | PA      | $14465232.96  | 0.17%             | 2024-09-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJY2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5706000 | PA      | $5718324.96   | 0.07%             | 2024-03-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                          | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  34945000 | PA      | $35679893.35  | 0.42%             | 2026-06-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                   | Chevron Corp                                                                    | CUSIP: 166764BU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18470000 | PA      | $18508232.90  | 0.22%             | 2023-05-11      | Floating      | 5.53%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                           | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15870000 | PA      | $15471345.60  | 0.18%             | 2024-08-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                         | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |  17525000 | PA      | $17414066.75  | 0.20%             | 2024-01-11      | Floating      | 4.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  23351000 | PA      | $23339791.52  | 0.27%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  14847000 | PA      | $14795629.38  | 0.17%             | 2024-10-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                              | CUSIP: 771196BR2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   8169000 | PA      | $8140653.57   | 0.10%             | 2024-03-05      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                 | Public Storage                                                                  | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |  26286000 | PA      | $26206353.42  | 0.31%             | 2024-04-23      | Floating      | 4.79%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EWC9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $9117734.85   | 0.11%             | 2025-03-07      | Floating      | 4.80%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                          | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  17965000 | PA      | $17592765.20  | 0.21%             | 2025-11-23      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                            | CUSIP: 78013XW61<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12600000 | PA      | $12621924.00  | 0.15%             | 2023-10-05      | Floating      | 5.44%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN INVEST CO                       | Inter-American Investment Corp                                                  | CUSIP: 44936HAA7<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1499430.00   | 0.02%             | 2024-03-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKP9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20013200.00  | 0.23%             | 2025-01-10      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  34076000 | PA      | $34048057.68  | 0.40%             | 2023-05-10      | Floating      | 4.37%                 | No            |                  2 | On Loan: —       |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                             | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  15245000 | PA      | $14735054.75  | 0.17%             | 2027-09-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5770000 | PA      | $5685527.20   | 0.07%             | 2025-01-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  31010000 | PA      | $30858671.20  | 0.36%             | 2024-09-10      | Floating      | 4.64%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967MB4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  23454000 | PA      | $23767814.52  | 0.28%             | 2026-07-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: —       |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAW7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  26736000 | PA      | $26272665.12  | 0.31%             | 2025-02-04      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  19348000 | PA      | $19339486.88  | 0.23%             | 2023-03-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  32748000 | PA      | $31872318.48  | 0.37%             | 2026-05-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15753000 | PA      | $15737247.00  | 0.18%             | 2023-06-02      | Floating      | 4.46%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  36033000 | PA      | $36041647.92  | 0.42%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  28130000 | PA      | $27986818.30  | 0.33%             | 2026-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CR1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  18760000 | PA      | $18718728.00  | 0.22%             | 2023-10-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641598L3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  23123000 | PA      | $23101264.38  | 0.27%             | 2023-09-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                | PSP Capital Inc                                                                 | CUSIP: 69376P2C8<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  36865000 | PA      | $36732654.65  | 0.43%             | 2025-03-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                        | CUSIP: 341081GH4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  36118000 | PA      | $36016869.60  | 0.42%             | 2024-01-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368LGW0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  20050000 | PA      | $20076265.50  | 0.23%             | 2024-12-12      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  37107000 | PA      | $37125182.43  | 0.43%             | 2024-07-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  18163000 | PA      | $18112870.12  | 0.21%             | 2024-04-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBM0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13090000 | PA      | $13049944.60  | 0.15%             | 2024-09-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                     | CUSIP: 302154CU1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |  22485000 | PA      | $22519851.75  | 0.26%             | 2023-06-01      | Floating      | 5.54%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PAQ9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26747000 | PA      | $26773747.00  | 0.31%             | 2024-04-23      | Floating      | 5.55%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                      | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15298052.00  | 0.18%             | 2025-05-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAK7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15650000 | PA      | $15585678.50  | 0.18%             | 2025-04-11      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAR3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  30645000 | PA      | $30512307.15  | 0.36%             | 2024-01-12      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CJ6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13383000 | PA      | $13326256.08  | 0.16%             | 2023-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  41620000 | PA      | $41537176.20  | 0.49%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                                                  | CUSIP: 74368CBM5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  12175000 | PA      | $12176582.75  | 0.14%             | 2025-03-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: —       |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                                               | CUSIP: 50048MDB3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  44992000 | PA      | $44983001.60  | 0.53%             | 2023-10-27      | Floating      | 4.48%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15715000 | PA      | $15256436.30  | 0.18%             | 2027-03-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBE9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  27485000 | PA      | $27515783.20  | 0.32%             | 2023-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12868266.00  | 0.15%             | 2025-05-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFA5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  12355000 | PA      | $12211682.00  | 0.14%             | 2024-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CY3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  16760000 | PA      | $16659104.80  | 0.19%             | 2023-12-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: —       |
