# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-071960
**Filing Date:** 2023-3
**Character Count:** 57897
**Document Hash:** 076427836e92f3a0d52c783b73c3fe2c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071960.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071960

**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:** 23774089

**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 Mar 2023 Term Corporate ETF (Series ID: S000040347)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000125276 | iShares iBonds Mar 2023 Term Corporate ETF | IBDD            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Aerospace & Defense — 0.8%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.17%, 02/04/23<sup>(a)</sup> | $475 | $475000 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/23 (Call 02/01/23) | 525 | 524165 |
|  |  | 999165 |
| **Agriculture — 0.3%** |  |  |
| Philip Morris International Inc., 2.63%, 03/06/23 | 330 | 329294 |
| **Auto Manufacturers — 1.1%** |  |  |
| PACCAR Financial Corp., 1.90%, 02/07/23<sup>(a)</sup> | 485 | 484791 |
| Toyota Motor Credit Corp., 2.90%, 03/30/23<sup>(a)</sup> | 845 | 842702 |
|  |  | 1327493 |
| **Banks — 17.6%** |  |  |
| Banco Santander SA, 3.13%, 02/23/23<sup>(a)</sup> | 675 | 674372 |
| Bank of Nova Scotia (The), 1.95%, 02/01/23 | 649 | 649000 |
| BNP Paribas SA, 3.25%, 03/03/23 | 1050 | 1048887 |
| Capital One NA, 3.38%, 02/15/23 | 820 | 819467 |
| Citigroup Inc., 3.38%, 03/01/23<sup>(a)</sup> | 660 | 659327 |
| Citizens Bank NA/Providence RI, 3.70%, 03/29/23 (Call 02/28/23) | 1015 | 1013406 |
| Deutsche Bank AG/New York NY, 3.95%, 02/27/23 | 795 | 793410 |
| Discover Bank, 3.35%, 02/06/23 | 1265 | 1264570 |
| FNB Corp./PA, 2.20%, 02/24/23 | 225 | 224152 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;0.52%, 03/08/23 | 1985 | 1975790 |
| &nbsp;&nbsp;&nbsp;3.20%, 02/23/23 (Call 02/16/23) | 773 | 772266 |
| KeyBank NA/Cleveland OH |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 03/10/23 | 705 | 702483 |
| &nbsp;&nbsp;&nbsp;3.38%, 03/07/23 | 565 | 563734 |
| Mitsubishi UFJ Financial Group Inc., 3.46%, 03/02/23<sup>(a)</sup> | 1170 | 1169286 |
| Mizuho Financial Group Inc., 3.55%, 03/05/23 | 1055 | 1053808 |
| Morgan Stanley, 3.75%, 02/25/23<sup>(a)</sup> | 2475 | 2472748 |
| National Bank of Canada, 2.10%, 02/01/23<sup>(a)</sup> | 2215 | 2215000 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 03/09/23 (Call 02/09/23) | 705 | 702652 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/02/23<sup>(a)</sup> | 450 | 450000 |
| Truist Financial Corp., 2.20%, 03/16/23 (Call 02/13/23)<sup>(a)</sup> | 1705 | 1700021 |
| Wells Fargo & Co., Series M, 3.45%, 02/13/23 | 605 | 604704 |
|  |  | 21529083 |
| **Beverages — 0.6%** |  |  |
| PepsiCo Inc., 2.75%, 03/01/23<sup>(a)</sup> | 765 | 763906 |
| **Biotechnology — 1.5%** |  |  |
| Illumina Inc., 0.55%, 03/23/23 | 1845 | 1832712 |
| **Chemicals — 1.3%** |  |  |
| Air Products and Chemicals Inc., 2.75%, 02/03/23<sup>(a)</sup> | 100 | 100000 |
| Linde Inc./CT, 2.70%, 02/21/23 | 713 | 711382 |
| PPG Industries Inc., 3.20%, 03/15/23 (Call 02/15/23) | 777 | 775174 |
|  |  | 1586556 |
| **Commercial Services — 1.3%** |  |  |
| RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23)<sup>(a)</sup> | 1550 | 1547349 |
| **Computers — 0.5%** |  |  |
