# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071946
**Filing Date:** 2023-3
**Character Count:** 222198
**Document Hash:** 94d648d80e51f4c6aa72c72aa1e9e58a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071946.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071946

**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:** 23774082

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

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

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

## Series and Classes Contracts Data

### iShares iBonds Dec 2023 Term Corporate ETF (Series ID: S000048151)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000152178 | iShares iBonds Dec 2023 Term Corporate ETF | IBDO            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Aerospace & Defense — 2.3%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.17%, 02/04/23<sup>(a)</sup> | $4877 | $4877000 |
| &nbsp;&nbsp;&nbsp;1.88%, 06/15/23 (Call 04/15/23)<sup>(a)</sup> | 1645 | 1622842 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/23 (Call 02/01/23)<sup>(a)</sup> | 1854 | 1851052 |
| &nbsp;&nbsp;&nbsp;4.51%, 05/01/23 (Call 04/01/23)<sup>(a)</sup> | 22237 | 22197196 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.88%, 08/15/23 (Call 06/15/23)<sup>(a)</sup> | 3614 | 3555381 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/15/23 (Call 04/15/23)<sup>(a)</sup> | 4238 | 4219056 |
| L3Harris Technologies Inc., 3.85%, 06/15/23 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 05/15/23)<sup>(a)</sup> | 4563 | 4537356 |
| Northrop Grumman Corp., 3.25%, 08/01/23 | 5607 | 5566405 |
| Raytheon Technologies Corp., 3.70%, 12/15/23 (Call 09/15/23)<sup>(a)</sup> | 4262 | 4214692 |
|  |  | 52640980 |
| **Agriculture — 0.8%** |  |  |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13%, 05/01/23<sup>(a)</sup> | 3852 | 3815907 |
| &nbsp;&nbsp;&nbsp;2.13%, 05/10/23 (Call 03/10/23)<sup>(a)</sup> | 3299 | 3274587 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/06/23<sup>(a)</sup> | 2855 | 2848890 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/23<sup>(a)</sup> | 4693 | 4647056 |
| Reynolds American Inc., 4.85%, 09/15/23<sup>(a)</sup> | 3453 | 3450721 |
|  |  | 18037161 |
| **Apparel — 0.1%** |  |  |
| NIKE Inc., 2.25%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | 2753 | 2735656 |
| **Auto Manufacturers — 5.8%** |  |  |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 04/20/23 | 720 | 712980 |
| &nbsp;&nbsp;&nbsp;0.65%, 09/08/23<sup>(a)</sup> | 7809 | 7609324 |
| &nbsp;&nbsp;&nbsp;0.88%, 07/07/23 | 5369 | 5276975 |
| &nbsp;&nbsp;&nbsp;1.95%, 05/10/23<sup>(a)</sup> | 7094 | 7035971 |
| &nbsp;&nbsp;&nbsp;3.45%, 07/14/23<sup>(a)</sup> | 2913 | 2894007 |
| &nbsp;&nbsp;&nbsp;3.63%, 10/10/23<sup>(a)</sup> | 8484 | 8402893 |
| Cummins Inc., 3.65%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 4506 | 4473016 |
| General Motors Co., 4.88%, 10/02/23<sup>(a)</sup> | 11616 | 11616000 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 08/18/23<sup>(a)</sup> | 8208 | 8049339 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/09/23 (Call 03/09/23) | 5900 | 5878170 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/19/23 (Call 05/19/23)<sup>(a)</sup> | 4113 | 4097700 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/23 | 6121 | 6106493 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 08/11/23<sup>(a)</sup> | 2589 | 2526528 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/08/23 | 1923 | 1896193 |
| &nbsp;&nbsp;&nbsp;1.90%, 02/07/23<sup>(a)</sup> | 1525 | 1524344 |
| &nbsp;&nbsp;&nbsp;2.65%, 04/06/23<sup>(a)</sup> | 2856 | 2844433 |
| &nbsp;&nbsp;&nbsp;3.40%, 08/09/23<sup>(a)</sup> | 2221 | 2204765 |
| Stellantis NV, 5.25%, 04/15/23 | 8749 | 8743838 |
| Toyota Motor Corp., 3.42%, 07/20/23<sup>(a)</sup> | 2918 | 2898625 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 04/06/23 | 5545 | 5503523 |
| &nbsp;&nbsp;&nbsp;0.50%, 08/14/23<sup>(a)</sup> | 7185 | 7017590 |
| &nbsp;&nbsp;&nbsp;1.35%, 08/25/23<sup>(a)</sup> | 2946 | 2888347 |
| &nbsp;&nbsp;&nbsp;2.25%, 10/18/23<sup>(a)</sup> | 5256 | 5160288 |
| &nbsp;&nbsp;&nbsp;2.90%, 03/30/23<sup>(a)</sup> | 9944 | 9916952 |
| &nbsp;&nbsp;&nbsp;3.45%, 09/20/23<sup>(a)</sup> | 5752 | 5696896 |
|  |  | 130975190 |
| **Banks — 25.8%** |  |  |
| Banco Bilbao Vizcaya Argentaria SA, 0.88%, 09/18/23<sup>(a)</sup> | 9282 | 9035006 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 02/23/23<sup>(a)</sup> | $5049 | $5044304 |
| &nbsp;&nbsp;&nbsp;3.85%, 04/12/23 | 6307 | 6292052 |
| Bank of America Corp., 4.10%, 07/24/23 | 10935 | 10899133 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 09/15/23<sup>(a)</sup> | 9885 | 9611087 |
| &nbsp;&nbsp;&nbsp;0.45%, 12/08/23<sup>(a)</sup> | 7845 | 7557010 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 12/07/23 (Call 11/07/23)<sup>(a)</sup> | 7304 | 7045584 |
| &nbsp;&nbsp;&nbsp;2.20%, 08/16/23 (Call 06/16/23) | 7541 | 7434219 |
| &nbsp;&nbsp;&nbsp;3.45%, 08/11/23 | 4336 | 4304868 |
| &nbsp;&nbsp;&nbsp;3.50%, 04/28/23<sup>(a)</sup> | 8125 | 8099487 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 09/15/23<sup>(a)</sup> | 10059 | 9781372 |
| &nbsp;&nbsp;&nbsp;0.55%, 09/15/23<sup>(a)</sup> | 4587 | 4464665 |
| &nbsp;&nbsp;&nbsp;0.80%, 06/15/23<sup>(a)</sup> | 513 | 505059 |
| &nbsp;&nbsp;&nbsp;1.63%, 05/01/23 | 7982 | 7919900 |
| &nbsp;&nbsp;&nbsp;1.95%, 02/01/23 | 3757 | 3757000 |
| BNP Paribas SA, 3.25%, 03/03/23<sup>(a)</sup> | 5693 | 5686965 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp;0.45%, 06/22/23 | 7808 | 7672531 |
| &nbsp;&nbsp;&nbsp;0.50%, 12/14/23<sup>(a)</sup> | 10806 | 10398938 |
| &nbsp;&nbsp;&nbsp;0.95%, 06/23/23 | 9958 | 9803850 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/13/23<sup>(a)</sup> | 6628 | 6571662 |
| Capital One NA, 3.38%, 02/15/23 | 7228 | 7223302 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/01/23<sup>(a)</sup> | 1723 | 1721243 |
| &nbsp;&nbsp;&nbsp;3.50%, 05/15/23 | 5619 | 5598041 |
| &nbsp;&nbsp;&nbsp;3.88%, 10/25/23<sup>(a)</sup> | 8141 | 8064068 |
| Citizens Bank NA/Providence RI, 3.70%, 03/29/23 (Call 02/28/23)<sup>(a)</sup> | 2910 | 2905431 |
| Comerica Inc., 3.70%, 07/31/23 (Call 07/01/23)<sup>(a)</sup> | 4674 | 4645442 |
| Cooperatieve Rabobank UA, 4.63%, 12/01/23<sup>(a)</sup> | 4388 | 4372466 |
| Credit Suisse AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;0.52%, 08/09/23 | 7335 | 7126833 |
| &nbsp;&nbsp;&nbsp;1.00%, 05/05/23 | 11828 | 11641709 |
| Credit Suisse Group AG, 3.80%, 06/09/23<sup>(a)</sup> | 11191 | 11061856 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 02/27/23 | 4959 | 4949082 |
| Series E, 0.96%, 11/08/23 | 11075 | 10740535 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 02/06/23<sup>(a)</sup> | 3762 | 3760721 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/08/23<sup>(a)</sup> | 6629 | 6594529 |
| Fifth Third Bancorp., 1.63%, 05/05/23 (Call 04/05/23) | 12437 | 12334270 |
| First Horizon Corp., 3.55%, 05/26/23 (Call 04/26/23)<sup>(a)</sup> | 2813 | 2795953 |
| FNB Corp./PA, 2.20%, 02/24/23<sup>(a)</sup> | 3115 | 3103256 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.52%, 03/08/23 | 4078 | 4059078 |
| &nbsp;&nbsp;&nbsp;1.22%, 12/06/23 (Call 02/06/23) | 13227 | 12817624 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/23/23 (Call 02/16/23) | 6713 | 6706623 |
| HSBC Holdings PLC, 3.60%, 05/25/23<sup>(a)</sup> | 8929 | 8890427 |
| Huntington National Bank (The), 3.55%, 10/06/23 |  |  |
| &nbsp;&nbsp;&nbsp;(Call 09/06/23)<sup>(a)</sup> | 6728 | 6660855 |
| ING Groep NV, 4.10%, 10/02/23 | 11464 | 11392809 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 05/18/23 (Call 03/18/23)<sup>(a)</sup> | 11173 | 11103504 |
| &nbsp;&nbsp;&nbsp;3.38%, 05/01/23<sup>(a)</sup> | 12203 | 12157239 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 03/10/23<sup>(a)</sup> | 3494 | 3481526 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/07/23<sup>(a)</sup> | 2051 | 2046406 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| Lloyds Banking Group PLC, 4.05%, 08/16/23 | $11533 | $11473720 |
| M&T Bank Corp., 3.55%, 07/26/23 (Call 06/26/23) | 3722 | 3696058 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.53%, 09/13/23<sup>(a)</sup> | 5035 | 4956857 |
| &nbsp;&nbsp;&nbsp;3.46%, 03/02/23<sup>(a)</sup> | 9114 | 9108440 |
| &nbsp;&nbsp;&nbsp;3.76%, 07/26/23<sup>(a)</sup> | 13254 | 13173548 |
| Mizuho Financial Group Inc., 3.55%, 03/05/23<sup>(a)</sup> | 4801 | 4795575 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 02/25/23<sup>(a)</sup> | 9730 | 9721146 |
| &nbsp;&nbsp;&nbsp;4.10%, 05/22/23<sup>(a)</sup> | 14038 | 14001080 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp;2.88%, 04/12/23 | 3013 | 3002244 |
| &nbsp;&nbsp;&nbsp;3.63%, 06/20/23<sup>(a)</sup> | 4239 | 4220179 |
| National Bank of Canada, 2.10%, 02/01/23 | 6921 | 6921000 |
| NatWest Group PLC, 3.88%, 09/12/23<sup>(a)</sup> | 1850 | 1833665 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 06/08/23 (Call 05/08/23) | 3665 | 3648654 |
| &nbsp;&nbsp;&nbsp;3.80%, 07/25/23 (Call 06/25/23)<sup>(a)</sup> | 4251 | 4225111 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp;0.50%, 10/26/23<sup>(a)</sup> | 8031 | 7774731 |
| &nbsp;&nbsp;&nbsp;1.60%, 04/17/23 | 7184 | 7134574 |
| &nbsp;&nbsp;&nbsp;3.70%, 10/05/23<sup>(a)</sup> | 11481 | 11383871 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 05/15/23<sup>(a)</sup> | 4946 | 4920528 |
| &nbsp;&nbsp;&nbsp;3.70%, 11/20/23 | 8900 | 8816073 |
| Sumitomo Mitsui Banking Corp., 3.95%, 07/19/23<sup>(a)</sup> | 2265 | 2254966 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 07/19/23 | 4039 | 4015170 |
| &nbsp;&nbsp;&nbsp;3.94%, 10/16/23<sup>(a)</sup> | 11584 | 11495730 |
| Svenska Handelsbanken AB, 3.90%, 11/20/23<sup>(a)</sup> | 10323 | 10228545 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.30%, 06/02/23<sup>(a)</sup> | 6125 | 6032574 |
| &nbsp;&nbsp;&nbsp;0.45%, 09/11/23<sup>(a)</sup> | 7139 | 6947746 |
| &nbsp;&nbsp;&nbsp;0.75%, 06/12/23 | 11170 | 11006024 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/19/23<sup>(a)</sup> | 8793 | 8740066 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 03/09/23 (Call 02/09/23)<sup>(a)</sup> | 5236 | 5218564 |