| UBS AG LONDON                                  | UBS AG/London                                                                   | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  35180000 | PA      | $35115972.40  | 0.41%             | 2024-08-09      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                    | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  54892000 | PA      | $54979278.28  | 0.64%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                                    | CUSIP: 456837AL7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  21016000 | PA      | $21054459.28  | 0.25%             | 2023-10-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCS3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13450000 | PA      | $13279992.00  | 0.16%             | 2025-12-10      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAD3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  32990000 | PA      | $32529129.70  | 0.38%             | 2023-08-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                 | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  78509000 | PA      | $78399872.49  | 0.92%             | 2026-02-10      | Floating      | 4.29%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  21982000 | PA      | $21948147.72  | 0.26%             | 2024-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  48596000 | PA      | $48281097.92  | 0.56%             | 2025-01-24      | Floating      | 4.95%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  25050000 | PA      | $24813778.50  | 0.29%             | 2027-03-03      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  22255000 | PA      | $21585569.60  | 0.25%             | 2027-06-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31791000 | PA      | $31969983.33  | 0.37%             | 2024-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                             | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  29467000 | PA      | $28839352.90  | 0.34%             | 2026-01-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: —       |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2K4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4355000 | PA      | $4306790.15   | 0.05%             | 2025-01-27      | Floating      | 4.72%                 | No            |                  2 | On Loan: —       |
| SWEDISH EXPORT CREDIT                          | Svensk Exportkredit AB                                                          | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  34220000 | PA      | $34712083.60  | 0.41%             | 2026-08-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                        | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2F4<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   5542000 | PA      | $5537677.24   | 0.06%             | 2023-02-24      | Floating      | 4.51%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  17494000 | PA      | $17494000.00  | 0.20%             | 2023-02-02      | Floating      | 4.27%                 | No            |                  2 | On Loan: —       |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                               | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  42820000 | PA      | $43811711.20  | 0.51%             | 2026-03-11      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                  | CUSIP: 61744YAG3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  70676000 | PA      | $70825126.36  | 0.83%             | 2024-05-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE LONDON                         | Credit Agricole SA/London                                                       | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  21259000 | PA      | $21285998.93  | 0.25%             | 2023-04-24      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                    | CUSIP: 20030NCX7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  19591000 | PA      | $19675241.30  | 0.23%             | 2024-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 89788JAC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    707000 | PA      | $706879.81    | 0.01%             | 2023-03-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: —       |
| American Express Co                            | American Express Co                                                             | CUSIP: 025816BX6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17465000 | PA      | $17482814.30  | 0.20%             | 2023-08-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WEL3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $10180504.40  | 0.12%             | 2025-01-14      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368D3T9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12720000 | PA      | $12706135.20  | 0.15%             | 2025-06-07      | Floating      | 5.33%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12163000 | PA      | $11947350.01  | 0.14%             | 2026-04-27      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                            | Macquarie Group Ltd                                                             | CUSIP: 55608JAM0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  21447000 | PA      | $21459439.26  | 0.25%             | 2024-03-27      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  17685000 | PA      | $17731688.40  | 0.21%             | 2025-04-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                          | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  49258000 | PA      | $50472702.28  | 0.59%             | 2027-04-06      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                          | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  25388000 | PA      | $25114317.36  | 0.29%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| KFW                                            | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JK1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  55850000 | PA      | $56355442.50  | 0.66%             | 2024-02-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05583JAD4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  18506000 | PA      | $18567439.92  | 0.22%             | 2023-09-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14693000 | PA      | $14338457.91  | 0.17%             | 2024-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                        | CUSIP: 89236THV0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  26718000 | PA      | $26704908.18  | 0.31%             | 2024-01-11      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRT3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  17801000 | PA      | $17776078.60  | 0.21%             | 2023-12-14      | Floating      | 4.71%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  37875000 | PA      | $37839018.75  | 0.44%             | 2023-05-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                               | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  33728000 | PA      | $33807935.36  | 0.40%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAF6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  23791000 | PA      | $23626842.10  | 0.28%             | 2025-01-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCR7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  27945000 | PA      | $27895816.80  | 0.33%             | 2024-03-04      