| Apple Inc., 2.85%, 02/23/23 | 608 | 607137 |
| **Cosmetics & Personal Care — 0.6%** |  |  |
| Colgate-Palmolive Co., 1.95%, 02/01/23<sup>(a)</sup> | 215 | 215000 |
| Unilever Capital Corp., 3.13%, 03/22/23 (Call 02/22/23)<sup>(a)</sup> | 565 | 563859 |
|  |  | 778859 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Electric — 4.2%** |  |  |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 03/15/23 (Call 03/03/23) | $335 | $334022 |
| &nbsp;&nbsp;&nbsp;3.05%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | 560 | 558914 |
| Edison International, 2.95%, 03/15/23 (Call 03/03/23) | 693 | 690318 |
| Evergy Metro Inc., 3.15%, 03/15/23 (Call 03/03/23) | 218 | 217673 |
| National Rural Utilities Cooperative Finance Corp., 2.70%, 02/15/23 | 880 | 879137 |
| NextEra Energy Capital Holdings Inc., 0.65%, 03/01/23 | 1845 | 1838450 |
| Virginia Electric & Power Co., Series C, 2.75%, 03/15/23 (Call 02/21/23) | 570 | 567988 |
|  |  | 5086502 |
| **Electrical Components & Equipment — 2.8%** |  |  |
| Emerson Electric Co., 2.63%, 02/15/23 | 3430 | 3427462 |
| **Electronics — 0.2%** |  |  |
| Arrow Electronics Inc., 4.50%, 03/01/23<sup>(a)</sup> | 290 | 289782 |
| **Food — 1.0%** |  |  |
| Campbell Soup Co., 3.65%, 03/15/23 (Call 02/15/23) | 1195 | 1193518 |
| **Gas — 1.7%** |  |  |
| Atmos Energy Corp., 0.63%, 03/09/23 (Call 02/16/23)<sup>(a)</sup> | 425 | 423249 |
| CenterPoint Energy Resources Corp., 0.70%, 03/02/23<sup>(a)</sup> | 1255 | 1250369 |
| National Fuel Gas Co., 3.75%, 03/01/23<sup>(a)</sup> | 434 | 433102 |
|  |  | 2106720 |
| **Health Care - Services — 2.3%** |  |  |
| Anthem Inc., 0.45%, 03/15/23<sup>(a)</sup> | 1355 | 1347629 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/23 | 755 | 754456 |
| &nbsp;&nbsp;&nbsp;2.88%, 03/15/23 | 745 | 743488 |
|  |  | 2845573 |
| **Holding Companies - Diversified — 0.6%** |  |  |
| Ares Capital Corp., 3.50%, 02/10/23<sup>(a)</sup> | 743 | 742591 |
| **Home Builders — 0.3%** |  |  |
| DR Horton Inc., 4.75%, 02/15/23<sup>(a)</sup> | 330 | 329947 |
| **Insurance — 1.3%** |  |  |
| Berkshire Hathaway Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 670 | 668285 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/11/23 | 540 | 539627 |
| Chubb INA Holdings Inc., 2.70%, 03/13/23 | 395 | 394159 |
|  |  | 1602071 |
| **Internet — 1.1%** |  |  |
| Amazon.com Inc., 2.40%, 02/22/23 | 525 | 524349 |
| Booking Holdings Inc., 2.75%, 03/15/23 (Call 02/15/23) | 795 | 793132 |
|  |  | 1317481 |
| **Machinery — 1.2%** |  |  |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.25%, 03/01/23 | 575 | 573051 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/01/23<sup>(a)</sup> | 375 | 374453 |
| John Deere Capital Corp., 2.80%, 03/06/23 | 519 | 518138 |
|  |  | 1465642 |
| **Manufacturing — 0.7%** |  |  |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.75%, 02/14/23 (Call 02/13/23) | 395 | 394541 |
| &nbsp;&nbsp;&nbsp;2.25%, 03/15/23 (Call 02/15/23)<sup>(a)</sup> | 410 | 408860 |
|  |  | 803401 |
| **Media — 1.2%** |  |  |
| Time Warner Cable Enterprises LLC, 8.38%, 03/15/23 | 1494 | 1500140 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Mining — 0.8%** |  |  |
| Freeport-McMoRan Inc., 3.88%, 03/15/23 (Call 03/03/23) | $1005 | $1003392 |
| **Oil & Gas — 0.9%** |  |  |
| EOG Resources Inc., 2.63%, 03/15/23 (Call 03/03/23) | 570 | 568558 |