| &nbsp;&nbsp;&nbsp;2.75%, 05/01/23 (Call 04/01/23)<sup>(a)</sup> | 2077 | 2066345 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/02/23 | 2344 | 2344000 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.20%, 03/16/23 (Call 02/13/23)<sup>(a)</sup> | 6529 | 6509935 |
| &nbsp;&nbsp;&nbsp;3.75%, 12/06/23 (Call 11/06/23)<sup>(a)</sup> | 13142 | 13023722 |
| U.S. Bank NA/Cincinnati OH, 3.40%, 07/24/23 (Call 06/23/23)<sup>(a)</sup> | 10523 | 10445235 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13%, 08/15/23 | 9559 | 9513404 |
| &nbsp;&nbsp;&nbsp;Series M, 3.45%, 02/13/23<sup>(a)</sup> | 4320 | 4317883 |
| Westpac Banking Corp., 3.65%, 05/15/23<sup>(a)</sup> | 4670 | 4654309 |
|  |  | 583460792 |
| **Beverages — 1.3%** |  |  |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp;2.63%, 04/29/23 (Call 03/03/23)<sup>(a)</sup> | 5437 | 5405955 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/18/23 (Call 08/18/23)<sup>(a)</sup> | 4347 | 4309181 |
| Fomento Economico Mexicano SAB de CV, 2.88%, 05/10/23<sup>(a)</sup> | 875 | 869199 |
| Keurig Dr Pepper Inc., 3.13%, 12/15/23 (Call 10/15/23)<sup>(a)</sup> | 6186 | 6095623 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.40%, 10/07/23 | 5081 | 4929281 |
| &nbsp;&nbsp;&nbsp;0.75%, 05/01/23<sup>(a)</sup> | 1710 | 1692592 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Beverages (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/01/23<sup>(a)</sup> | $5578 | $5570023 |
|  |  | 28871854 |
| **Biotechnology — 1.2%** |  |  |
| Amgen Inc., 2.25%, 08/19/23 (Call 06/19/23)<sup>(a)</sup> | 4341 | 4278446 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/29/23 (Call 02/13/23) | 7605 | 7395102 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/23 (Call 07/01/23)<sup>(a)</sup> | 5380 | 5301506 |
| Illumina Inc., 0.55%, 03/23/23 | 3203 | 3181668 |
| Royalty Pharma PLC, 0.75%, 09/02/23 | 6297 | 6136930 |
|  |  | 26293652 |
| **Building Materials — 0.8%** |  |  |
| Fortune Brands Home & Security Inc., 4.00%, 09/21/23 (Call 08/21/23)<sup>(a)</sup> | 10880 | 10792634 |
| Lennox International Inc., 3.00%, 11/15/23 (Call 09/15/23)<sup>(a)</sup> | 4352 | 4273533 |
| Martin Marietta Materials Inc., 0.65%, 07/15/23 (Call 03/03/23) | 2848 | 2788847 |
|  |  | 17855014 |
| **Chemicals — 1.1%** |  |  |
| Air Products and Chemicals Inc., 2.75%, 02/03/23<sup>(a)</sup> | 1899 | 1899000 |
| Ecolab Inc., 0.90%, 12/15/23 (Call 03/03/23) | 4990 | 4814601 |
| International Flavors & Fragrances Inc., 3.20%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | 590 | 586602 |
| Linde Inc./CT, 2.70%, 02/21/23<sup>(a)</sup> | 2046 | 2041356 |
| LYB International Finance BV, 4.00%, 07/15/23<sup>(a)</sup> | 2614 | 2598499 |
| Mosaic Co. (The), 4.25%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 9345 | 9281921 |
| Nutrien Ltd., 1.90%, 05/13/23<sup>(a)</sup> | 3468 | 3435193 |
| PPG Industries Inc., 3.20%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | 1468 | 1464550 |
|  |  | 26121722 |
| **Commercial Services — 0.6%** |  |  |
| Equifax Inc., 3.95%, 06/15/23 (Call 05/15/23)<sup>(a)</sup> | 1996 | 1986479 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 2870 | 2852751 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/23 (Call 05/01/23)<sup>(a)</sup> | 3516 | 3500811 |
| PayPal Holdings Inc., 1.35%, 06/01/23 | 445 | 439380 |
| RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23)<sup>(a)</sup> | 3982 | 3975191 |
|  |  | 12754612 |
| **Computers — 3.8%** |  |  |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 05/11/23<sup>(a)</sup> | 8170 | 8079068 |
| &nbsp;&nbsp;&nbsp;2.40%, 05/03/23<sup>(a)</sup> | 31493 | 31301837 |
| &nbsp;&nbsp;&nbsp;2.85%, 02/23/23<sup>(a)</sup> | 9020 | 9007192 |
| Dell International LLC/EMC Corp., 5.45%, 06/15/23 (Call 04/15/23) | 6018 | 6022273 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/23 (Call 03/01/23) | 4934 | 4910662 |
| &nbsp;&nbsp;&nbsp;4.45%, 10/02/23 (Call 09/02/23)<sup>(a)</sup> | 9623 | 9574115 |
| International Business Machines Corp., 3.38%, 08/01/23<sup>(a)</sup> | 8600 | 8535586 |
| Leidos Inc., 2.95%, 05/15/23 (Call 04/15/23) | 8634 | 8577275 |
|  |  | 86008008 |
| **Cosmetics & Personal Care — 0.7%** |  |  |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.95%, 02/01/23<sup>(a)</sup> | 1652 | 1652000 |
| &nbsp;&nbsp;&nbsp;2.10%, 05/01/23<sup>(a)</sup> | 700 | 695751 |
| Procter & Gamble Co. (The), 3.10%, 08/15/23<sup>(a)</sup> | 4835 | 4808601 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Cosmetics & Personal Care (continued)** |  |  |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.38%, 09/14/23<sup>(a)</sup> | $3168 | $3081577 |
| &nbsp;&nbsp;&nbsp;3.13%, 03/22/23 (Call 02/22/23)<sup>(a)</sup> | 5024 | 5013851 |
|  |  | 15251780 |
| **Diversified Financial Services — 4.3%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 10/29/23 | 10190 | 9885931 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/03/23 (Call 06/03/23)<sup>(a)</sup> | 6305 | 6271899 |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 6983 | 6937541 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/23 (Call 07/15/23)<sup>(a)</sup> | 4922 | 4855405 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/03/23 (Call 06/03/23)<sup>(a)</sup> | 3456 | 3436681 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 09/25/23 (Call 08/25/23)<sup>(a)</sup> | 4264 | 4229888 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/01/23<sup>(a)</sup> | 2722 | 2717454 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 10/02/23 (Call 09/02/23) | 8845 | 8629447 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/05/23 (Call 05/05/23)<sup>(a)</sup> | 3496 | 3468417 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 11/03/23<sup>(a)</sup> | 7695 | 7512706 |
| &nbsp;&nbsp;&nbsp;3.70%, 08/03/23 (Call 07/03/23) | 9627 | 9569912 |
| Ameriprise Financial Inc., 4.00%, 10/15/23<sup>(a)</sup> | 4816 | 4785322 |
| BGC Partners Inc., 5.38%, 07/24/23<sup>(a)</sup> | 3705 | 3693922 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 05/11/23 (Call 04/11/23)<sup>(a)</sup> | 7224 | 7179861 |
| &nbsp;&nbsp;&nbsp;3.50%, 06/15/23<sup>(a)</sup> | 5740 | 5710783 |
| Eaton Vance Corp., 3.63%, 06/15/23<sup>(a)</sup> | 1495 | 1487211 |
| Jefferies Financial Group Inc., 5.50%, 10/18/23 (Call 03/03/23)<sup>(a)</sup> | 3395 | 3392114 |
| Western Union Co. (The), 4.25%, 06/09/23 (Call 05/09/23)<sup>(a)</sup> | 2583 | 2572332 |
|  |  | 96336826 |
| **Electric — 8.1%** |  |  |
| Alabama Power Co., Series 13-A, 3.55%, 12/01/23<sup>(a)</sup> | 3151 | 3114700 |
| American Electric Power Co. Inc., Series M, 0.75%, 11/01/23 (Call 03/03/23)<sup>(a)</sup> | 4947 | 4796562 |
| Baltimore Gas & Electric Co., 3.35%, 07/01/23 (Call 04/01/23)<sup>(a)</sup> | 1630 | 1618362 |
| Berkshire Hathaway Energy Co., 3.75%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 4971 | 4934463 |
| Black Hills Corp., 4.25%, 11/30/23 (Call 08/30/23)<sup>(a)</sup> | 4564 | 4520779 |
| Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 03/03/23)<sup>(a)</sup> | 6911 | 6671326 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.35%, 06/01/23 (Call 05/01/23)<sup>(a)</sup> | 1165 | 1146558 |
| &nbsp;&nbsp;&nbsp;3.38%, 08/15/23 (Call 05/15/23)<sup>(a)</sup> | 1700 | 1685482 |
| Delmarva Power & Light Co., 3.50%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 5497 | 5438512 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1569 | 1564419 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/23 (Call 02/15/23) | 1271 | 1268534 |
| Duke Energy Corp., 3.95%, 10/15/23 (Call 07/15/23)<sup>(a)</sup> | 4112 | 4083545 |
| Duke Energy Ohio Inc., 3.80%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 1305 | 1298227 |
| Duke Energy Progress LLC, 3.38%, 09/01/23 (Call 08/01/23)<sup>(a)</sup> | 4846 | 4800157 |
| Edison International, 2.95%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1464 | 1458334 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.62%, 11/17/23 (Call 03/03/23)<sup>(a)</sup> | 9304 | 8986734 |
| &nbsp;&nbsp;&nbsp;4.05%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 1833 | 1820462 |
| Evergy Metro Inc., 3.15%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1292 | 1290062 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | $2286 | $2274433 |
| &nbsp;&nbsp;&nbsp;Series N, 3.80%, 12/01/23 (Call 11/01/23)<sup>(a)</sup> | 4853 | 4804130 |
| Florida Power & Light Co., 2.75%, 06/01/23 (Call 03/03/23)<sup>(a)</sup> | 2177 | 2161826 |
| Georgia Power Co., Series A, 2.10%, 07/30/23<sup>(a)</sup> | 2575 | 2537225 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 02/15/23 | 2278 | 2275768 |
| &nbsp;&nbsp;&nbsp;3.40%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 5305 | 5248661 |
| NextEra Energy Capital Holdings Inc., 0.65%, 03/01/23 | 12658 | 12613064 |
| Northern States Power Co./MN, 2.60%, 05/15/23 (Call 03/03/23)<sup>(a)</sup> | 1547 | 1536604 |
| OGE Energy Corp., 0.70%, 05/26/23 (Call 03/03/23)<sup>(a)</sup> | 2035 | 2006551 |
| Oklahoma Gas & Electric Co., 0.55%, 05/26/23 (Call 03/03/23)<sup>(a)</sup> | 1445 | 1424727 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 11/15/23 (Call 03/03/23) | 7750 | 7531760 |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/23 (Call 03/15/23)<sup>(a)</sup> | 1402 | 1388597 |
| &nbsp;&nbsp;&nbsp;3.85%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 8640 | 8546774 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/01/23 (Call 07/01/23)<sup>(a)</sup> | 2303 | 2287017 |
| PacifiCorp, 2.95%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 912 | 906455 |
| Public Service Co. of New Hampshire, 3.50%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 2576 | 2547561 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 05/15/23 (Call 02/15/23)<sup>(a)</sup> | 1424 | 1412423 |
| &nbsp;&nbsp;&nbsp;3.25%, 09/01/23 (Call 08/01/23)<sup>(a)</sup> | 2604 | 2577231 |
| Public Service Enterprise Group Inc., 0.84%, 11/08/23 (Call 03/03/23)<sup>(a)</sup> | 5883 | 5693273 |
| San Diego Gas & Electric Co., Series NNN, 3.60%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 4855 | 4816888 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.70%, 04/03/23<sup>(a)</sup> | 1220 | 1210252 |
| &nbsp;&nbsp;&nbsp;Series C, 3.50%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 2803 | 2772307 |