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WDV2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3803782.40   | 0.04%             | 2023-10-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  22790000 | PA      | $22708183.90  | 0.27%             | 2024-02-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                                         | CUSIP: 24422EVV8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  18574000 | PA      | $18466270.80  | 0.22%             | 2024-10-11      | Floating      | 4.52%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0JY6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5354000 | PA      | $5355499.12   | 0.06%             | 2023-03-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  25445000 | PA      | $25440419.90  | 0.30%             | 2024-04-05      | Floating      | 5.32%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEQ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6785824.50   | 0.08%             | 2024-09-27      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  54716000 | PA      | $54275536.20  | 0.64%             | 2025-07-07      | Floating      | 4.72%                 | No            |                  2 | On Loan: —       |
| GSK CONSUMER HEALTHCARE                        | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   9905000 | PA      | $9916786.95   | 0.12%             | 2024-03-24      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9023000 | PA      | $8886121.09   | 0.10%             | 2026-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                               | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  17875000 | PA      | $17850153.75  | 0.21%             | 2026-03-10      | Floating      | 5.70%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837BD4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  14479000 | PA      | $14458874.19  | 0.17%             | 2026-03-28      | Floating      | 5.96%                 | No            |                  2 | On Loan: —       |
| GA GLOBAL FUNDING TRUST                        | GA Global Funding Trust                                                         | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  19590000 | PA      | $19194086.10  | 0.22%             | 2025-04-11      | Floating      | 5.68%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                        | Inter-American Development Bank                                                 | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  60450000 | PA      | $60176766.00  | 0.70%             | 2027-04-12      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  57549000 | PA      | $57569142.15  | 0.67%             | 2024-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                        | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAT9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  19265000 | PA      | $19070423.50  | 0.22%             | 2025-01-10      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                        | CUSIP: 29878TFC3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  58615000 | PA      | $59844742.70  | 0.70%             | 2026-01-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAH0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   5582000 | PA      | $5581832.54   | 0.07%             | 2023-04-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15455000 | PA      | $15514347.20  | 0.18%             | 2024-03-08      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  25527000 | PA      | $25445313.60  | 0.30%             | 2024-01-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                        | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  16380000 | PA      | $16370499.60  | 0.19%             | 2024-04-12      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214EV1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  26470000 | PA      | $26367296.40  | 0.31%             | 2024-11-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: —       |
| KOMMUNALBANKEN AS                              | Kommunalbanken AS                                                               | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  63430000 | PA      | $64557151.10  | 0.76%             | 2026-06-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: —       |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                                                    | CUSIP: 57629WDD9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2804821.48   | 0.03%             | 2023-06-02      | Floating      | 4.46%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BS7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  14275000 | PA      | $14275428.25  | 0.17%             | 2023-02-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  15955000 | PA      | $15480179.20  | 0.18%             | 2026-06-09      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  12320000 | PA      | $12250638.40  | 0.14%             | 2025-04-07      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11027448.00  | 0.13%             | 2027-09-10      | Floating      | 5.11%                 | No            |                  2 | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                       | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $990630.00    | 0.01%             | 2026-04-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN MUTUAL GLBL                       | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2C2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  12596000 | PA      | $12564006.16  | 0.15%             | 2024-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CP7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  16680000 | PA      | $16671493.20  | 0.20%             | 2025-09-12      | Floating      | 5.65%                 | No            |                  2 | On Loan: —       |
| MASSMUTUAL GLOBAL FUNDIN                       | MassMutual Global Funding II                                                    | CUSIP: 57629WDF4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  18198000 | PA      | $18126481.86  | 0.21%             | 2024-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BR9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  14900000 | PA      | $14799276.00  | 0.17%             | 2024-03-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                            | NatWest Markets PLC                                                             | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   8665000 | PA      | $8542303.60   | 0.10%             | 2024-08-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                    | BNG Bank NV                                                                     | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    700000 | PA      | $712201.00    | 0.01%             | 2026-08-05      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20696000 | PA      | $20414327.44  | 0.24%             | 2026-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058JJ3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  45180000 | PA      | $45269004.60  | 0.53%             | 2025-09-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                           | Tencent Holdings Ltd                                                            | CUSIP: 88032XAP9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |  26923000 | PA      | $26836577.17  | 0.31%             | 2024-04-11      | Floating      | 5.69%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016FZV9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  18500000 | PA      | $18565305.00  | 0.22%             | 2026-01-12      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                          | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  34530000 | PA      | $33304530.30  | 0.39%             | 2024-06-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBY4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  27035000 | PA      | $26801958.30  | 0.31%             | 2026-05-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  23242000 | PA      | $23112774.48  | 0.27%             | 2025-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20140000 | PA      | $20205656.40  | 0.24%             | 2025-05-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                     | Cigna Corp                                                                      | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  29323000 | PA      | $29380766.31  | 0.34%             | 2023-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11245000 | PA      | $10908324.70  | 0.13%             | 2027-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: —       |