| Exxon Mobil Corp., 2.73%, 03/01/23 (Call 02/13/23) | 510 | 509082 |
|  |  | 1077640 |
| **Pharmaceuticals — 3.5%** |  |  |
| AmerisourceBergen Corp., 0.74%, 03/15/23 (Call 03/03/23) | 443 | 440829 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 02/15/23<sup>(a)</sup> | 370 | 369722 |
| &nbsp;&nbsp;&nbsp;3.25%, 02/20/23<sup>(a)</sup> | 578 | 577509 |
| Cardinal Health Inc., 3.20%, 03/15/23 | 1705 | 1701147 |
| Johnson & Johnson, 2.05%, 03/01/23 | 340 | 339327 |
| McKesson Corp., 2.85%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 314 | 313366 |
| Zoetis Inc., 3.25%, 02/01/23<sup>(a)</sup> | 535 | 535000 |
|  |  | 4276900 |
| **Pipelines — 2.9%** |  |  |
| DCP Midstream Operating LP, 3.88%, 03/15/23 (Call 03/03/23) | 315 | 314398 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/23 | 400 | 400000 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/23 (Call 02/16/23) | 900 | 899046 |
| Enterprise Products Operating LLC, 3.35%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1403 | 1400264 |
| Kinder Morgan Energy Partners LP, 3.45%, 02/15/23<sup>(a)</sup> | 550 | 549626 |
|  |  | 3563334 |
| **Retail — 0.4%** |  |  |
| Starbucks Corp., 3.10%, 03/01/23 (Call 02/01/23) | 465 | 464475 |
| **Software — 2.1%** |  |  |
| Adobe Inc., 1.70%, 02/01/23 | 498 | 498000 |
| Fidelity National Information Services Inc., 0.38%, 03/01/23 | 1195 | 1190734 |
| Oracle Corp., 2.63%, 02/15/23 | 808 | 807370 |
|  |  | 2496104 |
| **Telecommunications — 1.3%** |  |  |
| Cisco Systems Inc., 2.60%, 02/28/23<sup>(a)</sup> | 485 | 484185 |
| Rogers Communications Inc., 3.00%, 03/15/23 (Call 03/03/23) | 760 | 758085 |
| Vodafone Group PLC, 2.95%, 02/19/23<sup>(a)</sup> | 395 | 394475 |
|  |  | 1636745 |
| **Transportation — 1.2%** |  |  |
| Burlington Northern Santa Fe LLC, 3.00%, 03/15/23 (Call 02/13/23)<sup>(a)</sup> | 405 | 404255 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **Transportation (continued)** |  |  |
| Canadian Pacific Railway Co., 4.45%, 03/15/23 (Call 03/03/23) | $175 | $174765 |
| Norfolk Southern Corp., 2.90%, 02/15/23 | 243 | 242808 |
| Ryder System Inc., 3.40%, 03/01/23 | 693 | 692210 |
|  |  | 1514038 |
| **Total Corporate Bonds & Notes — 57.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $70,116,954)** |  | 70045012 |
| **Investment Companies** |  |  |
| **Exchange Traded Funds — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;iShares iBonds Mar 2023 Term Corporate ex-Financials ETF<sup>(b)</sup> | 129 | 3138570 |
| **Total Investment Companies — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost $2,974,253)** |  | 3138570 |
| **Total Long-Term Investments — 59.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $73,091,207)** |  | 73183582 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 44.5%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(b)(c)(d)</sup> | 6755 | 6759493 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(b)(c)</sup> | 47660 | 47660000 |
| **Total Short-Term Securities — 44.5%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $54,412,842)** |  | 54419493 |
| **Total Investments — 104.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $127,504,049)** |  | 127603075 |
| **Liabilities in Excess of Other Assets — (4.4)%** |  | (5359207) |
| **Net Assets — 100.0%** |  | $122243868 |