| &nbsp;&nbsp;&nbsp;Series D, 3.40%, 06/01/23 (Call 05/01/23)<sup>(a)</sup> | 861 | 855352 |
| &nbsp;&nbsp;&nbsp;Series J, 0.70%, 08/01/23<sup>(a)</sup> | 20675 | 20222011 |
| Southern Co. (The), 2.95%, 07/01/23 (Call 05/01/23)<sup>(a)</sup> | 9121 | 9040735 |
| Virginia Electric & Power Co., Series C, 2.75%, 03/15/23 (Call 02/21/23) | 4523 | 4507034 |
| WEC Energy Group Inc., 0.55%, 09/15/23<sup>(a)</sup> | 4643 | 4516014 |
| Xcel Energy Inc., 0.50%, 10/15/23 (Call 09/15/23)<sup>(a)</sup> | 4286 | 4154634 |
|  |  | 182366525 |
| **Electrical Components & Equipment — 0.1%** |  |  |
| Emerson Electric Co., 2.63%, 02/15/23<sup>(a)</sup> | 1353 | 1351999 |
| **Electronics — 0.3%** |  |  |
| Arrow Electronics Inc., 4.50%, 03/01/23<sup>(a)</sup> | 1680 | 1678740 |
| Honeywell International Inc., 3.35%, 12/01/23<sup>(a)</sup> | 3325 | 3291783 |
| Trimble Inc., 4.15%, 06/15/23 (Call 05/15/23)<sup>(a)</sup> | 2784 | 2774980 |
|  |  | 7745503 |
| **Environmental Control — 0.4%** |  |  |
| Republic Services Inc., 4.75%, 05/15/23 (Call 02/15/23)<sup>(a)</sup> | 2388 | 2385397 |
| Waste Management Inc., 2.40%, 05/15/23 (Call 03/15/23)<sup>(a)</sup> | 7366 | 7311713 |
|  |  | 9697110 |
| **Food — 0.9%** |  |  |
| Campbell Soup Co., 3.65%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | 3652 | 3647471 |
| Conagra Brands Inc., 0.50%, 08/11/23 (Call 03/03/23)<sup>(a)</sup> | 3370 | 3286862 |
| Hershey Co. (The), 3.38%, 05/15/23 (Call 04/15/23)<sup>(a)</sup> | 2627 | 2616282 |
| Kellogg Co., 2.65%, 12/01/23<sup>(a)</sup> | 5499 | 5398258 |
| Kroger Co. (The), 3.85%, 08/01/23 (Call 05/01/23)<sup>(a)</sup> | 3132 | 3111423 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Food (continued)** |  |  |
| Tyson Foods Inc., 3.90%, 09/28/23 (Call 08/28/23)<sup>(a)</sup> | $2872 | $2850374 |
|  |  | 20910670 |
| **Gas — 0.9%** |  |  |
| Atmos Energy Corp., 0.63%, 03/09/23 (Call 02/16/23)<sup>(a)</sup> | 8580 | 8544650 |
| CenterPoint Energy Resources Corp., 0.70%, 03/02/23<sup>(a)</sup> | 2389 | 2380185 |
| Eastern Energy Gas Holdings LLC, 3.55%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 4496 | 4448567 |
| National Fuel Gas Co., 3.75%, 03/01/23<sup>(a)</sup> | 1941 | 1936982 |
| Southern Co. Gas Capital Corp., 2.45%, 10/01/23 (Call 08/01/23)<sup>(a)</sup> | 3215 | 3156616 |
|  |  | 20467000 |
| **Health Care - Products — 1.7%** |  |  |
| Abbott Laboratories, 3.40%, 11/30/23 (Call 09/30/23) | 8881 | 8786684 |
| Baxter International Inc., 0.87%, 12/01/23 | 6926 | 6692455 |
| PerkinElmer Inc., 0.55%, 09/15/23 (Call 03/03/23)<sup>(a)</sup> | 4035 | 3919034 |
| Stryker Corp., 0.60%, 12/01/23 (Call 02/13/23)<sup>(a)</sup> | 6942 | 6693754 |
| Thermo Fisher Scientific Inc., 0.80%, 10/18/23 (Call 03/03/23)<sup>(a)</sup> | 13413 | 13027511 |
|  |  | 39119438 |
| **Health Care - Services — 1.6%** |  |  |
| Aetna Inc., 2.80%, 06/15/23 (Call 04/15/23)<sup>(a)</sup> | 7828 | 7764593 |
| Anthem Inc., 0.45%, 03/15/23 | 2250 | 2237760 |
| Humana Inc., 0.65%, 08/03/23 (Call 02/08/23) | 7678 | 7508470 |
| Laboratory Corp. of America Holdings, 4.00%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 3407 | 3380017 |
| SSM Health Care Corp., Series 2018, 3.69%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 3261 | 3247075 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/15/23<sup>(a)</sup> | 3149 | 3146733 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 03/15/23<sup>(a)</sup> | 5673 | 5661484 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/23<sup>(a)</sup> | 3354 | 3336391 |
|  |  | 36282523 |
| **Holding Companies - Diversified — 0.3%** |  |  |
| Ares Capital Corp., 3.50%, 02/10/23<sup>(a)</sup> | 3516 | 3514066 |
| Blackstone Secured Lending Fund, 3.65%, 07/14/23<sup>(a)</sup> | 3064 | 3039917 |
|  |  | 6553983 |
| **Home Builders — 0.6%** |  |  |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.75%, 02/15/23<sup>(a)</sup> | 2337 | 2336626 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.75%, 08/15/23 (Call 05/15/23)<sup>(a)</sup> | 3282 | 3287120 |
| Lennar Corp., 4.88%, 12/15/23 (Call 09/15/23)<sup>(a)</sup> | 4543 | 4531052 |
| Toll Brothers Finance Corp., 4.38%, 04/15/23 (Call 03/03/23) | 2568 | 2560861 |
|  |  | 12715659 |
| **Household Products & Wares — 0.1%** |  |  |
| Kimberly-Clark Corp., 2.40%, 06/01/23<sup>(a)</sup> | 1468 | 1455757 |
| **Insurance — 2.2%** |  |  |
| Allstate Corp. (The), 3.15%, 06/15/23<sup>(a)</sup> | 2474 | 2457894 |
| Aon PLC, 4.00%, 11/27/23 (Call 08/27/23)<sup>(a)</sup> | 4307 | 4273319 |
| Aspen Insurance Holdings Ltd., 4.65%, 11/15/23<sup>(a)</sup> | 1806 | 1795254 |
| Berkshire Hathaway Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 10752 | 10724475 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 02/11/23<sup>(a)</sup> | 1863 | 1861715 |
| Chubb INA Holdings Inc., 2.70%, 03/13/23<sup>(a)</sup> | 5700 | 5687859 |
| Equitable Holdings Inc., 3.90%, 04/20/23 (Call 03/20/23)<sup>(a)</sup> | 3293 | 3285788 |
| Jackson Financial Inc., 1.13%, 11/22/23<sup>(a)</sup> | 4488 | 4345641 |
| Lincoln National Corp., 4.00%, 09/01/23<sup>(a)</sup> | 4085 | 4061634 |
| Loews Corp., 2.63%, 05/15/23 (Call 02/15/23)<sup>(a)</sup> | 3385 | 3360933 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| MetLife Inc., Series D, 4.37%, 09/15/23<sup>(a)</sup> | $5237 | $5237000 |
| Principal Financial Group Inc., 3.13%, 05/15/23<sup>(a)</sup> | 1582 | 1574137 |
| Reinsurance Group of America Inc., 4.70%, 09/15/23<sup>(a)</sup> | 2338 | 2330916 |
|  |  | 50996565 |
| **Internet — 1.1%** |  |  |
| Alibaba Group Holding Ltd., 2.80%, 06/06/23 (Call 05/06/23)<sup>(a)</sup> | 4198 | 4164500 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.25%, 05/12/23<sup>(a)</sup> | 1525 | 1505739 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 06/03/23<sup>(a)</sup> | 3469 | 3417243 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.40%, 02/22/23<sup>(a)</sup> | 4585 | 4579315 |
| Baidu Inc., 3.88%, 09/29/23 (Call 08/29/23)<sup>(a)</sup> | 5025 | 4982287 |
| Booking Holdings Inc., 2.75%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | 6250 | 6235312 |
|  |  | 24884396 |
| **Lodging — 0.4%** |  |  |
| Hyatt Hotels Corp., 1.30%, 10/01/23 (Call 03/03/23)<sup>(a)</sup> | 4526 | 4408550 |
| Marriott International Inc./MD, Series Z, 4.15%, 12/01/23 (Call 11/01/23)<sup>(a)</sup> | 4385 | 4350139 |
|  |  | 8758689 |
| **Machinery — 2.6%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 03/01/23 | 3175 | 3164237 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.45%, 09/14/23<sup>(a)</sup> | 5197 | 5058084 |
| &nbsp;&nbsp;&nbsp;&nbsp;0.65%, 07/07/23<sup>(a)</sup> | 2685 | 2635945 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.63%, 03/01/23<sup>(a)</sup> | 1472 | 1469851 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 05/15/23<sup>(a)</sup> | 2328 | 2318991 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 12/07/23<sup>(a)</sup> | 5508 | 5452700 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/24/23<sup>(a)</sup> | 7263 | 7197270 |
| CNH Industrial Capital LLC, 1.95%, 07/02/23<sup>(a)</sup> | 3550 | 3500477 |
| CNH Industrial NV, 4.50%, 08/15/23<sup>(a)</sup> | 3853 | 3834544 |
| Crane Holdings Co., 4.45%, 12/15/23 (Call 09/15/23)<sup>(a)</sup> | 3989 | 3969254 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.40%, 10/10/23<sup>(a)</sup> | 4228 | 4097820 |
| &nbsp;&nbsp;&nbsp;0.70%, 07/05/23 | 1724 | 1694089 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.20%, 04/06/23<sup>(a)</sup> | 3346 | 3325188 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/06/23 | 3612 | 3606004 |
| &nbsp;&nbsp;&nbsp;3.45%, 06/07/23 | 1033 | 1027907 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 10/12/23<sup>(a)</sup> | 4958 | 4921757 |
| Rockwell Automation Inc., 0.35%, 08/15/23 (Call 02/13/23)<sup>(a)</sup> | 2755 | 2686235 |
|  |  | 59960353 |
| **Manufacturing — 0.6%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/23 (Call 02/13/23) | 2685 | 2681885 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.25%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | 4179 | 4167382 |
| Carlisle Companies Inc., 0.55%, 09/01/23 (Call 03/03/23)<sup>(a)</sup> | 3098 | 3015128 |
| Teledyne Technologies Inc., 0.65%, 04/01/23<sup>(a)</sup> | 662 | 656678 |
| Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23<sup>(a)</sup> | 3486 | 3475647 |
|  |  | 13996720 |
| **Media — 0.5%** |  |  |
| Thomson Reuters Corp., 4.30%, 11/23/23 (Call 08/23/23)<sup>(a)</sup> | 5641 | 5607549 |
| Time Warner Cable Enterprises LLC, 8.38%, 03/15/23<sup>(a)</sup> | 4879 | 4899052 |
|  |  | 10506601 |
| **Mining — 0.6%** |  |  |
| BHP Billiton Finance USA Ltd., 3.85%, 09/30/23<sup>(a)</sup> | 6031 | 5985828 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mining (continued)** |  |  |
| Freeport-McMoRan Inc., 3.88%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | $6765 | $6754176 |
|  |  | 12740004 |
| **Oil & Gas — 2.9%** |  |  |
| Chevron Corp., 1.14%, 05/11/23 | 3741 | 3703066 |
| Chevron USA Inc., 0.43%, 08/11/23<sup>(a)</sup> | 3171 | 3098067 |
| Continental Resources Inc./OK, 4.50%, 04/15/23 (Call 03/03/23)<sup>(a)</sup> | 3316 | 3307445 |
| EOG Resources Inc., 2.63%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 10610 | 10583157 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.57%, 04/15/23<sup>(a)</sup> | 11935 | 11853723 |
| &nbsp;&nbsp;&nbsp;2.73%, 03/01/23 (Call 02/13/23) | 4846 | 4837277 |
| Pioneer Natural Resources Co., 0.55%, 05/15/23<sup>(a)</sup> | 8200 | 8094876 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.38%, 09/15/23<sup>(a)</sup> | 5970 | 5805765 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 11/13/23 (Call 10/13/23)<sup>(a)</sup> | 8987 | 8895243 |
| TotalEnergies Capital Canada Ltd., 2.75%, 07/15/23<sup>(a)</sup> | 5634 | 5578674 |
|  |  | 65757293 |
| **Oil & Gas Services — 0.8%** |  |  |
| Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc., 1.23%, 12/15/23<sup>(a)</sup> | 7450 | 7216070 |
| Schlumberger Investment SA, 3.65%, 12/01/23 (Call 09/01/23) | 10991 | 10866472 |
|  |  | 18082542 |
| **Pharmaceuticals — 7.1%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.85%, 05/14/23 (Call 03/14/23)<sup>(a)</sup> | 7808 | 7760527 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/14/23 (Call 10/14/23)<sup>(a)</sup> | 10983 | 10887118 |