| NORDIC INVESTMENT BANK                         | Nordic Investment Bank                                                          | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  40855000 | PA      | $41748498.85  | 0.49%             | 2026-05-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAY3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2637290.49   | 0.03%             | 2024-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFB3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2604426.90   | 0.03%             | 2023-08-07      | Floating      | 4.49%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                     | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  14705000 | PA      | $14448103.65  | 0.17%             | 2027-01-12      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  18530000 | PA      | $18557239.10  | 0.22%             | 2024-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  29755000 | PA      | $29560699.85  | 0.35%             | 2025-02-04      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                            | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8716000 | PA      | $8508995.00   | 0.10%             | 2027-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2X4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1543748.55   | 0.02%             | 2023-11-13      | Floating      | 4.57%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  27565000 | PA      | $27477618.95  | 0.32%             | 2024-06-07      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  23355000 | PA      | $23396338.35  | 0.27%             | 2024-05-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14461140.00  | 0.17%             | 2024-06-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                             | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  16860000 | PA      | $16901307.00  | 0.20%             | 2025-03-04      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 06051GHB8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  55665000 | PA      | $55544763.60  | 0.65%             | 2026-02-05      | Floating      | 5.30%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                   | ING Groep NV                                                                    | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16650000 | PA      | $16121196.00  | 0.19%             | 2027-04-01      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                       | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  38850000 | PA      | $38825913.00  | 0.45%             | 2027-08-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKN8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13915000 | PA      | $13944360.65  | 0.16%             | 2026-04-02      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17451000 | PA      | $17287484.13  | 0.20%             | 2025-05-01      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAB7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  35990000 | PA      | $35181664.60  | 0.41%             | 2024-02-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2R7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  29512000 | PA      | $29410478.72  | 0.34%             | 2024-09-13      | Floating      | 4.56%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11120000 | PA      | $10735581.60  | 0.13%             | 2026-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  28051000 | PA      | $27779185.81  | 0.33%             | 2026-02-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10180000 | PA      | $9889666.40   | 0.12%             | 2026-12-09      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  13726000 | PA      | $13285807.18  | 0.16%             | 2026-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDD5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25535000 | PA      | $25537298.15  | 0.30%             | 2025-06-14      | Floating      | 5.28%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419916.00    | 0.00%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17865000 | PA      | $17554149.00  | 0.21%             | 2027-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp                           | Westpac Banking Corp                                                            | CUSIP: 961214EA7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  21308000 | PA      | $21331438.80  | 0.25%             | 2023-05-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: —       |
| Bayer US Finance II LLC                        | Bayer US Finance II LLC                                                         | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  44975000 | PA      | $45011879.50  | 0.53%             | 2023-12-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                              | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   9207000 | PA      | $9144300.33   | 0.11%             | 2025-04-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  24125000 | PA      | $24097980.00  | 0.28%             | 2023-06-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                        | CUSIP: 29878TFB5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  55128000 | PA      | $55212897.12  | 0.65%             | 2024-03-05      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                                            | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  19365000 | PA      | $19419802.95  | 0.23%             | 2025-08-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: —       |
| MACQUARIE GROUP LTD                            | Macquarie Group Ltd                                                             | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  17552000 | PA      | $17274327.36  | 0.20%             | 2025-10-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | Swedbank AB                                                                     | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   9645000 | PA      | $9592048.95   | 0.11%             | 2025-04-04      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  23559000 | PA      | $23526252.99  | 0.28%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20069200.00  | 0.23%             | 2026-01-12      | Floating      | 5.24%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8884000 | PA      | $8716891.96   | 0.10%             | 2026-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  18205000 | PA      | $18209915.35  | 0.21%             | 2023-04-12      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                                              | CUSIP: 55608PBH6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1965000 | PA      | $1963958.55   | 0.02%             | 2023-04-06      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBE6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  14730000 | PA      | $14664304.20  | 0.17%             | 2025-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK AUST                         | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KN8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  15500000 | PA      | $15527900.00  | 0.18%             | 2025-01-10      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                         | Asian Development Bank                                                          | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  43325000 | PA      | $44269051.75  | 0.52%             | 2026-08-27      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                     | CUSIP: 6325C0DU2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7860000 | PA      | $7837913.40   | 0.09%             | 2023-04-12      | Floating      | 5.41%                 | No            |                  2 | On Loan: —       |