---

<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 10/31/22* | *Purchases at Cost* | *Proceeds from Sale* | *Net Realized Gain (Loss)* | *Change in Unrealized Appreciation (Depreciation)* | *Value at 01/31/23* | *Shares Held at 01/31/23 (000)* | *Income* | *Capital Gain Distributions from Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $12715297 | $— | $(5964421)<sup>(a)</sup> | $2604 | $6013 | $6759493 | 6755 | $11531 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 2300000 | 45360000 <sup>(a)</sup> |  |  |  | 47660000 | 47660 | 186451 | 17 |
| iShares iBonds Mar 2023 Term Corporate ex-Financials ETF | 3126315 |  |  |  | 12255 | 3138570 | 129 | 22860 |  |
|  |  |  |  | $2604 | $18268 | $57558063 |  | $220842 | $17 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares**<sup>®</sup> **iBonds<sup>®</sup> Mar 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 | $— | $70045012 | $— | $70045012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Companies | 3138570 |  |  | 3138570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 54419493 |  |  | 54419493 |
|  | $57558063 | $70045012 | $— | $127603075 |

---

## 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 Mar 2023 Term Corporate ETF

- **b. EDGAR series identifier (if any):** S000040347

- **c. LEI of Series:** 549300IVBKNQ292M6Y10

**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:** $136391115.91

**Total Liabilities:** $14148908.10

**Net Assets:** $122242207.81

**Cash Not Reported:** $452336.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 593.61000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 19.06000000 | **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 C000125276 | 0.41%                | 0.39%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1627.86                 | $142159.27                                 |
| Month 2  | $304.99                  | $114897.66                                 |
| Month 3  | $1067.52                 | $114370.56                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ELEVANCE HEALTH INC                                      | Elevance Health Inc                                      | CUSIP: 036752AQ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1347628.80   | 1.10%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                      | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1838450.25   | 1.50%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                     | Freeport-McMoRan Inc                                     | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1003392.00   | 0.82%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                       | Banco Santander SA                                       | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    675000 | PA      | $674372.25    | 0.55%             | 2023-02-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                                      | Emerson Electric Co                                      | CUSIP: 291011BE3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3427461.80   | 2.80%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                  | National Bank of Canada                                  | CUSIP: 63307A2J3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2215000 | PA      | $2215000.00   | 1.81%             | 2023-02-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Ryder System Inc                                         | Ryder System Inc                                         | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    693000 | PA      | $692209.98    | 0.57%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                 | Time Warner Cable Enterprises LLC                        | CUSIP: 88731EAF7<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1500140.34   | 1.23%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                      | Citizens Bank NA/Providence RI                           | CUSIP: 17401QAQ4<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1013406.45   | 0.83%             | 2023-03-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | Bristol-Myers Squibb Co                                  | CUSIP: 110122CZ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    578000 | PA      | $577508.70    | 0.47%             | 2023-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| RELX Capital Inc                                         | RELX Capital Inc                                         | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1547349.50   | 1.27%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Discover Bank                                            | Discover Bank                                            | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1264569.90   | 1.03%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                   | Berkshire Hathaway Inc                                   | CUSIP: 084670BJ6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539627.40    | 0.44%             | 2023-02-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                    | Arrow Electronics Inc                                    | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289782.50    | 0.24%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                 | Virginia Electric and Power Co                           | CUSIP: 927804FN9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567987.90    | 0.46%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                         | Campbell Soup Co                                         | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1193518.20   | 0.98%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                          | DR Horton Inc                                            | CUSIP: 23331ABG3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329947.20    | 0.27%             | 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        |    315000 | PA      | $314398.35    | 0.26%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                  | Fidelity National Information Services Inc               | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1190733.85   | 0.97%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                  | Kinder Morgan Energy Partners LP                         | CUSIP: 494550BM7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549626.00    | 0.45%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                           | Starbucks Corp                                           | CUSIP: 855244AN9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464474.55    | 0.38%             | 2023-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | Boeing Co/The                                            | CUSIP: 097023BW4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524165.25    | 0.43%             | 2023-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                      | Cardinal Health Inc                                      | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1701146.70   | 1.39%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                               | 3M Co                                                    | CUSIP: 88579YBL4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394541.80    | 0.32%             | 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        |    795000 | PA      | $793131.75    | 0.65%             | 2023-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                              | Oracle Corp                                              | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    808000 | PA      | $807369.76    | 0.66%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                 | National Rural Utilities Cooperative Finance Corp        | CUSIP: 637432NJ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    880000 | PA      | $879137.60    | 0.72%             | 2023-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                | Adobe Inc                                                | CUSIP: 00724PAA7<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    498000 | PA      | $498000.00    | 0.41%             | 2023-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                   | AmerisourceBergen Corp                                   | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    443000 | PA      | $440829.30    | 0.36%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | Boeing Co/The                                            | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475000.00    | 0.39%             | 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        |    900000 | PA      | $899046.00    | 0.74%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                      | BlackRock Cash Funds: Institutional, SL Agency Shares    | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   7054775 | NS      | $7059008.01   | 5.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                           | CUSIP: 61746BDJ2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2472747.75   | 2.02%             | 2023-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                | Apple Inc                                                | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    608000 | PA      | $607136.64    | 0.50%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                 | Caterpillar Financial Services Corp                      | CUSIP: 14913R2J5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573050.75    | 0.47%             | 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        |    565000 | PA      | $563858.70    | 0.46%             | 2023-03-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp                                  | John Deere Capital Corp                                  | CUSIP: 24422ETG4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    519000 | PA      | $518138.46    | 0.42%             | 2023-03-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                   | Mitsubishi UFJ Financial Group Inc                       | CUSIP: 606822AT1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1170000 | PA      | $1169286.30   | 0.96%             | 2023-03-02      | Fixed         | 3.46%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                       | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.00    | 0.33%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                        | Atmos Energy Corp                                        | CUSIP: 049560AU9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423249.00    | 0.35%             | 2023-03-09      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                             | Evergy Metro Inc                                         | CUSIP: 485134BN9<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217673.00    | 0.18%             | 2023-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                         | Deutsche Bank AG/New York NY                             | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    795000 | PA      | $793410.00    | 0.65%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                        | Ares Capital Corp                                        | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    743000 | PA      | $742591.35    | 0.61%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                              | Truist Bank                                              | CUSIP: 89788JAB5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    705000 | PA      | $702652.35    | 0.57%             | 2023-03-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                      | CUSIP: 46625HJE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2022-09-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                              | CUSIP: 38141GXY5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1975789.60   | 1.62%             | 2023-03-08      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                    | Duke Energy Carolinas LLC                                | CUSIP: 26442CAQ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334021.80    | 0.27%             | 2023-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                              | Truist Bank                                              | CUSIP: 86787EAV9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00    | 0.37%             | 2023-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                              | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    773000 | PA      | $772265.65    | 0.63%             | 2023-02-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                 | Rogers Communications Inc                                | CUSIP: 775109AW1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $758084.80    | 0.62%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                 | Burlington Northern Santa Fe LLC                         | CUSIP: 12189LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $404254.80    | 0.33%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| EXXON MOBIL CORPORATION                                  | Exxon Mobil Corp                                         | CUSIP: 30231GAR3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509082.00    | 0.42%             | 2023-03-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                              | BNP Paribas SA                                           | CUSIP: 05574LFY9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1050000 | PA      | $1048887.00   | 0.86%             | 2023-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                             | Illumina Inc                                             | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1832712.30   | 1.50%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                     | National Fuel Gas Co                                     | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    434000 | PA      | $433101.62    | 0.35%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                   | UnitedHealth Group Inc                                   | CUSIP: 91324PCC4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    745000 | PA      | $743487.65    | 0.61%             | 2023-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                    | Norfolk Southern Corp                                    | CUSIP: 655844BL1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242808.03    | 0.20%             | 2023-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia/The                                  | CUSIP: 064159TE6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    649000 | PA      | $649000.00    | 0.53%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                              | PepsiCo Inc                                              | CUSIP: 713448CG1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763906.05    | 0.62%             | 2023-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                        | Johnson & Johnson                                        | CUSIP: 478160BT0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339326.80    | 0.28%             | 2023-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                             | Linde Inc/CT                                             | CUSIP: 74005PBF0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    713000 | PA      | $711381.49    | 0.58%             | 2023-02-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                       | PPG Industries Inc                                       | CUSIP: 693506BN6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    777000 | PA      | $775174.05    | 0.63%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                   | Berkshire Hathaway Inc                                   | CUSIP: 084670BR8<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    670000 | PA      | $668284.80    | 0.55%             | 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        |    395000 | PA      | $394158.65    | 0.32%             | 2023-03-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                 | Canadian Pacific Railway Co                              | CUSIP: 13645RAK0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174765.50    | 0.14%             | 2023-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                        | EOG Resources Inc                                        | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568557.90    | 0.47%             | 2023-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                       | Vodafone Group PLC                                       | CUSIP: 92857WBC3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $394474.65    | 0.32%             | 2023-02-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                 | Caterpillar Financial Services Corp                      | CUSIP: 14912L5Q0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374452.50    | 0.31%             | 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        |    370000 | PA      | $369722.50    | 0.30%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp                                    | CUSIP: 05531FBJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1700021.40   | 1.39%             | 2023-03-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co                                         | CUSIP: 94974BFJ4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604703.55    | 0.49%             | 2023-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                 | Toyota Motor Credit Corp                                 | CUSIP: 89236TGW9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    845000 | PA      | $842701.60    | 0.69%             | 2023-03-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                        | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1400264.15   | 1.15%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE NA                                           | Capital One NA                                           | CUSIP: 140420NB2<br>LEI: LKE37K2B8CFZUR7F9816 | Long             | DBT              | CORP              | US        |    820000 | PA      | $819467.00    | 0.67%             | 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        |    485000 | PA      | $484791.45    | 0.40%             | 2023-02-07      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                   | UnitedHealth Group Inc                                   | CUSIP: 91324PBZ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754456.40    | 0.62%             | 2023-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                           | Amazon.com Inc                                           | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524349.00    | 0.43%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                            | CUSIP: 172967GL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    660000 | PA      | $659326.80    | 0.54%             | 2023-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co                                     | Colgate-Palmolive Co                                     | CUSIP: 19416QEA4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215000.00    | 0.18%             | 2023-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| FNB CORP                                                 | FNB Corp/PA                                              | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224151.75    | 0.18%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                   | CenterPoint Energy Resources Corp                        | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1250369.05   | 1.02%             | 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        |    565000 | PA      | $563734.40    | 0.46%             | 2023-03-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                            | McKesson Corp                                            | CUSIP: 58155QAG8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    314000 | PA      | $313365.72    | 0.26%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                    | Duke Energy Carolinas LLC                                | CUSIP: 26442CAV6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    560000 | PA      | $558913.60    | 0.46%             | 2023-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                               | 3M Co                                                    | CUSIP: 88579YAX9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408860.20    | 0.33%             | 2023-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Zoetis Inc                                               | Zoetis Inc                                               | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535000.00    | 0.44%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                          | CUSIP: 718172AV1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329293.80    | 0.27%             | 2023-03-06      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                 | Air Products and Chemicals Inc                           | CUSIP: 009158AT3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.08%             | 2023-02-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| iShares iBonds Mar 2023 Term Corporate ex-Financials ETF | iShares iBonds Mar 2023 Term Corporate ex-Financials ETF | CUSIP: 46432FAN7<br>LEI: 54930072NH2YOKLOWY24 | Long             | EC               | RF                | US        |    129000 | NS      | $3138570.00   | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KEY BANK NA                                              | KeyBank NA/Cleveland OH                                  | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    705000 | PA      | $702483.15    | 0.57%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                   | Mizuho Financial Group Inc                               | CUSIP: 60687YAP4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1055000 | PA      | $1053807.85   | 0.86%             | 2023-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Edison International                                     | Edison International                                     | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    693000 | PA      | $690318.09    | 0.56%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES           | BlackRock Cash Funds: Treasury, SL Agency Shares         | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  47660000 | NS      | $47660000.00  | 38.99%            |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                        | Cisco Systems Inc                                        | CUSIP: 17275RBE1<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484185.20    | 0.40%             | 2023-02-28      | Fixed         | 2.60%                 | 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