| AmerisourceBergen Corp., 0.74%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 3339 | 3322639 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp;0.30%, 05/26/23 | 5340 | 5263264 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 08/17/23 (Call 07/17/23)<sup>(a)</sup> | 6198 | 6153003 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.54%, 11/13/23 (Call 03/03/23)<sup>(a)</sup> | 12830 | 12407508 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.75%, 02/15/23<sup>(a)</sup> | 7184 | 7178612 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 02/20/23<sup>(a)</sup> | 5709 | 5704147 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 11/01/23<sup>(a)</sup> | 4320 | 4269672 |
| Cardinal Health Inc., 3.20%, 03/15/23<sup>(a)</sup> | 2629 | 2623059 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 07/15/23 (Call 05/16/23)<sup>(a)</sup> | 18558 | 18390421 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/23 (Call 06/15/23) | 4483 | 4456685 |
| CVS Health Corp., 4.00%, 12/05/23 (Call 09/05/23)<sup>(a)</sup> | 4713 | 4675437 |
| GlaxoSmithKline Capital PLC, 0.53%, 10/01/23 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Call 03/03/23)<sup>(a)</sup> | 10670 | 10360357 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 03/01/23 | 2146 | 2141751 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 12/05/23<sup>(a)</sup> | 5482 | 5455686 |
| McKesson Corp., 2.85%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 2360 | 2355233 |
| Merck & Co. Inc., 2.80%, 05/18/23<sup>(a)</sup> | 7943 | 7895898 |
| Mylan Inc., 4.20%, 11/29/23 (Call 08/29/23)<sup>(a)</sup> | 6953 | 6896264 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 06/15/23<sup>(a)</sup> | 4090 | 4060838 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 7191 | 7121607 |
| Sanofi, 3.38%, 06/19/23 (Call 05/19/23) | 4887 | 4858118 |
| Shire Acquisitions Investments Ireland DAC, 2.88%, 09/23/23 (Call 07/23/23) | 6668 | 6563646 |
| Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23) | 3353 | 3337073 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Pharmaceuticals (continued)** |  |  |
| Zoetis Inc., 3.25%, 02/01/23<sup>(a)</sup> | $6325 | $6325000 |
|  |  | 160463563 |
| **Pipelines — 3.8%** |  |  |
| DCP Midstream Operating LP, 3.88%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 590 | 588873 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 10/04/23<sup>(a)</sup> | 7832 | 7595395 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.00%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 5640 | 5597362 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/23 | 2819 | 2819000 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/23 (Call 02/16/23) | 4820 | 4814891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 5Y, 4.20%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 3378 | 3353037 |
| Energy Transfer LP/Regency Energy Finance Corp., 4.50%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 6463 | 6424997 |
| Enterprise Products Operating LLC, 3.35%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 7478 | 7463418 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.45%, 02/15/23<sup>(a)</sup> | 2630 | 2628212 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 9792 | 9702305 |
| MPLX LP, 4.50%, 07/15/23 (Call 04/15/23)<sup>(a)</sup> | 6072 | 6048623 |
| ONEOK Inc., 7.50%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 7895 | 7949239 |
| ONEOK Partners LP, 5.00%, 09/15/23 (Call 06/15/23)<sup>(a)</sup> | 2539 | 2537146 |
| Plains All American Pipeline LP/PAA Finance Corp., 3.85%, 10/15/23 (Call 07/15/23)<sup>(a)</sup> | 5809 | 5747192 |
| TransCanada PipeLines Ltd., 3.75%, 10/16/23 (Call 07/16/23)<sup>(a)</sup> | 4930 | 4884102 |
| Williams Companies Inc. (The), 4.50%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 7872 | 7841299 |
|  |  | 85995091 |
| **Real Estate Investment Trusts — 1.4%** |  |  |
| American Tower Corp., 3.00%, 06/15/23<sup>(a)</sup> | 3236 | 3209885 |
| AvalonBay Communities Inc., 4.20%, 12/15/23 (Call 09/16/23)<sup>(a)</sup> | 4571 | 4544671 |
| Boston Properties LP, 3.13%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 3147 | 3108072 |
| Crown Castle Inc., 3.15%, 07/15/23 (Call 06/15/23) | 3768 | 3729001 |
| Essex Portfolio LP, 3.25%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | 1803 | 1792615 |
| GLP Capital LP/GLP Financing II Inc., 5.38%, 11/01/23 (Call 08/01/23) | 4015 | 4018975 |
| Mid-America Apartments LP, 4.30%, 10/15/23 (Call 07/15/23)<sup>(a)</sup> | 4081 | 4054351 |
| Omega Healthcare Investors Inc., 4.38%, 08/01/23 (Call 06/01/23)<sup>(a)</sup> | 1975 | 1963999 |
| Piedmont Operating Partnership LP, 3.40%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 1948 | 1932942 |
| Simon Property Group LP, 2.75%, 06/01/23 (Call 03/01/23) | 3008 | 2984538 |
|  |  | 31339049 |
| **Retail — 2.5%** |  |  |
| AutoZone Inc., 3.13%, 07/15/23 (Call 04/15/23)<sup>(a)</sup> | 3018 | 2989661 |
| Home Depot Inc. (The), 2.70%, 04/01/23 (Call 03/03/23)<sup>(a)</sup> | 4354 | 4337934 |
| Lowe's Companies Inc., 3.88%, 09/15/23 (Call 06/15/23)<sup>(a)</sup> | 4247 | 4212090 |
| McDonald's Corp., 3.35%, 04/01/23 (Call 03/01/23) | 6455 | 6438733 |
| O'Reilly Automotive Inc., 3.85%, 06/15/23 (Call 03/15/23)<sup>(a)</sup> | 1571 | 1563993 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 03/01/23 (Call 02/01/23)<sup>(a)</sup> | 6453 | 6445708 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | 4748 | 4712248 |
| TJX Companies Inc. (The), 2.50%, 05/15/23 (Call 02/15/23)<sup>(a)</sup> | 3626 | 3601162 |
| Walgreens Boots Alliance Inc., 0.95%, 11/17/23 (Call 03/03/23)<sup>(a)</sup> | 2435 | 2360294 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Retail (continued)** |  |  |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.55%, 04/11/23 (Call 03/03/23)<sup>(a)</sup> | $12502 | $12448617 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/26/23 (Call 05/26/23)<sup>(a)</sup> | 8458 | 8409197 |
|  |  | 57519637 |
| **Semiconductors — 1.0%** |  |  |
| Marvell Technology Inc., 4.20%, 06/22/23 (Call 05/22/23)<sup>(a)</sup> | 2275 | 2264831 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 09/01/23 | 6928 | 6823248 |
| &nbsp;&nbsp;&nbsp;4.33%, 06/01/23 (Call 05/01/23) | 4999 | 4985803 |
| NVIDIA Corp., 0.31%, 06/15/23 (Call 03/03/23) | 3783 | 3719635 |
| Skyworks Solutions Inc., 0.90%, 06/01/23 (Call 02/16/23)<sup>(a)</sup> | 2780 | 2736799 |
| Texas Instruments Inc., 2.25%, 05/01/23 (Call 02/01/23) | 1344 | 1334659 |
|  |  | 21864975 |
| **Shipbuilding — 0.1%** |  |  |
| Huntington Ingalls Industries Inc., 0.67%, 08/16/23 (Call 02/13/23)<sup>(a)</sup> | 2110 | 2058453 |
| **Software — 3.7%** |  |  |
| Adobe Inc., 1.70%, 02/01/23 | 3657 | 3657000 |
| Fidelity National Information Services Inc., 0.38%, 03/01/23<sup>(a)</sup> | 3860 | 3846220 |
| Fiserv Inc., 3.80%, 10/01/23 (Call 09/01/23)<sup>(a)</sup> | 7722 | 7659066 |
| Intuit Inc., 0.65%, 07/15/23 | 3497 | 3426291 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.00%, 08/08/23 (Call 06/08/23)<sup>(a)</sup> | 6859 | 6757349 |
| &nbsp;&nbsp;&nbsp;2.38%, 05/01/23 (Call 02/01/23) | 5558 | 5526208 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 12/15/23 (Call 09/15/23)<sup>(a)</sup> | 10658 | 10563144 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 09/15/23 (Call 07/15/23) | 17272 | 16981830 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/23 | 4960 | 4956131 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.63%, 07/15/23<sup>(a)</sup> | 5405 | 5372246 |
| Roper Technologies Inc., 3.65%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 4813 | 4765688 |
| salesforce.com Inc., 3.25%, 04/11/23 (Call 03/11/23)<sup>(a)</sup> | 5744 | 5726481 |
| VMware Inc., 0.60%, 08/15/23 | 5653 | 5514332 |
|  |  | 84751986 |
| **Telecommunications — 1.2%** |  |  |
| British Telecommunications PLC, 4.50%, 12/04/23 (Call 11/04/23)<sup>(a)</sup> | 7800 | 7757022 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.20%, 09/20/23 (Call 07/20/23)<sup>(a)</sup> | 5739 | 5644364 |
| &nbsp;&nbsp;&nbsp;2.60%, 02/28/23 | 3715 | 3708759 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/23 (Call 03/03/23) | 2401 | 2394950 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.10%, 10/01/23 (Call 07/01/23)<sup>(a)</sup> | $5845 | $5808293 |
| Vodafone Group PLC, 2.95%, 02/19/23<sup>(a)</sup> | 815 | 813916 |
|  |  | 26127304 |
| **Transportation — 1.4%** |  |  |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.00%, 03/15/23 (Call 02/13/23)<sup>(a)</sup> | 4442 | 4433827 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 09/01/23 (Call 06/01/23)<sup>(a)</sup> | 4928 | 4895130 |
| Canadian Pacific Railway Co., 4.45%, 03/15/23 (Call 03/03/23) | 1058 | 1056582 |
| Kansas City Southern, 3.00%, 05/15/23 (Call 02/15/23) | 1024 | 1015665 |
| Norfolk Southern Corp., 2.90%, 02/15/23<sup>(a)</sup> | 2756 | 2753823 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 03/01/23<sup>(a)</sup> | 1852 | 1849889 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/23 (Call 05/09/23)<sup>(a)</sup> | 2026 | 2014330 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/01/23 (Call 11/01/23)<sup>(a)</sup> | 3558 | 3517617 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/15/23 (Call 03/03/23) | 1740 | 1732152 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/08/23 (Call 05/08/23)<sup>(a)</sup> | 2398 | 2386226 |
| United Parcel Service Inc., 2.50%, 04/01/23 (Call 03/01/23)<sup>(a)</sup> | 6784 | 6756321 |
|  |  | 32411562 |
| **Total Long-Term Investments — 97.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,223,730,972)** |  | 2204224197 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 13.0%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(b)(c)(d)</sup> | 258201 | 258355775 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(b)(c)</sup> | 36260 | 36260000 |
| **Total Short-Term Securities — 13.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $294,409,142)** |  | 294615775 |
| **Total Investments — 110.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $2,518,140,114)** |  | 2498839972 |
| **Liabilities in Excess of Other Assets — (10.5)%** |  | (237727039) |
| **Net Assets — 100.0%** |  | $2261112933 |

---

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 10/31/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 01/31/23* | *Shares<br> Held at<br> 01/31/23<br> (000)* | *Income* | *Capital Gain<br> Distributions from<br> Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $293003583 | $— | $(34894247)<sup>(a)</sup> | $18672 | $227767 | $258355775 | 258201 | $239300 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 66380000 |  | (30120000)<sup>(a)</sup> |  |  | 36260000 | 36260 | 695594 | 56 |
|  |  |  |  | $18672 | $227767 | $294615775 |  | $934894 | $56 |

---

---

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

---

**Affiliates (continued)**

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| 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 | $— | $2204224197 | $— | $2204224197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 294615775 |  |  | 294615775 |
|  | $294615775 | $2204224197 | $— | $2498839972 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares iBonds Dec 2023 Term Corporate ETF

- **b. EDGAR series identifier (if any):** S000048151

- **c. LEI of Series:** 549300FDC5O9RCMR5H89

**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:** $2787601759.14

**Total Liabilities:** $526504736.63

**Net Assets:** $2261097022.51

**Cash Not Reported:** $3157977.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27562.66000000 | **1-Year:** 73414.34000000 | **5-Year:** 0.00000000 | **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 C000152178 | 0.49%                | 0.39%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-231450.83              | $6102401.45                                |
| Month 2  | $-114241.31              | $4057732.62                                |
| Month 3  | $-316.33                 | $5866540.98                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| D.R. HORTON INC                                | DR Horton Inc                                             | CUSIP: 23331ABH1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3287119.92   | 0.15%             | 2023-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                      | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4643000 | PA      | $4516013.95   | 0.20%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                       | CUSIP: 036752AQ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2237760.00   | 0.10%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                              | CUSIP: 44644AAE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   6728000 | PA      | $6660854.56   | 0.29%             | 2023-10-06      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  12658000 | PA      | $12613064.10  | 0.56%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                   | CUSIP: 24422EUM9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4958000 | PA      | $4921757.02   | 0.22%             | 2023-10-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Lennar Corp                                    | Lennar Corp                                               | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   4543000 | PA      | $4531051.91   | 0.20%             | 2023-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                      | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   6765000 | PA      | $6754176.00   | 0.30%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                             | Banco Santander SA                                        | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5049000 | PA      | $5044304.43   | 0.22%             | 2023-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                 | Microsoft Corp                                            | CUSIP: 594918BQ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6859000 | PA      | $6757349.62   | 0.30%             | 2023-08-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                            | CUSIP: 023135BP0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3417242.52   | 0.15%             | 2023-06-03      | Fixed         | 0.40%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                             | Essex Portfolio LP                                        | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1803000 | PA      | $1792614.72   | 0.08%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7809000 | PA      | $7609323.87   | 0.34%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                 | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11170000 | PA      | $11006024.40  | 0.49%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                         | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  11616000 | PA      | $11616000.00  | 0.51%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WDH1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7094000 | PA      | $7035971.08   | 0.31%             | 2023-05-10      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                              | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  13413000 | PA      | $13027510.38  | 0.58%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                       | CUSIP: 291011BE3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1351998.78   | 0.06%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                 | CUSIP: 037833AK6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  31493000 | PA      | $31301837.49  | 1.38%             | 2023-05-03      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                        | CUSIP: 74456QBW5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2577230.88   | 0.11%             | 2023-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                   | ING Groep NV                                              | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  11464000 | PA      | $11392808.56  | 0.50%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                             | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  22237000 | PA      | $22197195.77  | 0.98%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                 | CUSIP: 911312BK1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   6784000 | PA      | $6756321.28   | 0.30%             | 2023-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NATIONAL BANK OF CANADA                        | National Bank of Canada                                   | CUSIP: 63307A2J3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6921000 | PA      | $6921000.00   | 0.31%             | 2023-02-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                          | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1849888.72   | 0.08%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4214691.80   | 0.19%             | 2023-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                             | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   2848000 | PA      | $2788847.04   | 0.12%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                            | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  10658000 | PA      | $10563143.80  | 0.47%             | 2023-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ONEOK Partners LP                              | ONEOK Partners LP                                         | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2537146.53   | 0.11%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3378000 | PA      | $3353036.58   | 0.15%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                     | AbbVie Inc                                                | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10983000 | PA      | $10887118.41  | 0.48%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                    | Nutrien Ltd                                               | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3468000 | PA      | $3435192.72   | 0.15%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14912L5X5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   7263000 | PA      | $7197269.85   | 0.32%             | 2023-11-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                    | MetLife Inc                                               | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5237000 | PA      | $5237000.00   | 0.23%             | 2023-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4113000 | PA      | $4097699.64   | 0.18%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                   | Enbridge Inc                                              | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5640000 | PA      | $5597361.60   | 0.25%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                         | CUSIP: 88731EAF7<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   4879000 | PA      | $4899052.69   | 0.22%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                             | CUSIP: 842400GZ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1210252.20   | 0.05%             | 2023-04-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                   | Enbridge Inc                                              | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7832000 | PA      | $7595395.28   | 0.34%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                            | PayPal Holdings Inc                                       | CUSIP: 70450YAF0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439379.65    | 0.02%             | 2023-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                           | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2006550.70   | 0.09%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                       | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  12437000 | PA      | $12334270.38  | 0.55%             | 2023-05-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                           | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   9121000 | PA      | $9040735.20   | 0.40%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                     | CUSIP: 369550AW8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   3614000 | PA      | $3555380.92   | 0.16%             | 2023-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                            | CUSIP: 17401QAQ4<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2905431.30   | 0.13%             | 2023-03-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                             | Union Pacific Corp                                        | CUSIP: 907818EU8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2386225.82   | 0.11%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                    | CUSIP: 459506AC5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    590000 | PA      | $586601.60    | 0.03%             | 2023-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122CZ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5709000 | PA      | $5704147.35   | 0.25%             | 2023-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                           | Royal Bank of Canada                                      | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11481000 | PA      | $11383870.74  | 0.50%             | 2023-10-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BALTIMORE GAS & ELECTRIC                       | Baltimore Gas and Electric Co                             | CUSIP: 059165EF3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1618361.80   | 0.07%             | 2023-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                        | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc   | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7216070.00   | 0.32%             | 2023-12-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: —       |
| RELX Capital Inc                               | RELX Capital Inc                                          | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3975190.78   | 0.18%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BGC Partners Inc                               | BGC Partners Inc                                          | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3693922.05   | 0.16%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   5653000 | PA      | $5514331.91   | 0.24%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   7678000 | PA      | $7508469.76   | 0.33%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432MV4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5248660.90   | 0.23%             | 2023-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Aircastle Ltd                                  | Aircastle Ltd                                             | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   4264000 | PA      | $4229888.00   | 0.19%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                     | CUSIP: 29364WBF4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   9304000 | PA      | $8986733.60   | 0.40%             | 2023-11-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                  | Discover Bank                                             | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3760720.92   | 0.17%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                          | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2330915.86   | 0.10%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                    | CUSIP: 084670BJ6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1863000 | PA      | $1861714.53   | 0.08%             | 2023-02-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Arrow Electronics Inc                          | Arrow Electronics Inc                                     | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1678740.00   | 0.07%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                       | CUSIP: 494368BJ1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1455756.88   | 0.06%             | 2023-06-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                      | CUSIP: 63254AAY4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   3013000 | PA      | $3002243.59   | 0.13%             | 2023-04-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                         | CUSIP: 17275RBH4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   5739000 | PA      | $5644363.89   | 0.25%             | 2023-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                              | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  11075000 | PA      | $10740535.00  | 0.48%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                      | CUSIP: 459200HP9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8535586.00   | 0.38%             | 2023-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                    | PNC Bank NA                                               | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3648654.10   | 0.16%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                  | Discover Bank                                             | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   6629000 | PA      | $6594529.20   | 0.29%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| AutoZone Inc                                   | AutoZone Inc                                              | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $2989660.98   | 0.13%             | 2023-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                      | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8031000 | PA      | $7774730.79   | 0.34%             | 2023-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                           | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $3039916.96   | 0.13%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                               | CUSIP: 797440BR4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4816888.25   | 0.21%             | 2023-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                            | CUSIP: 927804FN9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4507033.81   | 0.20%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                 | CUSIP: 89114TZA3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6125000 | PA      | $6032573.75   | 0.27%             | 2023-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                            | American Express Co                                       | CUSIP: 025816CK3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7695000 | PA      | $7512705.45   | 0.33%             | 2023-11-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                             | CUSIP: 527288BE3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3392114.25   | 0.15%             | 2023-10-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                               | CUSIP: 713448FB9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $4929281.34   | 0.22%             | 2023-10-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                | CUSIP: 717081DH3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4060838.30   | 0.18%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                 | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   4563000 | PA      | $4537355.94   | 0.20%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                             | CUSIP: 842400GL1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    861000 | PA      | $855351.84    | 0.04%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Baidu Inc                                      | Baidu Inc                                                 | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   5025000 | PA      | $4982287.50   | 0.22%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Campbell Soup Co                               | Campbell Soup Co                                          | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3652000 | PA      | $3647471.52   | 0.16%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Mylan Inc                                      | Mylan Inc                                                 | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   6953000 | PA      | $6896263.52   | 0.30%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                | DR Horton Inc                                             | CUSIP: 23331ABG3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2336626.08   | 0.10%             | 2023-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588873.10    | 0.03%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                       | CUSIP: 50540RAN2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3380016.56   | 0.15%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                  | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   6928000 | PA      | $6823248.64   | 0.30%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3846219.80   | 0.17%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                          | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2628211.60   | 0.12%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                               | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7531760.00   | 0.33%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                            | CUSIP: 855244AN9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   6453000 | PA      | $6445708.11   | 0.29%             | 2023-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                              | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2360294.20   | 0.10%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                             | CUSIP: 097023BW4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1851052.14   | 0.08%             | 2023-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                               | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2287017.18   | 0.10%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Cardinal Health Inc                            | Cardinal Health Inc                                       | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2629000 | PA      | $2623058.46   | 0.12%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                               | Duke Energy Corp                                          | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $4083544.96   | 0.18%             | 2023-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                            | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4947000 | PA      | $4796561.73   | 0.21%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                         | Mid-America Apartments LP                                 | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   4081000 | PA      | $4054351.07   | 0.18%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                          | AvalonBay Communities Inc                                 | CUSIP: 05348EAT6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   4571000 | PA      | $4544671.04   | 0.20%             | 2023-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                     | AbbVie Inc                                                | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7808000 | PA      | $7760527.36   | 0.34%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| NIKE Inc                                       | NIKE Inc                                                  | CUSIP: 654106AC7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2735656.10   | 0.12%             | 2023-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp                           | Westpac Banking Corp                                      | CUSIP: 961214DZ3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4670000 | PA      | $4654308.80   | 0.21%             | 2023-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                      | Amgen Inc                                                 | CUSIP: 031162CH1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4341000 | PA      | $4278446.19   | 0.19%             | 2023-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                            | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7757022.00   | 0.34%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                     | CUSIP: 88579YBL4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2681885.40   | 0.12%             | 2023-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                      | CUSIP: 741503BB1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6235312.50   | 0.28%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Kellogg Co                                     | Kellogg Co                                                | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   5499000 | PA      | $5398258.32   | 0.24%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                 | Amazon.com Inc                                            | CUSIP: 023135BV7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1505739.25   | 0.07%             | 2023-05-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                            | CUSIP: 34964CAC0<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |  10880000 | PA      | $10792633.60  | 0.48%             | 2023-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7982000 | PA      | $7919900.04   | 0.35%             | 2023-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING                        | Sumitomo Mitsui Banking Corp                              | CUSIP: 865622BE3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   2265000 | PA      | $2254966.05   | 0.10%             | 2023-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                      | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7872000 | PA      | $7841299.20   | 0.35%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                               | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4956131.20   | 0.22%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5035000 | PA      | $4956856.80   | 0.22%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Corp                              | Toyota Motor Corp                                         | CUSIP: 892331AC3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   2918000 | PA      | $2898624.48   | 0.13%             | 2023-07-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432NJ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2275767.56   | 0.10%             | 2023-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                             | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4934000 | PA      | $4910662.18   | 0.22%             | 2023-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                               | CUSIP: 931142EK5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   8458000 | PA      | $8409197.34   | 0.37%             | 2023-06-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                        | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   6297000 | PA      | $6136930.26   | 0.27%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                         | CUSIP: 478160BH6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   5482000 | PA      | $5455686.40   | 0.24%             | 2023-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS                             | Eastern Energy Gas Holdings LLC                           | CUSIP: 257375AE5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4496000 | PA      | $4448567.20   | 0.20%             | 2023-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| UNILEVER CAPITAL CORP                          | Unilever Capital Corp                                     | CUSIP: 904764BJ5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $3081576.96   | 0.14%             | 2023-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| STELLANTIS NV                                  | Stellantis NV                                             | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   8749000 | PA      | $8743838.09   | 0.39%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                     | CUSIP: 882508AW4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1334659.20   | 0.06%             | 2023-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                      | Adobe Inc                                                 | CUSIP: 00724PAA7<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3657000.00   | 0.16%             | 2023-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                              | State Street Corp                                         | CUSIP: 857477AM5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8816073.00   | 0.39%             | 2023-11-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                        | CUSIP: 74456QBC9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1412422.88   | 0.06%             | 2023-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Trimble Inc                                    | Trimble Inc                                               | CUSIP: 896239AB6<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2774979.84   | 0.12%             | 2023-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                    | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3339000 | PA      | $3322638.90   | 0.15%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13142000 | PA      | $13023722.00  | 0.58%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                        | Honeywell International Inc                               | CUSIP: 438516BD7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3291783.25   | 0.15%             | 2023-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                        | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3286862.10   | 0.15%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                       | BHP Billiton Finance USA Ltd                              | CUSIP: 055451AU2<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   6031000 | PA      | $5985827.81   | 0.26%             | 2023-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                      | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3147000 | PA      | $3108071.61   | 0.14%             | 2023-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                             | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4877000.00   | 0.22%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4814890.80   | 0.21%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                        | Delmarva Power & Light Co                                 | CUSIP: 247109BS9<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |   5497000 | PA      | $5438511.92   | 0.24%             | 2023-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                | AstraZeneca PLC                                           | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   6198000 | PA      | $6153002.52   | 0.27%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                         | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6018000 | PA      | $6022272.78   | 0.27%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares     | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 262581832 | NS      | $262739381.37 | 11.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                       | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5301505.80   | 0.23%             | 2023-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                     | PacifiCorp                                                | CUSIP: 695114CQ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    912000 | PA      | $906455.04    | 0.04%             | 2023-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14913R2F3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5197000 | PA      | $5058084.19   | 0.22%             | 2023-09-14      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| Cummins Inc                                    | Cummins Inc                                               | CUSIP: 231021AR7<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   4506000 | PA      | $4473016.08   | 0.20%             | 2023-10-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Fiserv Inc                                     | Fiserv Inc                                                | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   7722000 | PA      | $7659065.70   | 0.34%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                           | Bank of America Corp                                      | CUSIP: 06053FAA7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10935000 | PA      | $10899133.20  | 0.48%             | 2023-07-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                            | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9730000 | PA      | $9721145.70   | 0.43%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                      | Apple Inc                                                 | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   9020000 | PA      | $9007191.60   | 0.40%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                             | CUSIP: 842400FY4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2772307.15   | 0.12%             | 2023-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                            | CUSIP: 822582BZ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   8987000 | PA      | $8895242.73   | 0.39%             | 2023-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                   | CUSIP: 67103HAD9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1563993.34   | 0.07%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14913R2J5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3164236.75   | 0.14%             | 2023-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                          | Unilever Capital Corp                                     | CUSIP: 904764BA4<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   5024000 | PA      | $5013851.52   | 0.22%             | 2023-03-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co                       | Florida Power & Light Co                                  | CUSIP: 341081FJ1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2161826.31   | 0.10%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4483000 | PA      | $4456684.79   | 0.20%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                        | John Deere Capital Corp                                   | CUSIP: 24422ETG4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3606004.08   | 0.16%             | 2023-03-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                  | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4999000 | PA      | $4985802.64   | 0.22%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                               | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8640000 | PA      | $8546774.40   | 0.38%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                     | Intuit Inc                                                | CUSIP: 46124HAA4<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   3497000 | PA      | $3426290.66   | 0.15%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                       | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11173000 | PA      | $11103503.94  | 0.49%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                     | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5607000 | PA      | $5566405.32   | 0.25%             | 2023-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                          | Reynolds American Inc                                     | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3453000 | PA      | $3450721.02   | 0.15%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7304000 | PA      | $7045584.48   | 0.31%             | 2023-12-07      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5508000 | PA      | $5452699.68   | 0.24%             | 2023-12-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                             | Banco Santander SA                                        | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6307000 | PA      | $6292052.41   | 0.28%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                          | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $3015128.50   | 0.13%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                    | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2264830.75   | 0.10%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                    | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3354000 | PA      | $3336391.50   | 0.15%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                       | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3209885.48   | 0.14%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 06406RAG2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8099487.50   | 0.36%             | 2023-04-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Sanofi                                         | Sanofi                                                    | CUSIP: 801060AC8<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   4887000 | PA      | $4858117.83   | 0.21%             | 2023-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                             | Diageo Capital PLC                                        | CUSIP: 25243YAY5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   4347000 | PA      | $4309181.10   | 0.19%             | 2023-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   5845000 | PA      | $5808293.40   | 0.26%             | 2023-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                     | CUSIP: 69371RQ82<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1896193.38   | 0.08%             | 2023-06-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 606822AT1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9114000 | PA      | $9108440.46   | 0.40%             | 2023-03-02      | Fixed         | 3.46%                 | No            |                  2 | On Loan: —       |
| Equifax Inc                                    | Equifax Inc                                               | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1986479.08   | 0.09%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                          | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4928000 | PA      | $4895130.24   | 0.22%             | 2023-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| TJX COS INC                                    | TJX Cos Inc/The                                           | CUSIP: 872540AP4<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3601161.90   | 0.16%             | 2023-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                        | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2819000.00   | 0.12%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                        | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9958000 | PA      | $9803850.16   | 0.43%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                         | CUSIP: 780097BD2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1833664.50   | 0.08%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp                                 | Starbucks Corp                                            | CUSIP: 855244AD1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4712247.56   | 0.21%             | 2023-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                                     | Cigna Corp                                                | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  18558000 | PA      | $18390421.26  | 0.81%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                  | CUSIP: 03076CAF3<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   4816000 | PA      | $4785322.08   | 0.21%             | 2023-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WCJ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2894007.24   | 0.13%             | 2023-07-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                          | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7845000 | PA      | $7557010.05   | 0.33%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                          | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   9792000 | PA      | $9702305.28   | 0.43%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                         | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   8580000 | PA      | $8544650.40   | 0.38%             | 2023-03-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                   | Evergy Metro Inc                                          | CUSIP: 485134BN9<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1290062.00   | 0.06%             | 2023-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                | CVS Health Corp                                           | CUSIP: 126650CC2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4713000 | PA      | $4675437.39   | 0.21%             | 2023-12-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                 | Home Depot Inc/The                                        | CUSIP: 437076AZ5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4354000 | PA      | $4337933.74   | 0.19%             | 2023-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                              | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4959000 | PA      | $4949082.00   | 0.22%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                               | Black Hills Corp                                          | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $4520778.92   | 0.20%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                        | CUSIP: 13607HVC3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7808000 | PA      | $7672531.20   | 0.34%             | 2023-06-22      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                          | TotalEnergies Capital Canada Ltd                          | CUSIP: 89153UAF8<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |   5634000 | PA      | $5578674.12   | 0.25%             | 2023-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                     | Ecolab Inc                                                | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4814601.50   | 0.21%             | 2023-12-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                              | Ares Capital Corp                                         | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3516000 | PA      | $3514066.20   | 0.16%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                               | CUSIP: 89788JAB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5236000 | PA      | $5218564.12   | 0.23%             | 2023-03-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                               | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  17272000 | PA      | $16981830.40  | 0.75%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                        | CUSIP: 907818DN5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1732152.60   | 0.08%             | 2023-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                | Oklahoma Gas and Electric Co                              | CUSIP: 678858BW0<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1424726.65   | 0.06%             | 2023-05-26      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| Waste Management Inc                           | Waste Management Inc                                      | CUSIP: 94106LBD0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   7366000 | PA      | $7311712.58   | 0.32%             | 2023-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967HD6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8141000 | PA      | $8064067.55   | 0.36%             | 2023-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Eaton Vance Corp                               | Eaton Vance Corp                                          | CUSIP: 278265AD5<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1487211.05   | 0.07%             | 2023-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ENRGY TRANS LP/REG FIN                         | Energy Transfer LP / Regency Energy Finance Corp          | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6424997.56   | 0.28%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                      | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |   5641000 | PA      | $5607548.87   | 0.25%             | 2023-11-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                       | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   5883000 | PA      | $5693273.25   | 0.25%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                         | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8929000 | PA      | $8890426.72   | 0.39%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Ryder System Inc                               | Ryder System Inc                                          | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3558000 | PA      | $3517616.70   | 0.16%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                               | Bank of Montreal                                          | CUSIP: 06368FAA7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9885000 | PA      | $9611086.65   | 0.43%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                            | American Express Co                                       | CUSIP: 025816BW8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9627000 | PA      | $9569911.89   | 0.42%             | 2023-08-03      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                            | CUSIP: 58933YAF2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   7943000 | PA      | $7895898.01   | 0.35%             | 2023-05-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                        | John Deere Capital Corp                                   | CUSIP: 24422EUH0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1027907.31   | 0.05%             | 2023-06-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GXY5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4078000 | PA      | $4059078.08   | 0.18%             | 2023-03-08      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                              | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8094876.00   | 0.36%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                  | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7185000 | PA      | $7017589.50   | 0.31%             | 2023-08-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                        | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $8629447.35   | 0.38%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 06406RAJ6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4336000 | PA      | $4304867.52   | 0.19%             | 2023-08-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                    | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   4813000 | PA      | $4765688.21   | 0.21%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB                                  | CUSIP: 86960BAX0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  10323000 | PA      | $10228544.55  | 0.45%             | 2023-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                      | CUSIP: 344419AA4<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    875000 | PA      | $869198.75    | 0.04%             | 2023-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                 | CUSIP: 26442CAQ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1564418.52   | 0.07%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp        | CUSIP: 72650RBB7<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                    | Truist Bank                                               | CUSIP: 86787EAV9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2344000.00   | 0.10%             | 2023-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                         | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4853000 | PA      | $4804130.29   | 0.21%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                       | National Australia Bank Ltd/New York                      | CUSIP: 63254ABA5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   4239000 | PA      | $4220178.84   | 0.19%             | 2023-06-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                | Xcel Energy Inc                                           | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4286000 | PA      | $4154634.10   | 0.18%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                  | CUSIP: 45687AAJ1<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $3475646.58   | 0.15%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                  | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   6926000 | PA      | $6692455.28   | 0.30%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8208000 | PA      | $8049339.36   | 0.36%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| AON GLOBAL LTD                                 | Aon Global Ltd                                            | CUSIP: 00185AAD6<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   4307000 | PA      | $4273319.26   | 0.19%             | 2023-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4039000 | PA      | $4015169.90   | 0.18%             | 2023-07-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                 | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8793000 | PA      | $8740066.14   | 0.39%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10190000 | PA      | $9885930.40   | 0.44%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6713000 | PA      | $6706622.65   | 0.30%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                         | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   1948000 | PA      | $1932941.96   | 0.09%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                 | CUSIP: 775109AW1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2401000 | PA      | $2394949.48   | 0.11%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                               | Alabama Power Co                                          | CUSIP: 010392FK9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   3151000 | PA      | $3114700.48   | 0.14%             | 2023-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Comerica Inc                                   | Comerica Inc                                              | CUSIP: 200340AS6<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   4674000 | PA      | $4645441.86   | 0.21%             | 2023-07-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                          | CUSIP: 12189LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4442000 | PA      | $4433826.72   | 0.20%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CRANE HOLDINGS CO                              | Crane Holdings Co                                         | CUSIP: 224399AR6<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |   3989000 | PA      | $3969254.45   | 0.18%             | 2023-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                          | CUSIP: 30231GAR3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4837277.20   | 0.21%             | 2023-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                             | CUSIP: 097023BQ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1622841.85   | 0.07%             | 2023-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6983000 | PA      | $6937540.67   | 0.31%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp                          | PACCAR Financial Corp                                     | CUSIP: 69371RP59<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2204764.49   | 0.10%             | 2023-08-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4587000 | PA      | $4464664.71   | 0.20%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                    | BNP Paribas SA                                            | CUSIP: 05574LFY9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5693000 | PA      | $5686965.42   | 0.25%             | 2023-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ILLUMINA INC                                   | Illumina Inc                                              | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   3203000 | PA      | $3181668.02   | 0.14%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                 | CUSIP: 89352HAK5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4930000 | PA      | $4884101.70   | 0.22%             | 2023-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                         | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2058452.70   | 0.09%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: —       |
| Lennox International Inc                       | Lennox International Inc                                  | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   4352000 | PA      | $4273533.44   | 0.19%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                  | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11533000 | PA      | $11473720.38  | 0.51%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                        | Principal Financial Group Inc                             | CUSIP: 74251VAH5<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1574137.46   | 0.07%             | 2023-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                     | CUSIP: 29364WAS7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1820462.28   | 0.08%             | 2023-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                        | Shell International Finance BV                            | CUSIP: 822582CJ9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5970000 | PA      | $5805765.30   | 0.26%             | 2023-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                           | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3852000 | PA      | $3815906.76   | 0.17%             | 2023-05-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: —       |
| Lincoln National Corp                          | Lincoln National Corp                                     | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4061633.80   | 0.18%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KANSAS CITY SOUTHERN                           | Kansas City Southern/Old                                  | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1015664.64   | 0.04%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                    | PNC Bank NA                                               | CUSIP: 69349LAM0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4251000 | PA      | $4225111.41   | 0.19%             | 2023-07-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| National Fuel Gas Co                           | National Fuel Gas Co                                      | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1936982.13   | 0.09%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                            | Abbott Laboratories                                       | CUSIP: 002824BE9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   8881000 | PA      | $8786683.78   | 0.39%             | 2023-11-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                  | CUSIP: 89236TDK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5256000 | PA      | $5160288.24   | 0.23%             | 2023-10-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                              | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3353000 | PA      | $3337073.25   | 0.15%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc                                      | CUSIP: 26138EAW9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6186000 | PA      | $6095622.54   | 0.27%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                              | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   4971000 | PA      | $4934463.15   | 0.22%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                       | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   9282000 | PA      | $9035005.98   | 0.40%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                    | CUSIP: 91324PCC4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5673000 | PA      | $5661483.81   | 0.25%             | 2023-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5878170.00   | 0.26%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                | CUSIP: 717081EN9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   7191000 | PA      | $7121606.85   | 0.31%             | 2023-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                     | CUSIP: 655844BL1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2753822.76   | 0.12%             | 2023-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                      | Kroger Co/The                                             | CUSIP: 501044CS8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3132000 | PA      | $3111422.76   | 0.14%             | 2023-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 064159TE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3757000 | PA      | $3757000.00   | 0.17%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5369000 | PA      | $5276975.34   | 0.23%             | 2023-07-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                          | CUSIP: 30231GBL5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  11935000 | PA      | $11853722.65  | 0.52%             | 2023-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                       | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2852751.30   | 0.13%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                               | CUSIP: 86787EAN7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2066344.99   | 0.09%             | 2023-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                             | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  20675000 | PA      | $20222010.75  | 0.89%             | 2023-08-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                     | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4018974.85   | 0.18%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                             | CUSIP: 571903BA0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4350139.25   | 0.19%             | 2023-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                               | CUSIP: 713448CG1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5578000 | PA      | $5570023.46   | 0.25%             | 2023-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  12830000 | PA      | $12407508.10  | 0.55%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5619000 | PA      | $5598041.13   | 0.25%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                 | CUSIP: 037833DV9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   8170000 | PA      | $8079067.90   | 0.36%             | 2023-05-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Tyson Foods Inc                                | Tyson Foods Inc                                           | CUSIP: 902494BG7<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2850373.84   | 0.13%             | 2023-09-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp        | CUSIP: 72650RBD3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   5809000 | PA      | $5747192.24   | 0.25%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                  | CUSIP: 89236TJD8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5503523.40   | 0.24%             | 2023-04-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6305000 | PA      | $6271898.75   | 0.28%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                        | CUSIP: 13607RAD2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6628000 | PA      | $6571662.00   | 0.29%             | 2023-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                               | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $5372245.70   | 0.24%             | 2023-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                    | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |  11191000 | PA      | $11061855.86  | 0.49%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 94974BFN5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9559000 | PA      | $9513403.57   | 0.42%             | 2023-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   8634000 | PA      | $8577274.62   | 0.38%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                               | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1388596.88   | 0.06%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                              | Johnson & Johnson                                         | CUSIP: 478160BT0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2141750.92   | 0.09%             | 2023-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                            | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14038000 | PA      | $14001080.06  | 0.62%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                       | Northern States Power Co/MN                               | CUSIP: 665772CK3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1536604.16   | 0.07%             | 2023-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                           | M&T Bank Corp                                             | CUSIP: 55261FAJ3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3722000 | PA      | $3696057.66   | 0.16%             | 2023-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                          | CUSIP: 06406FAD5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7541000 | PA      | $7434219.44   | 0.33%             | 2023-08-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                   | Linde Inc/CT                                              | CUSIP: 74005PBF0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   2046000 | PA      | $2041355.58   | 0.09%             | 2023-02-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                          | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3768000 | PA      | $3729001.20   | 0.16%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                             | PPG Industries Inc                                        | CUSIP: 693506BN6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1464550.20   | 0.06%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                         | Berkshire Hathaway Inc                                    | CUSIP: 084670BR8<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |  10752000 | PA      | $10724474.88  | 0.47%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Chubb INA Holdings Inc                         | Chubb INA Holdings Inc                                    | CUSIP: 00440EAP2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5687859.00   | 0.25%             | 2023-03-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Loews Corp                                     | Loews Corp                                                | CUSIP: 540424AQ1<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3360932.65   | 0.15%             | 2023-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                           | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4647055.53   | 0.21%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5710783.40   | 0.25%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                            | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   1975000 | PA      | $1963999.25   | 0.09%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                        | Simon Property Group LP                                   | CUSIP: 828807DD6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   3008000 | PA      | $2984537.60   | 0.13%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                               | CUSIP: 13645RAK0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1058000 | PA      | $1056582.28   | 0.05%             | 2023-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                               | CUSIP: 931142DH3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  12502000 | PA      | $12448616.46  | 0.55%             | 2023-04-11      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| SALESFORCE INC                                 | Salesforce Inc                                            | CUSIP: 79466LAE4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $5726480.80   | 0.25%             | 2023-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                       | Toyota Motor Credit Corp                                  | CUSIP: 89236TFN0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5752000 | PA      | $5696895.84   | 0.25%             | 2023-09-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| ROCKWELL AUTOMATION                            | Rockwell Automation Inc                                   | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2686235.20   | 0.12%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                              | EOG Resources Inc                                         | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |  10610000 | PA      | $10583156.70  | 0.47%             | 2023-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                     | CUSIP: 69371RQ74<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2856000 | PA      | $2844433.20   | 0.13%             | 2023-04-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                             | Vodafone Group PLC                                        | CUSIP: 92857WBC3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $813916.05    | 0.04%             | 2023-02-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                            | CUSIP: 548661CZ8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4212089.66   | 0.19%             | 2023-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                   | CUSIP: 24422EVH9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1694088.60   | 0.07%             | 2023-07-05      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                 | CUSIP: 879360AA3<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    662000 | PA      | $656677.52    | 0.03%             | 2023-04-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14912L5Q0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1469850.88   | 0.07%             | 2023-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122CY2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   7184000 | PA      | $7178612.00   | 0.32%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                        | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3496000 | PA      | $3468416.56   | 0.15%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                     | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $4345640.64   | 0.19%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                      | CUSIP: 78015K7G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7184000 | PA      | $7134574.08   | 0.32%             | 2023-04-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                     | CUSIP: 05531FBJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6529000 | PA      | $6509935.32   | 0.29%             | 2023-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                           | CUSIP: 718172BU2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3274587.40   | 0.14%             | 2023-05-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                          | CUSIP: 94974BFJ4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4317883.20   | 0.19%             | 2023-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                               | Georgia Power Co                                          | CUSIP: 373334KM2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2537224.75   | 0.11%             | 2023-07-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| ASPEN INSURANCE HLDG LTD                       | Aspen Insurance Holdings Ltd                              | CUSIP: 04530DAD4<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   1806000 | PA      | $1795254.30   | 0.08%             | 2023-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                                  | Allstate Corp/The                                         | CUSIP: 020002AZ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2457894.26   | 0.11%             | 2023-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                   | CUSIP: 742718EB1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4808600.90   | 0.21%             | 2023-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                   | CUSIP: 24422EVJ5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4228000 | PA      | $4097819.88   | 0.18%             | 2023-10-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                  | CUSIP: 21684AAA4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4388000 | PA      | $4372466.48   | 0.19%             | 2023-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                    | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2736798.80   | 0.12%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                  | CUSIP: 89236TGW9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   9944000 | PA      | $9916952.32   | 0.44%             | 2023-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                   | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6072000 | PA      | $6048622.80   | 0.27%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Ryder System Inc                               | Ryder System Inc                                          | CUSIP: 78355HKH1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $2014330.24   | 0.09%             | 2023-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                  | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  10523000 | PA      | $10445235.03  | 0.46%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                           | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6121000 | PA      | $6106493.23   | 0.27%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                                | Hershey Co/The                                            | CUSIP: 427866AZ1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2616281.84   | 0.12%             | 2023-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                             | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9623000 | PA      | $9574115.16   | 0.42%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                         | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   7478000 | PA      | $7463417.90   | 0.33%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PERKINELMER INC                                | PerkinElmer Inc                                           | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3919034.10   | 0.17%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE NA                                 | Capital One NA                                            | CUSIP: 140420NB2<br>LEI: LKE37K2B8CFZUR7F9816 | Long             | DBT              | CORP              | US        |   7228000 | PA      | $7223301.80   | 0.32%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                     | CUSIP: 69371RQ41<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1524344.25   | 0.07%             | 2023-02-07      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                  | CUSIP: 89236THA6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2888346.78   | 0.13%             | 2023-08-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                    | CUSIP: 91324PBZ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $3146732.72   | 0.14%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co                            | Consumers Energy Co                                       | CUSIP: 210518CV6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1685482.00   | 0.07%             | 2023-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7224000 | PA      | $7179861.36   | 0.32%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                                | Chevron USA Inc                                           | CUSIP: 166756AJ5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $3098067.00   | 0.14%             | 2023-08-11      | Fixed         | 0.43%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                       | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3516000 | PA      | $3500810.88   | 0.15%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Air Lease Corp                                 | Air Lease Corp                                            | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4922000 | PA      | $4855405.34   | 0.21%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 064159VM5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    513000 | PA      | $505058.76    | 0.02%             | 2023-06-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                       | CUSIP: 210518DM5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1146558.05   | 0.05%             | 2023-06-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| State Street Corp                              | State Street Corp                                         | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4946000 | PA      | $4920528.10   | 0.22%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                   | CUSIP: 110122AW8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4269672.00   | 0.19%             | 2023-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                               | Public Service Co of New Hampshire                        | CUSIP: 744482BL3<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2547560.96   | 0.11%             | 2023-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                               | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13227000 | PA      | $12817624.35  | 0.57%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                   | Chevron Corp                                              | CUSIP: 166764BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3741000 | PA      | $3703066.26   | 0.16%             | 2023-05-11      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                        | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10806000 | PA      | $10398937.98  | 0.46%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                         | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4526000 | PA      | $4408550.30   | 0.19%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                            | Bank of Nova Scotia/The                                   | CUSIP: 0641598J8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10059000 | PA      | $9781371.60   | 0.43%             | 2023-09-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3500477.50   | 0.15%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| SCHLUMBERGER INVESTMENT                        | Schlumberger Investment SA                                | CUSIP: 806854AH8<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |  10991000 | PA      | $10866471.97  | 0.48%             | 2023-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                            | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $4579314.60   | 0.20%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                             | CUSIP: 172967GL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1721242.54   | 0.08%             | 2023-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                          | PACCAR Financial Corp                                     | CUSIP: 69371RQ90<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2526527.43   | 0.11%             | 2023-08-11      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                           | Westpac Banking Corp                                      | CUSIP: 961214EJ8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |         0 | PA      | $0.00         | 0.00%             | 2023-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                              | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3156615.60   | 0.14%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Diageo Capital PLC                             | Diageo Capital PLC                                        | CUSIP: 25243YAU3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   5437000 | PA      | $5405954.73   | 0.24%             | 2023-04-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                      | CUSIP: 19416QEA4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1652000.00   | 0.07%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED EDISON INC                        | Consolidated Edison Inc                                   | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |   6911000 | PA      | $6671326.52   | 0.30%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WDX6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    720000 | PA      | $712980.00    | 0.03%             | 2023-04-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                 | CUSIP: 89114QCJ5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7139000 | PA      | $6947746.19   | 0.31%             | 2023-09-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                   | Stryker Corp                                              | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   6942000 | PA      | $6693754.08   | 0.30%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                       | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  11584000 | PA      | $11495729.92  | 0.51%             | 2023-10-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: —       |
| FNB CORP                                       | FNB Corp/PA                                               | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3103256.45   | 0.14%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| TOLL BROS FINANCE CORP                         | Toll Brothers Finance Corp                                | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2560860.96   | 0.11%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                             | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2722000 | PA      | $2717454.26   | 0.12%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY RES                         | CenterPoint Energy Resources Corp                         | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2380184.59   | 0.11%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                   | CUSIP: 49327M2U7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $2046405.76   | 0.09%             | 2023-03-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ASTRAZENECA PLC                                | AstraZeneca PLC                                           | CUSIP: 046353AY4<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   5340000 | PA      | $5263264.20   | 0.23%             | 2023-05-26      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                              | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3316000 | PA      | $3307444.72   | 0.15%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| McKesson Corp                                  | McKesson Corp                                             | CUSIP: 58155QAG8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2355232.80   | 0.10%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| SHIRE ACQ INV IRELAND DA                       | Shire Acquisitions Investments Ireland DAC                | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   6668000 | PA      | $6563645.80   | 0.29%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                       | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   7605000 | PA      | $7395102.00   | 0.33%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                 | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   7828000 | PA      | $7764593.20   | 0.34%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                       | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12203000 | PA      | $12157238.75  | 0.54%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp                          | General Dynamics Corp                                     | CUSIP: 369550BD9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   4238000 | PA      | $4219056.14   | 0.19%             | 2023-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                 | CUSIP: 26442CAV6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1268534.26   | 0.06%             | 2023-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                            | CUSIP: 594918AT1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5558000 | PA      | $5526208.24   | 0.24%             | 2023-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                     | CUSIP: 760759AM2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2385397.08   | 0.11%             | 2023-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                              | Eversource Energy                                         | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2274432.84   | 0.10%             | 2023-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                     | 3M Co                                                     | CUSIP: 88579YAX9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4167382.38   | 0.18%             | 2023-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc                                     | Zoetis Inc                                                | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6325000.00   | 0.28%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14913R2D8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2635945.05   | 0.12%             | 2023-07-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                        | John Deere Capital Corp                                   | CUSIP: 24422EVE6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3346000 | PA      | $3325187.88   | 0.15%             | 2023-04-06      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Western Union Co/The                           | Western Union Co/The                                      | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2572332.21   | 0.11%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                           | CUSIP: 718172AV1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2848890.30   | 0.13%             | 2023-03-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                       | Air Products and Chemicals Inc                            | CUSIP: 009158AT3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1899000.00   | 0.08%             | 2023-02-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                   | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3481526.42   | 0.15%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                | CUSIP: 60687YAP4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4801000 | PA      | $4795574.87   | 0.21%             | 2023-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                              | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  11828000 | PA      | $11641709.00  | 0.51%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                           | Duke Energy Ohio Inc                                      | CUSIP: 26442EAD2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1298227.05   | 0.06%             | 2023-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co                           | Colgate-Palmolive Co                                      | CUSIP: 19416QEC0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695751.00    | 0.03%             | 2023-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                       | CUSIP: 14913Q2L2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2328000 | PA      | $2318990.64   | 0.10%             | 2023-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| CNH Industrial NV                              | CNH Industrial NV                                         | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   3853000 | PA      | $3834544.13   | 0.17%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                 | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   4198000 | PA      | $4164499.96   | 0.18%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                      | Mosaic Co/The                                             | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   9345000 | PA      | $9281921.25   | 0.41%             | 2023-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                    | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3293000 | PA      | $3285788.33   | 0.15%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                    | NVIDIA Corp                                               | CUSIP: 67066GAK0<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   3783000 | PA      | $3719634.75   | 0.16%             | 2023-06-15      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                            | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $3436680.96   | 0.15%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                              | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   7335000 | PA      | $7126832.70   | 0.32%             | 2023-08-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                           | CUSIP: 58013MFE9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   6455000 | PA      | $6438733.40   | 0.28%             | 2023-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                | SSM Health Care Corp                                      | CUSIP: 784710AB1<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3247075.53   | 0.14%             | 2023-06-01      | Fixed         | 3.69%                 | No            |                  2 | On Loan: —       |
| FIRST HORIZON CORP                             | First Horizon Corp                                        | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   2813000 | PA      | $2795953.22   | 0.12%             | 2023-05-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Edison International                           | Edison International                                      | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1458334.32   | 0.06%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares          | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  36260000 | NS      | $36260000.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                        | CUSIP: 606822BA1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  13254000 | PA      | $13173548.22  | 0.58%             | 2023-07-26      | Fixed         | 3.76%                 | No            |                  2 | On Loan: —       |
| LYB INTL FINANCE BV                            | LYB International Finance BV                              | CUSIP: 50247VAA7<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |   2614000 | PA      | $2598498.98   | 0.11%             | 2023-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                  | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4846000 | PA      | $4800156.84   | 0.21%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAPITAL                        | GlaxoSmithKline Capital PLC                               | CUSIP: 377373AL9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  10670000 | PA      | $10360356.60  | 0.46%             | 2023-10-01      | Fixed         | 0.53%                 | No            |                  2 | On Loan: —       |
| ONEOK Inc                                      | ONEOK Inc                                                 | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7949238.65   | 0.35%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                              | Cisco Systems Inc                                         | CUSIP: 17275RBE1<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3708758.80   | 0.16%             | 2023-02-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                               | CUSIP: 02665WCQ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8484000 | PA      | $8402892.96   | 0.37%             | 2023-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                    | PepsiCo Inc                                               | CUSIP: 713448EY0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1692592.20   | 0.07%             | 2023-05-01      | Fixed         | 0.75%                 | 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