| GA GLOBAL FUNDING TRUST                        | GA Global Funding Trust                                                         | CUSIP: 36143L2E4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  20670000 | PA      | $20152629.90  | 0.24%             | 2024-09-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  68181000 | PA      | $69073489.29  | 0.81%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206RGD8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  62100000 | PA      | $62756397.00  | 0.73%             | 2024-06-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  25640000 | PA      | $25530773.60  | 0.30%             | 2023-11-08      | Floating      | 4.60%                 | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK FINAN NA                         | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  12477000 | PA      | $12464273.46  | 0.15%             | 2023-06-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2M0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15366080.00  | 0.18%             | 2025-03-30      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                             | Spire Missouri Inc                                                              | CUSIP: 84859DAB3<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |  12065000 | PA      | $11985371.00  | 0.14%             | 2024-12-02      | Floating      | 4.74%                 | No            |                  2 | On Loan: —       |
| PACIFIC LIFE GF II                             | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  16550000 | PA      | $15955855.00  | 0.19%             | 2026-06-04      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  21691000 | PA      | $21586449.38  | 0.25%             | 2024-10-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16899000 | PA      | $16750288.80  | 0.20%             | 2025-06-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  37500000 | PA      | $38605125.00  | 0.45%             | 2027-10-28      | Floating      | 6.55%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                          | CUSIP: 853254CK4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  14305000 | PA      | $14330605.95  | 0.17%             | 2026-03-30      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                                       | CUSIP: 911312BJ4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  13702000 | PA      | $13703644.24  | 0.16%             | 2023-04-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                                                | CUSIP: 06368FAH2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  14549000 | PA      | $14561221.16  | 0.17%             | 2024-03-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17520000 | PA      | $17545053.60  | 0.21%             | 2026-04-26      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                               | ASB Bank Ltd                                                                    | CUSIP: 00216LAB9<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |  11197000 | PA      | $11223760.83  | 0.13%             | 2023-06-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: —       |
| PROTECTIVE LIFE GLOBAL                         | Protective Life Global Funding                                                  | CUSIP: 743672AB3<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25041250.00  | 0.29%             | 2024-12-11      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                     | CUSIP: 02665WDU2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  18979000 | PA      | $18939903.26  | 0.22%             | 2024-01-12      | Floating      | 5.09%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  64160000 | PA      | $63595392.00  | 0.74%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                             | Macquarie Bank Ltd                                                              | CUSIP: 55608PBK9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  19860000 | PA      | $19905082.20  | 0.23%             | 2025-03-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: —       |
| SKANDINAVISKA ENSKILDA                         | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505AY9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  19850000 | PA      | $19740031.00  | 0.23%             | 2025-06-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: —       |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                           | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10990000 | PA      | $10693929.40  | 0.13%             | 2025-01-07      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAH3<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   8411000 | PA      | $8446578.53   | 0.10%             | 2023-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  41824000 | PA      | $41777575.36  | 0.49%             | 2023-11-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BM6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  38689000 | PA      | $38694416.46  | 0.45%             | 2024-03-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10705000 | PA      | $10602553.15  | 0.12%             | 2025-01-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  22507000 | PA      | $22026925.69  | 0.26%             | 2026-05-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                  | UBS AG/London                                                                   | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  10130000 | PA      | $10089682.60  | 0.12%             | 2025-01-13      | Floating      | 4.79%                 | 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        | 399202000 | NS      | $399202000.00 | 4.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                              | CUSIP: 05964HAD7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  17132000 | PA      | $17137139.60  | 0.20%             | 2023-02-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                            | Bank of New Zealand                                                             | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  11250000 | PA      | $11047387.50  | 0.13%             | 2027-01-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                        | National Australia Bank Ltd                                                     | CUSIP: 6325C0EA5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  35260000 | PA      | $34926793.00  | 0.41%             | 2025-01-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBA7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  20989000 | PA      | $21044410.96  | 0.25%             | 2023-07-19      | Floating      | 5.66%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                                   | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  54510000 | PA      | $54542706.00  | 0.64%             | 2024-05-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GGW3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  15282000 | PA      | $15241961.16  | 0.18%             | 2024-01-07      | Floating      | 4.64%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  66670000 | PA      | $66793339.50  | 0.78%             | 2023-07-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                        | International Bank for Reconstruction & Development                             | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  71300000 | PA      | $71389838.00  | 0.84%             | 2027-08-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   8751000 | PA      | $8708295.12   | 0.10%             | 2024-05-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer