# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-072018
**Filing Date:** 2023-3
**Character Count:** 127188
**Document Hash:** 552b4f42bc3c59f128ce466df5c959a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072018.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072018

**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:** 23774153

**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 2023 Term High Yield and Income ETF (Series ID: S000065341)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000211400 | iShares iBonds 2023 Term High Yield and Income ETF | IBHC            |

## Nport-Ex

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Aerospace & Defense — 2.6%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.17%, 02/04/23 | $650 | $650000 |
| &nbsp;&nbsp;&nbsp;&nbsp;1.88%, 06/15/23 (Call 04/15/23)<sup>(a)</sup> | 340 | 335420 |
| &nbsp;&nbsp;&nbsp;2.80%, 03/01/23 (Call 02/01/23) | 190 | 189698 |
| &nbsp;&nbsp;&nbsp;4.51%, 05/01/23 (Call 04/01/23) | 2365 | 2360766 |
| L3Harris Technologies Inc., 3.85%, 06/15/23 (Call 05/15/23) | 715 | 710982 |
| Northrop Grumman Corp., 3.25%, 08/01/23 | 630 | 625439 |
| Raytheon Technologies Corp., 3.70%, 12/15/23 (Call 09/15/23) | 370 | 365893 |
|  |  | 5238198 |
| **Agriculture — 0.3%** |  |  |
| Reynolds American Inc., 4.85%, 09/15/23 | 520 | 519657 |
| **Airlines — 0.9%** |  |  |
| Delta Air Lines Inc., 3.80%, 04/19/23 (Call 03/19/23)<sup>(a)</sup> | 1834 | 1827086 |
| **Auto Manufacturers — 4.8%** |  |  |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.10%, 05/04/23<sup>(a)</sup> | 365 | 362273 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 11/17/23<sup>(a)</sup> | 1025 | 1000533 |
| &nbsp;&nbsp;&nbsp;4.14%, 02/15/23 | 415 | 414207 |
| &nbsp;&nbsp;&nbsp;4.38%, 08/06/23 | 708 | 703830 |
| General Motors Co., 4.88%, 10/02/23 | 1065 | 1065000 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 08/18/23 | 765 | 750213 |
| &nbsp;&nbsp;&nbsp;3.70%, 05/09/23 (Call 03/09/23) | 835 | 831910 |
| &nbsp;&nbsp;&nbsp;4.15%, 06/19/23 (Call 05/19/23) | 610 | 607731 |
| &nbsp;&nbsp;&nbsp;4.25%, 05/15/23 | 460 | 458910 |
| Jaguar Land Rover Automotive PLC, 5.63%, 02/01/23<sup>(a)(b)</sup> | 1825 | 1825000 |
| Stellantis NV, 5.25%, 04/15/23 | 1575 | 1574071 |
|  |  | 9593678 |
| **Banks — 6.3%** |  |  |
| Capital One NA, 3.38%, 02/15/23 | 1000 | 999350 |
| Citigroup Inc., 3.50%, 05/15/23 | 1060 | 1056046 |
| Citizens Bank NA/Providence RI, 3.70%, 03/29/23 (Call 02/28/23) | 500 | 499215 |
| Commerzbank AG, 8.13%, 09/19/23<sup>(b)</sup> | 1965 | 1988934 |
| Cooperatieve Rabobank UA, 4.63%, 12/01/23<sup>(a)</sup> | 585 | 582929 |
| Credit Suisse Group AG, 3.80%, 06/09/23 | 1755 | 1734747 |
| Deutsche Bank AG/New York NY, 3.95%, 02/27/23 | 920 | 918160 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.35%, 02/06/23 | 725 | 724754 |
| &nbsp;&nbsp;&nbsp;4.20%, 08/08/23 | 955 | 950034 |
| Fifth Third Bancorp., 1.63%, 05/05/23 (Call 04/05/23) | 535 | 530581 |
| First Horizon Corp., 3.55%, 05/26/23 (Call 04/26/23)<sup>(a)</sup> | 480 | 477091 |
| FNB Corp./PA, 2.20%, 02/24/23 | 180 | 179321 |
| Morgan Stanley, 4.10%, 05/22/23 | 2085 | 2079517 |
|  |  | 12720679 |
| **Beverages — 0.4%** |  |  |
| Fomento Economico Mexicano SAB de CV, 2.88%, 05/10/23 | 320 | 317879 |
| Keurig Dr Pepper Inc., 3.13%, 12/15/23 (Call 10/15/23) | 470 | 463133 |
|  |  | 781012 |
| **Biotechnology — 2.1%** |  |  |
| Amgen Inc., 2.25%, 08/19/23 (Call 06/19/23)<sup>(a)</sup> | 715 | 704697 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 09/29/23 (Call 02/13/23) | 1527 | 1484855 |
| &nbsp;&nbsp;&nbsp;2.50%, 09/01/23 (Call 07/01/23) | 710 | 699641 |
| Illumina Inc., 0.55%, 03/23/23 | 370 | 367536 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| Royalty Pharma PLC, 0.75%, 09/02/23 | $895 | $872249 |
|  |  | 4128978 |
| **Building Materials — 0.8%** |  |  |
| Fortune Brands Home & Security Inc., 4.00%, 09/21/23 (Call 08/21/23)<sup>(a)</sup> | 573 | 568399 |
| Lennox International Inc., 3.00%, 11/15/23 (Call 09/15/23) | 380 | 373148 |
| Martin Marietta Materials Inc., 0.65%, 07/15/23 (Call 03/03/23)<sup>(a)</sup> | 630 | 616915 |
|  |  | 1558462 |
| **Chemicals — 1.2%** |  |  |
| International Flavors & Fragrances Inc., 3.20%, 05/01/23 (Call 02/01/23)<sup>(a)</sup> | 335 | 333070 |
| LYB International Finance BV, 4.00%, 07/15/23 | 455 | 452302 |
| Mosaic Co. (The), 4.25%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 1040 | 1032980 |
| Nutrien Ltd., 1.90%, 05/13/23 | 565 | 559655 |
| PPG Industries Inc., 3.20%, 03/15/23 (Call 02/15/23) | 50 | 49883 |
|  |  | 2427890 |
| **Commercial Services — 2.2%** |  |  |
| ADT Security Corp. (The), 4.13%, 06/15/23<sup>(a)</sup> | 2090 | 2078986 |
| Equifax Inc., 3.95%, 06/15/23 (Call 05/15/23) | 430 | 427949 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 06/01/23 (Call 03/01/23) | 595 | 591424 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/23 (Call 05/01/23) | 590 | 587451 |
| RELX Capital Inc., 3.50%, 03/16/23 (Call 02/16/23) | 665 | 663863 |
|  |  | 4349673 |
| **Computers — 2.7%** |  |  |
| Dell International LLC/EMC Corp., 5.45%, 06/15/23 (Call 04/15/23) | 722 | 722513 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 04/01/23 (Call 03/01/23) | 945 | 940530 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.45%, 10/02/23 (Call 09/02/23)<sup>(a)</sup> | 1205 | 1198879 |
| Leidos Inc., 2.95%, 05/15/23 (Call 04/15/23) | 475 | 471879 |
| Seagate HDD Cayman, 4.75%, 06/01/23 | 2045 | 2040828 |
|  |  | 5374629 |
| **Diversified Financial Services — 7.6%** |  |  |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.15%, 10/29/23 | 1885 | 1828752 |
| &nbsp;&nbsp;&nbsp;4.13%, 07/03/23 (Call 06/03/23) | 500 | 497375 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.50%, 09/15/23 (Call 08/15/23)<sup>(a)</sup> | 1265 | 1256765 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 09/15/23 (Call 07/15/23) | 805 | 794108 |
| &nbsp;&nbsp;&nbsp;3.88%, 07/03/23 (Call 06/03/23) | 480 | 477317 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 09/25/23 (Call 08/25/23) | 585 | 580320 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, 04/01/23<sup>(a)</sup> | 540 | 539098 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.45%, 10/02/23 (Call 09/02/23) | 1300 | 1268319 |
| &nbsp;&nbsp;&nbsp;3.05%, 06/05/23 (Call 05/05/23) | 765 | 758964 |
| BGC Partners Inc., 5.38%, 07/24/23 | 480 | 478565 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.60%, 05/11/23 (Call 04/11/23)<sup>(a)</sup> | 1015 | 1008798 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.50%, 06/15/23<sup>(a)</sup> | 725 | 721310 |
| Jefferies Financial Group Inc., 5.50%, 10/18/23 (Call 03/03/23) | 425 | 424639 |
| Navient Corp., 7.25%, 09/25/23 | 1504 | 1510407 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 03/15/23<sup>(a)</sup> | 1640 | 1638819 |
| &nbsp;&nbsp;&nbsp;&nbsp;8.25%, 10/01/23<sup>(a)</sup> | 600 | 608922 |
| TMX Finance LLC/TitleMax Finance Corp., 11.13%, 04/01/23 (Call 03/03/23)<sup>(b)</sup> | 565 | 529563 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |
| Western Union Co. (The), 4.25%, 06/09/23 (Call 05/09/23) | $325 | $323658 |
|  |  | 15245699 |
| **Electric — 6.8%** |  |  |
| American Electric Power Co. Inc., Series M, 0.75%, 11/01/23 (Call 03/03/23) | 480 | 465403 |
| Black Hills Corp., 4.25%, 11/30/23 (Call 08/30/23)<sup>(a)</sup> | 590 | 584413 |
| Consolidated Edison Inc., Series A, 0.65%, 12/01/23 (Call 03/03/23)<sup>(a)</sup> | 665 | 641938 |
| Duke Energy Corp., 3.95%, 10/15/23 (Call 07/15/23)<sup>(a)</sup> | 430 | 427024 |
| Edison International, 2.95%, 03/15/23 (Call 03/03/23) | 305 | 303820 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 05/01/23 (Call 02/01/23) | 480 | 477571 |
| &nbsp;&nbsp;&nbsp;Series N, 3.80%, 12/01/23 (Call 11/01/23) | 425 | 420720 |
| Georgia Power Co., Series A, 2.10%, 07/30/23 | 665 | 655244 |
| InterGen NV, 7.00%, 06/30/23 (Call 02/07/23)<sup>(b)</sup> | 1780 | 1746589 |
| NextEra Energy Capital Holdings Inc., 0.65%, 03/01/23 | 2050 | 2042723 |
| OGE Energy Corp., 0.70%, 05/26/23 (Call 03/03/23)<sup>(a)</sup> | 565 | 557101 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.70%, 11/15/23 (Call 03/03/23) | 1045 | 1015573 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.25%, 06/15/23 (Call 03/15/23)<sup>(a)</sup> | 405 | 401128 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 11/15/23 (Call 08/15/23)<sup>(a)</sup> | 340 | 336331 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.25%, 08/01/23 (Call 07/01/23)<sup>(a)</sup> | 485 | 481634 |
| Public Service Enterprise Group Inc., 0.84%, 11/08/23 (Call 03/03/23) | 710 | 687103 |
| Southern Co. (The), 2.95%, 07/01/23 (Call 05/01/23)<sup>(a)</sup> | 1210 | 1199352 |
| WEC Energy Group Inc., 0.55%, 09/15/23<sup>(a)</sup> | 690 | 671129 |
| Xcel Energy Inc., 0.50%, 10/15/23 (Call 09/15/23) | 540 | 523449 |
|  |  | 13638245 |
| **Electrical Components & Equipment — 0.8%** |  |  |
| EnerSys, 5.00%, 04/30/23 (Call 03/03/23)<sup>(b)</sup> | 1655 | 1650035 |
| **Electronics — 0.2%** |  |  |
| Arrow Electronics Inc., 4.50%, 03/01/23 | 180 | 179865 |
| Trimble Inc., 4.15%, 06/15/23 (Call 05/15/23)<sup>(a)</sup> | 325 | 323947 |
|  |  | 503812 |
| **Environmental Control — 0.4%** |  |  |
| Republic Services Inc., 4.75%, 05/15/23 (Call 02/15/23)<sup>(a)</sup> | 325 | 324646 |
| Waste Management Inc., 2.40%, 05/15/23 (Call 03/15/23) | 535 | 531057 |
|  |  | 855703 |
| **Food — 2.3%** |  |  |
| Albertsons Companies Inc./Safeway Inc./New |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Albertsons LP/Albertsons LLC, 3.50%, 02/15/23<sup>(b)</sup> | 2120 | 2117499 |
| Campbell Soup Co., 3.65%, 03/15/23 (Call 02/15/23) | 470 | 469417 |
| Conagra Brands Inc., 0.50%, 08/11/23 (Call 03/03/23)<sup>(a)</sup> | 480 | 468158 |
| Kellogg Co., 2.65%, 12/01/23<sup>(a)</sup> | 595 | 584100 |
| Kroger Co. (The), 3.85%, 08/01/23 (Call 05/01/23) | 575 | 571222 |
| Tyson Foods Inc., 3.90%, 09/28/23 (Call 08/28/23) | 430 | 426762 |
|  |  | 4637158 |
| **Gas — 0.6%** |  |  |
| Eastern Energy Gas Holdings LLC, 3.55%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 430 | 425464 |
| National Fuel Gas Co., 3.75%, 03/01/23<sup>(a)</sup> | 330 | 329317 |
| Southern Co. Gas Capital Corp., 2.45%, 10/01/23 (Call 08/01/23) | 380 | 373099 |
|  |  | 1127880 |
| **Health Care - Products — 0.9%** |  |  |
| Baxter International Inc., 0.87%, 12/01/23 | 770 | 744035 |
| PerkinElmer Inc., 0.55%, 09/15/23 (Call 03/03/23) | 500 | 485630 |
| Stryker Corp., 0.60%, 12/01/23 (Call 02/13/23) | 640 | 617114 |
|  |  | 1846779 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services — 1.7%** |  |  |
| Aetna Inc., 2.80%, 06/15/23 (Call 04/15/23) | $1240 | $1229956 |
| Anthem Inc., 0.45%, 03/15/23 | 495 | 492307 |
| Humana Inc., 0.65%, 08/03/23 (Call 02/08/23) | 1345 | 1315302 |
| Laboratory Corp. of America Holdings, 4.00%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 320 | 317466 |
|  |  | 3355031 |
| **Holding Companies - Diversified — 1.4%** |  |  |
| Ares Capital Corp., 3.50%, 02/10/23<sup>(a)</sup> | 535 | 534706 |
| Blackstone Secured Lending Fund, 3.65%, 07/14/23<sup>(a)</sup> | 425 | 421660 |
| FS Energy & Power Fund, 7.50%, 08/15/23 (Call 05/15/23)<sup>(b)</sup> | 1810 | 1810452 |
|  |  | 2766818 |
| **Home Builders — 0.7%** |  |  |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/23 | 245 | 244961 |
| &nbsp;&nbsp;&nbsp;5.75%, 08/15/23 (Call 05/15/23) | 380 | 380593 |
| Lennar Corp., 4.88%, 12/15/23 (Call 09/15/23)<sup>(a)</sup> | 430 | 428869 |
| Toll Brothers Finance Corp., 4.38%, 04/15/23 (Call 03/03/23) | 430 | 428804 |
|  |  | 1483227 |
| **Insurance — 1.4%** |  |  |
| Aon PLC, 4.00%, 11/27/23 (Call 08/27/23)<sup>(a)</sup> | 380 | 377028 |
| Aspen Insurance Holdings Ltd., 4.65%, 11/15/23<sup>(a)</sup> | 340 | 337977 |
| Equitable Holdings Inc., 3.90%, 04/20/23 (Call 03/20/23) | 495 | 493916 |
| Jackson Financial Inc., 1.13%, 11/22/23 | 670 | 648748 |
| Lincoln National Corp., 4.00%, 09/01/23<sup>(a)</sup> | 480 | 477254 |
| Reinsurance Group of America Inc., 4.70%, 09/15/23 | 430 | 428697 |
|  |  | 2763620 |
| **Lodging — 3.4%** |  |  |
| Hyatt Hotels Corp., 1.30%, 10/01/23 (Call 03/03/23)<sup>(a)</sup> | 720 | 701316 |
| Marriott International Inc./MD, Series Z, 4.15%, 12/01/23 (Call 11/01/23)<sup>(a)</sup> | 375 | 372019 |
| MGM Resorts International, 6.00%, 03/15/23 | 2110 | 2111118 |
| Travel + Leisure Co., 3.90%, 03/01/23 | 1545 | 1541632 |
| Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 4.25%, 05/30/23 (Call 02/28/23)<sup>(b)</sup> | 2075 | 2069667 |
|  |  | 6795752 |
| **Machinery — 0.8%** |  |  |
| CNH Industrial Capital LLC, 1.95%, 07/02/23<sup>(a)</sup> | 575 | 566979 |
| CNH Industrial NV, 4.50%, 08/15/23<sup>(a)</sup> | 640 | 636934 |
| Crane Holdings Co., 4.45%, 12/15/23 (Call 09/15/23) | 320 | 318416 |
|  |  | 1522329 |
| **Manufacturing — 0.7%** |  |  |
| Carlisle Companies Inc., 0.55%, 09/01/23 (Call 03/03/23) | 285 | 277376 |
| Teledyne Technologies Inc., 0.65%, 04/01/23 | 330 | 327347 |
| Trane Technologies Global Holding Co. Ltd., 4.25%, 06/15/23 | 750 | 747773 |
|  |  | 1352496 |
| **Media — 2.9%** |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp., 4.00%, 03/01/23 (Call 02/16/23)<sup>(a)(b)</sup> | 2015 | 2014960 |
| DISH DBS Corp., 5.00%, 03/15/23<sup>(a)</sup> | 2273 | 2269204 |
| Thomson Reuters Corp., 4.30%, 11/23/23 (Call 08/23/23)<sup>(a)</sup> | 645 | 641175 |
| Time Warner Cable Enterprises LLC, 8.38%, 03/15/23 | 950 | 953904 |
|  |  | 5879243 |
| **Mining — 0.6%** |  |  |
| Freeport-McMoRan Inc., 3.88%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1199 | 1197082 |
| **Office & Business Equipment — 0.7%** |  |  |
| Xerox Corp., 4.63%, 03/15/23 (Call 02/15/23) | 1442 | 1436708 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas — 2.1%** |  |  |
| Continental Resources Inc./OK, 4.50%, 04/15/23 (Call 03/03/23) | $610 | $608426 |
| Pioneer Natural Resources Co., 0.55%, 05/15/23<sup>(a)</sup> | 750 | 740385 |
| Transocean Sentry Ltd., 5.38%, 05/15/23 (Call 02/24/23)<sup>(b)</sup> | 304 | 303639 |
| Vantage Drilling International, 9.25%, 11/15/23 (Call 03/03/23)<sup>(b)</sup> | 600 | 595482 |
| W&T Offshore Inc., 9.75%, 11/01/23 (Call 02/08/23)<sup>(a)(b)</sup> | 1910 | 1910802 |
|  |  | 4158734 |
| **Packaging & Containers — 1.9%** |  |  |
| Ball Corp., 4.00%, 11/15/23 | 2390 | 2360197 |
| Owens-Brockway Glass Container Inc., 5.88%, 08/15/23<sup>(b)</sup> | 1375 | 1376361 |
|  |  | 3736558 |
| **Pharmaceuticals — 5.0%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 05/14/23 (Call 03/14/23) | 955 | 949194 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 11/14/23 (Call 10/14/23)<sup>(a)</sup> | 1020 | 1011095 |
| AmerisourceBergen Corp., 0.74%, 03/15/23 (Call 03/03/23) | 674 | 670697 |
| Cardinal Health Inc., 3.20%, 03/15/23 | 410 | 409073 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 07/15/23 (Call 05/16/23) | 805 | 797731 |
| &nbsp;&nbsp;&nbsp;3.75%, 07/15/23 (Call 06/15/23) | 1135 | 1128338 |
| CVS Health Corp., 4.00%, 12/05/23 (Call 09/05/23) | 460 | 456334 |
| Elanco Animal Health Inc., 5.77%, 08/28/23 (Call 07/28/23)<sup>(a)</sup> | 975 | 972757 |
| McKesson Corp., 2.85%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 325 | 324343 |
| Mylan Inc., 4.20%, 11/29/23 (Call 08/29/23) | 690 | 684370 |
| Shire Acquisitions Investments Ireland DAC, 2.88%, 09/23/23 (Call 07/23/23) | 957 | 942023 |
| Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23) | 540 | 537435 |
| Zoetis Inc., 3.25%, 02/01/23 | 1060 | 1060000 |
|  |  | 9943390 |
| **Pipelines — 8.6%** |  |  |
| Buckeye Partners LP, 4.15%, 07/01/23 (Call 04/01/23)<sup>(a)</sup> | 2290 | 2269253 |
| DCP Midstream Operating LP, 3.88%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1260 | 1257593 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.55%, 10/04/23<sup>(a)</sup> | 555 | 538233 |
| &nbsp;&nbsp;&nbsp;4.00%, 10/01/23 (Call 07/01/23) | 865 | 858461 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 02/01/23 | 630 | 630000 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/15/23 (Call 02/16/23) | 750 | 749205 |
| &nbsp;&nbsp;&nbsp;Series 5Y, 4.20%, 09/15/23 (Call 08/15/23) | 480 | 476453 |
| Energy Transfer LP/Regency Energy Finance Corp., 4.50%, 11/01/23 (Call 08/01/23) | 965 | 959326 |
| Enterprise Products Operating LLC, 3.35%, 03/15/23 (Call 03/03/23)<sup>(a)</sup> | 1245 | 1242572 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 02/15/23 | 540 | 539633 |
| &nbsp;&nbsp;&nbsp;3.50%, 09/01/23 (Call 06/01/23) | 575 | 569733 |
| MPLX LP, 4.50%, 07/15/23 (Call 04/15/23) | 945 | 941362 |
| NGL Energy Partners LP/NGL Energy Finance Corp., 7.50%, 11/01/23 (Call 03/03/23)<sup>(a)</sup> | 1819 | 1820619 |
| ONEOK Inc., 7.50%, 09/01/23 (Call 06/01/23) | 475 | 478263 |
| ONEOK Partners LP, 5.00%, 09/15/23 (Call 06/15/23) | 405 | 404704 |
| PBF Logistics LP/PBF Logistics Finance Corp., 6.88%, 05/15/23 (Call 02/02/23) | 1735 | 1735000 |
| Plains All American Pipeline LP/PAA Finance Corp., 3.85%, 10/15/23 (Call 07/15/23)<sup>(a)</sup> | 672 | 664850 |
| TransCanada PipeLines Ltd., 3.75%, 10/16/23 (Call 07/16/23) | 545 | 539926 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Williams Companies Inc. (The), 4.50%, 11/15/23 (Call 08/15/23) | $555 | $552835 |
|  |  | 17228021 |
| **Real Estate — 1.1%** |  |  |
| Newmark Group Inc., 6.13%, 11/15/23 (Call 10/15/23)<sup>(a)</sup> | 2185 | 2190725 |
| **Real Estate Investment Trusts — 3.6%** |  |  |
| American Tower Corp., 3.00%, 06/15/23 | 780 | 773705 |
| Boston Properties LP, 3.13%, 09/01/23 (Call 06/01/23) | 470 | 464186 |
| Crown Castle Inc., 3.15%, 07/15/23 (Call 06/15/23) | 725 | 717496 |
| Essex Portfolio LP, 3.25%, 05/01/23 (Call 02/01/23) | 325 | 323128 |
| GLP Capital LP/GLP Financing II Inc., 5.38%, 11/01/23 (Call 08/01/23)<sup>(a)</sup> | 440 | 440436 |
| Omega Healthcare Investors Inc., 4.38%, 08/01/23 (Call 06/01/23)<sup>(a)</sup> | 390 | 387828 |
| Piedmont Operating Partnership LP, 3.40%, 06/01/23 (Call 03/01/23)<sup>(a)</sup> | 380 | 377063 |
| Service Properties Trust, 4.50%, 06/15/23 (Call 03/03/23) | 2180 | 2166353 |
| Starwood Property Trust Inc., 5.50%, 11/01/23 (Call 08/01/23)<sup>(a)(b)</sup> | 1675 | 1667010 |
|  |  | 7317205 |
| **Retail — 3.8%** |  |  |
| AutoZone Inc., 3.13%, 07/15/23 (Call 04/15/23)<sup>(a)</sup> | 480 | 475493 |
| Brinker International Inc., 3.88%, 05/15/23<sup>(a)</sup> | 1360 | 1352819 |
| Lowe's Companies Inc., 3.88%, 09/15/23 (Call 06/15/23)<sup>(a)</sup> | 540 | 535561 |
| McDonald's Corp., 3.35%, 04/01/23 (Call 03/01/23) | 950 | 947606 |
| O'Reilly Automotive Inc., 3.85%, 06/15/23 (Call 03/15/23)<sup>(a)</sup> | 325 | 323551 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/01/23 (Call 02/01/23) | 770 | 769130 |
| &nbsp;&nbsp;&nbsp;3.85%, 10/01/23 (Call 07/01/23) | 715 | 709616 |
| Walgreens Boots Alliance Inc., 0.95%, 11/17/23 (Call 03/03/23) | 860 | 833615 |
| Yum! Brands Inc., 3.88%, 11/01/23 (Call 08/01/23) | 1770 | 1752955 |
|  |  | 7700346 |
| **Semiconductors — 1.5%** |  |  |
| Marvell Technology Inc., 4.20%, 06/22/23 (Call 05/22/23)<sup>(a)</sup> | 470 | 467899 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.67%, 09/01/23<sup>(a)</sup> | 1125 | 1107990 |
| &nbsp;&nbsp;&nbsp;4.33%, 06/01/23 (Call 05/01/23) | 955 | 952479 |
| Skyworks Solutions Inc., 0.90%, 06/01/23 (Call 02/16/23) | 535 | 526686 |
|  |  | 3055054 |
| **Shipbuilding — 0.2%** |  |  |
| Huntington Ingalls Industries Inc., 0.67%, 08/16/23 (Call 02/13/23) | 435 | 424373 |
| **Software — 3.4%** |  |  |
| Fidelity National Information Services Inc., 0.38%, 03/01/23 | 720 | 717430 |
| Fiserv Inc., 3.80%, 10/01/23 (Call 09/01/23) | 1060 | 1051361 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.40%, 09/15/23 (Call 07/15/23) | 1855 | 1823836 |
| &nbsp;&nbsp;&nbsp;2.63%, 02/15/23 | 830 | 829353 |
| &nbsp;&nbsp;&nbsp;3.63%, 07/15/23 | 845 | 839879 |
| Roper Technologies Inc., 3.65%, 09/15/23 (Call 08/15/23) | 615 | 608954 |
| VMware Inc., 0.60%, 08/15/23. | 875 | 853536 |
|  |  | 6724349 |
| **Telecommunications — 3.4%** |  |  |
| British Telecommunications PLC, 4.50%, 12/04/23 (Call 11/04/23) | 775 | 770730 |
| DKT Finance ApS, 9.38%, 06/17/23 (Call 02/10/23)<sup>(b)</sup> | 1680 | 1680823 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/15/23 (Call 03/03/23) | 370 | 369068 |

---

---

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

---

---

| | | |
|:---|:---|:---|
| *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> | $1000 | $993720 |
| Sprint LLC, 7.88%, 09/15/23 | 2374 | 2409230 |
| Vodafone Group PLC, 2.95%, 02/19/23 | 590 | 589215 |
|  |  | 6812786 |
| **Transportation — 1.3%** |  |  |
| Canadian Pacific Railway Co., 4.45%, 03/15/23 (Call 03/03/23) | 340 | 339544 |
| Kansas City Southern, 3.00%, 05/15/23 (Call 02/15/23) | 470 | 466174 |
| Norfolk Southern Corp., 2.90%, 02/15/23 | 570 | 569550 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/23 | 450 | 449487 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.75%, 06/09/23 (Call 05/09/23)<sup>(a)</sup> | 535 | 531919 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.88%, 12/01/23 (Call 11/01/23)<sup>(a)</sup> | 345 | 341084 |
|  |  | 2697758 |
| **Total Long-Term Investments — 94.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $189,499,275)** |  | 188566858 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 16.9%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.56%<sup>(c)(d)(e)</sup> | 19916 | 19927936 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares<br> (000)* | *Value* |
| **Money Market Funds (continued)** |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(c)(d)</sup> | 13930 | $13930000 |
| **Total Short-Term Securities — 16.9%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $33,842,989)** |  | 33857936 |
| **Total Investments — 111.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $223,342,264)** |  | 222424794 |
| **Liabilities in Excess of Other Assets — (11.0)%** |  | (22122236) |
| **Net Assets — 100.0%** |  | $200302558 |

---

 

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

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

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

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

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

**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<br> Gain<br> Distributions<br> from<br> Underlying<br> Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $23056271 | $— | $(3145957)<sup>(a)</sup> | $2027 | $15595 | $19927936 | 19916 | $40493 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 10600000 | 3330000 <sup>(a)</sup> |  |  |  | 13930000 | 13930 | 98240 | 7 |
|  |  |  |  | $2027 | $15595 | $33857936 |  | $138733 | $7 |

---

<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

---

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

---

**Fair Value Hierarchy as of Period End (continued)**

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 | $— | $188566858 | $— | $188566858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 33857936 |  |  | 33857936 |
|  | $33857936 | $188566858 | $— | $222424794 |

---

## 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 2023 Term High Yield and Income ETF

- **b. EDGAR series identifier (if any):** S000065341

- **c. LEI of Series:** 549300Q9TBNC08E3RX90

**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:** $240228478.38

**Total Liabilities:** $39922469.84

**Net Assets:** $200306008.54

**Cash Not Reported:** $77644.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1687.55000000 | **1-Year:** 3907.11000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 930.01000000 | **1-Year:** 1381.22000000 | **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 C000211400 | 0.48%                | 0.49%                | 0.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-91618.52               | $388820.10                                 |
| Month 2  | $-5960.77                | $292209.65                                 |
| Month 3  | $4171.00                 | $564072.75                                 |

### 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        |    380000 | PA      | $380592.80    | 0.19%             | 2023-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                  | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    690000 | PA      | $671128.50    | 0.34%             | 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        |    475000 | PA      | $472416.00    | 0.24%             | 2023-03-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2042722.50   | 1.02%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                           | CUSIP: 526057BW3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428869.10    | 0.21%             | 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        |   1199000 | PA      | $1197081.60   | 0.60%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                              | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    708000 | PA      | $703829.88    | 0.35%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                             | Essex Portfolio LP                                                    | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    325000 | PA      | $323128.00    | 0.16%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                           | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1675000 | PA      | $1667010.25   | 0.83%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Transocean Sentry Ltd                          | Transocean Sentry Ltd                                                 | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    304305 | PA      | $303638.39    | 0.15%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                              | General Motors Co                                                     | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065000.00   | 0.53%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                         | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2360766.65   | 1.18%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                      | CUSIP: 78355HKG3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449487.00    | 0.22%             | 2023-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                            | CUSIP: 75513ECF6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365893.00    | 0.18%             | 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        |    630000 | PA      | $616914.90    | 0.31%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| ONEOK Partners LP                              | ONEOK Partners LP                                                     | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404704.35    | 0.20%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                    | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476452.80    | 0.24%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                            | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1011095.40   | 0.50%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                    | Nutrien Ltd                                                           | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $529938.90    | 0.26%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                       | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    610000 | PA      | $607730.80    | 0.30%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                          | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $759216.60    | 0.38%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                     | CUSIP: 88731EAF7<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953904.50    | 0.48%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                          | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $518837.65    | 0.26%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| Commerzbank AG                                 | Commerzbank AG                                                        | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1965000 | PA      | $1988933.70   | 0.99%             | 2023-09-19      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                | OGE Energy Corp                                                       | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527520.70    | 0.26%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                   | CUSIP: 316773CZ1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530580.90    | 0.26%             | 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        |   1210000 | PA      | $1199352.00   | 0.60%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                        | CUSIP: 17401QAQ4<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499215.00    | 0.25%             | 2023-03-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                       | International Flavors & Fragrances Inc                                | CUSIP: 459506AC5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333070.40    | 0.17%             | 2023-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| RELX Capital Inc                               | RELX Capital Inc                                                      | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663862.85    | 0.33%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BGC Partners Inc                               | BGC Partners Inc                                                      | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478564.80    | 0.24%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                            | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    875000 | PA      | $853536.25    | 0.43%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                            | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1315302.40   | 0.66%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                         | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    585000 | PA      | $580320.00    | 0.29%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                                         | CUSIP: 25466AAK7<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    725000 | PA      | $724753.50    | 0.36%             | 2023-02-06      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                      | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428697.10    | 0.21%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                          | Arrow Electronics Inc                                                 | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179865.00    | 0.09%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                  | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608922.00    | 0.30%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Ball Corp                                      | Ball Corp                                                             | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2360196.70   | 1.18%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                                         | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    955000 | PA      | $950034.00    | 0.47%             | 2023-08-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                   | AutoZone Inc                                                          | CUSIP: 053332AP7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475492.80    | 0.24%             | 2023-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                       | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421659.50    | 0.21%             | 2023-07-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                         | CUSIP: 527288BE3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424638.75    | 0.21%             | 2023-10-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS ENERGY & POWER FUND                         | FS Energy and Power Fund                                              | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1810452.50   | 0.90%             | 2023-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                             | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    715000 | PA      | $710981.70    | 0.35%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                                      | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469417.20    | 0.23%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                      | Mylan Inc                                                             | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    690000 | PA      | $684369.60    | 0.34%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                | DR Horton Inc                                                         | CUSIP: 23331ABG3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244960.80    | 0.12%             | 2023-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                            | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1257593.40   | 0.63%             | 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        |    320000 | PA      | $317465.60    | 0.16%             | 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        |   1125000 | PA      | $1107990.00   | 0.55%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                            | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    720000 | PA      | $717429.60    | 0.36%             | 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        |    540000 | PA      | $539632.80    | 0.27%             | 2023-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                           | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1015572.80   | 0.51%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                        | CUSIP: 855244AN9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769129.90    | 0.38%             | 2023-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                          | CUSIP: 931427AU2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    810000 | PA      | $785149.20    | 0.39%             | 2023-11-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                         | CUSIP: 097023BW4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189697.90    | 0.09%             | 2023-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                           | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    485000 | PA      | $481634.10    | 0.24%             | 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        |    410000 | PA      | $409073.40    | 0.20%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                      | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427024.40    | 0.21%             | 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        |    480000 | PA      | $465403.20    | 0.23%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                   | CUSIP: 98310WAL2<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1541631.90   | 0.77%             | 2023-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                            | CUSIP: 00287YAX7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    955000 | PA      | $949193.60    | 0.47%             | 2023-05-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TMX FIN LLC/TITLEMAX FIN                       | TMX Finance LLC / TitleMax Finance Corp                               | CUSIP: 87261NAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $529563.20    | 0.26%             | 2023-04-01      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                              | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1000533.25   | 0.50%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                      | Amgen Inc                                                             | CUSIP: 031162CH1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    715000 | PA      | $704696.85    | 0.35%             | 2023-08-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                        | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $770729.75    | 0.38%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                            | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    595000 | PA      | $584099.60    | 0.29%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| FORTUNE BRANDS INNOVATIO                       | Fortune Brands Innovations Inc                                        | CUSIP: 34964CAC0<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    573000 | PA      | $568398.81    | 0.28%             | 2023-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                  | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552835.50    | 0.28%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                           | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    830000 | PA      | $829352.60    | 0.41%             | 2023-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                | Yum! Brands Inc                                                       | CUSIP: 988498AJ0<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1752954.90   | 0.88%             | 2023-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CBE8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    945000 | PA      | $940530.15    | 0.47%             | 2023-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                    | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $872249.10    | 0.44%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1814963.70   | 0.91%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EASTERN ENERGY GAS                             | Eastern Energy Gas Holdings LLC                                       | CUSIP: 257375AE5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425463.50    | 0.21%             | 2023-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| STELLANTIS NV                                  | Stellantis NV                                                         | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1575000 | PA      | $1574070.75   | 0.79%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc                                                           | CUSIP: 896239AB6<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323947.00    | 0.16%             | 2023-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                                | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    674000 | PA      | $670697.40    | 0.33%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| InterGen NV                                    | InterGen NV                                                           | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   1780000 | PA      | $1746589.40   | 0.87%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                    | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468158.40    | 0.23%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                           | Boston Properties LP                                                  | CUSIP: 10112RAV6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464186.10    | 0.23%             | 2023-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                       | Jaguar Land Rover Automotive PLC                                      | CUSIP: 47010BAA2<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1825000 | PA      | $1825000.00   | 0.91%             | 2023-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                         | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650000.00    | 0.32%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                    | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749205.00    | 0.37%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                             | CUSIP: 109641AG5<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1352819.20   | 0.68%             | 2023-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    722000 | PA      | $722512.62    | 0.36%             | 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        |  19892067 | NS      | $19904002.61  | 9.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                   | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    710000 | PA      | $699641.10    | 0.35%             | 2023-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                            | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    960000 | PA      | $952176.00    | 0.48%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                               | CUSIP: 67103HAD9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323550.50    | 0.16%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                            | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1128337.55   | 0.56%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                              | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    955000 | PA      | $952478.80    | 0.48%             | 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        |    340000 | PA      | $336331.40    | 0.17%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                 | CUSIP: 666807BG6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625438.80    | 0.31%             | 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        |    520000 | PA      | $519656.80    | 0.26%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                      | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277376.25    | 0.14%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $467899.10    | 0.23%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                                   | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743947.50    | 0.37%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                             | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $993720.00    | 0.50%             | 2023-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines Inc                                                   | CUSIP: 247361ZP6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1827085.82   | 0.91%             | 2023-04-19      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Equifax Inc                                    | Equifax Inc                                                           | CUSIP: 294429AN5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427948.90    | 0.21%             | 2023-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                    | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630000.00    | 0.31%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                        | CUSIP: 855244AD1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    715000 | PA      | $709616.05    | 0.35%             | 2023-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                            | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    805000 | PA      | $797730.85    | 0.40%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                        | Kinder Morgan Energy Partners LP                                      | CUSIP: 494550BQ8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569733.00    | 0.28%             | 2023-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PBF LOGISTICS LP/FINANCE                       | PBF Logistics LP / PBF Logistics Finance Corp                         | CUSIP: 69318UAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1735000.00   | 0.87%             | 2023-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                       | CUSIP: 126650CC2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436493.20    | 0.22%             | 2023-12-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                          | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    920000 | PA      | $918160.00    | 0.46%             | 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        |    560000 | PA      | $554696.80    | 0.28%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corp                              | Ares Capital Corp                                                     | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    535000 | PA      | $534705.75    | 0.27%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                           | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1823836.00   | 0.91%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                           | Waste Management Inc                                                  | CUSIP: 94106LBD0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531057.05    | 0.27%             | 2023-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN                         | Energy Transfer LP / Regency Energy Finance Corp                      | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $959325.80    | 0.48%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                  | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $641175.15    | 0.32%             | 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        |    710000 | PA      | $687102.50    | 0.34%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                      | CUSIP: 78355HKK4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321311.25    | 0.16%             | 2023-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                          | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    720000 | PA      | $710769.60    | 0.35%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                    | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1268319.00   | 0.63%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                                | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    615000 | PA      | $608954.55    | 0.30%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                          | Fomento Economico Mexicano SAB de CV                                  | CUSIP: 344419AA4<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    320000 | PA      | $317878.40    | 0.16%             | 2023-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                     | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420720.25    | 0.21%             | 2023-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                | Xcel Energy Inc                                                       | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    540000 | PA      | $523449.00    | 0.26%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                  | DISH DBS Corp                                                         | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2069538.09   | 1.03%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| INGERSOLL-RAND GL HLD CO                       | Trane Technologies Global Holding Co Ltd                              | CUSIP: 45687AAJ1<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747772.50    | 0.37%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                              | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    770000 | PA      | $744035.60    | 0.37%             | 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        |    765000 | PA      | $750212.55    | 0.37%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                 | Aon Global Ltd                                                        | CUSIP: 00185AAD6<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $377028.40    | 0.19%             | 2023-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Newmark Group Inc                              | Newmark Group Inc                                                     | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1990200.70   | 0.99%             | 2023-11-15      | Fixed         | 6.13%                 | 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        |   1885000 | PA      | $1828751.60   | 0.91%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                       | Piedmont Operating Partnership LP                                     | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    380000 | PA      | $377062.60    | 0.19%             | 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        |    370000 | PA      | $369067.60    | 0.18%             | 2023-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                              | Crane Holdings Co                                                     | CUSIP: 224399AR6<br>LEI: 549300X1RO9ID7AUCA83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318416.00    | 0.16%             | 2023-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                         | CUSIP: 097023BQ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335420.20    | 0.17%             | 2023-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| W & T OFFSHORE INC                             | W&T Offshore Inc                                                      | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1910802.20   | 0.95%             | 2023-11-01      | Fixed         | 9.75%                 | 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        |   1265000 | PA      | $1256764.85   | 0.63%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NGL ENRGY PART LP/FIN CO                       | NGL Energy Partners LP / NGL Energy Finance Corp                      | CUSIP: 62913TAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1820618.91   | 0.91%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ILLUMINA INC                                   | Illumina Inc                                                          | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367535.80    | 0.18%             | 2023-03-23      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                 | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1880039.70   | 0.94%             | 2023-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                             | CUSIP: 89352HAK5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $539926.05    | 0.27%             | 2023-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                     | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424372.95    | 0.21%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                       | Lennox International Inc                                              | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373148.60    | 0.19%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                    | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1376361.25   | 0.69%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                          | Lincoln National Corp                                                 | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477254.40    | 0.24%             | 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        |    470000 | PA      | $466174.20    | 0.23%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                           | National Fuel Gas Co                                                  | CUSIP: 636180BL4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329316.90    | 0.16%             | 2023-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                          | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    540000 | PA      | $537435.00    | 0.27%             | 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        |    470000 | PA      | $463133.30    | 0.23%             | 2023-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                       | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    735000 | PA      | $732280.50    | 0.37%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                          | Norfolk Southern Corp                                                 | CUSIP: 655844BL1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569549.70    | 0.28%             | 2023-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co/The                                                         | CUSIP: 501044CS8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571222.25    | 0.29%             | 2023-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                   | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    595000 | PA      | $591424.05    | 0.30%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                 | CUSIP: 361841AF6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440435.60    | 0.22%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                         | CUSIP: 571903BA0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372018.75    | 0.19%             | 2023-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc                                  | Citigroup Inc                                                         | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1056046.20   | 0.53%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                   | Navient Corp                                                          | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    504000 | PA      | $506147.04    | 0.25%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                                       | CUSIP: 902494BG7<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    430000 | PA      | $426762.10    | 0.21%             | 2023-09-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                    | CUSIP: 72650RBD3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    672000 | PA      | $664849.92    | 0.33%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $497375.00    | 0.25%             | 2023-07-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EnerSys                                        | EnerSys                                                               | CUSIP: 29275YAB8<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1650035.00   | 0.82%             | 2023-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                           | CUSIP: 68389XAS4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    845000 | PA      | $839879.30    | 0.42%             | 2023-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | CH        |   1755000 | PA      | $1734747.30   | 0.87%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                            | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471879.25    | 0.24%             | 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        |    405000 | PA      | $401128.20    | 0.20%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                 | Morgan Stanley                                                        | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1880042.45   | 0.94%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                     | Sprint LLC                                                            | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2409230.16   | 1.20%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                      | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    725000 | PA      | $717496.25    | 0.36%             | 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        |     50000 | PA      | $49882.50     | 0.02%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                            | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    725000 | PA      | $721309.75    | 0.36%             | 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        |    390000 | PA      | $387827.70    | 0.19%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                           | CUSIP: 13645RAK0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $339544.40    | 0.17%             | 2023-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                             | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2111118.30   | 1.05%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                                    | CUSIP: 92857WBC3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $589215.30    | 0.29%             | 2023-02-19      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DKT Finance ApS                                | DKT Finance ApS                                                       | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |   1680000 | PA      | $1680823.20   | 0.84%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                        | CUSIP: 548661CZ8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535561.20    | 0.27%             | 2023-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VANTAGE DRILL INTL                             | Vantage Drilling International                                        | CUSIP: 92210KAC2<br>LEI: 549300T9QN1134QR7185 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $595482.00    | 0.30%             | 2023-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                             | CUSIP: 879360AA3<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327346.80    | 0.16%             | 2023-04-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                    | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758964.15    | 0.38%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                          | Jackson Financial Inc                                                 | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    640000 | PA      | $619699.20    | 0.31%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                              | CUSIP: 345397ZB2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414207.35    | 0.21%             | 2023-02-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                      | CUSIP: 373334KM2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    665000 | PA      | $655244.45    | 0.33%             | 2023-07-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                       | Aspen Insurance Holdings Ltd                                          | CUSIP: 04530DAD4<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    340000 | PA      | $337977.00    | 0.17%             | 2023-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ELANCO ANIMAL HEALTH INC                       | Elanco Animal Health Inc                                              | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    975000 | PA      | $972757.50    | 0.49%             | 2023-08-28      | Fixed         | 5.77%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank UA                       | Cooperatieve Rabobank UA                                              | CUSIP: 21684AAA4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $582929.10    | 0.29%             | 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        |    535000 | PA      | $526686.10    | 0.26%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                               | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    945000 | PA      | $941361.75    | 0.47%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                               | Ryder System Inc                                                      | CUSIP: 78355HKH1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482206.40    | 0.24%             | 2023-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                       | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458909.80    | 0.23%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                               | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1198878.60   | 0.60%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| WYNN LAS VEGAS LLC/CORP                        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                      | CUSIP: 983130AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1870181.25   | 0.93%             | 2023-05-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                     | CUSIP: 29379VAZ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1242572.25   | 0.62%             | 2023-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| PERKINELMER INC                                | PerkinElmer Inc                                                       | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485630.00    | 0.24%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                 | Capital One NA                                                        | CUSIP: 140420NB2<br>LEI: LKE37K2B8CFZUR7F9816 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999350.00    | 0.50%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                            | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1008798.35   | 0.50%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                   | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587451.20    | 0.29%             | 2023-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                        | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    805000 | PA      | $794108.35    | 0.40%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                     | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    670000 | PA      | $652613.50    | 0.33%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                            | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566978.75    | 0.28%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Buckeye Partners LP                            | Buckeye Partners LP                                                   | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1971970.60   | 0.98%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                          | CUSIP: 8426EPAA6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373099.20    | 0.19%             | 2023-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                        | Consolidated Edison Inc                                               | CUSIP: 209115AE4<br>LEI: 54930033SBW53OO8T749 | Long             | DBT              | CORP              | US        |    615000 | PA      | $593671.80    | 0.30%             | 2023-12-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                   | Stryker Corp                                                          | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    640000 | PA      | $617113.60    | 0.31%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                       | FNB Corp/PA                                                           | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179321.40    | 0.09%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                         | Toll Brothers Finance Corp                                            | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $428804.60    | 0.21%             | 2023-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                  | Aircastle Ltd                                                         | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $539098.20    | 0.27%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                          | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608426.20    | 0.30%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                         | CUSIP: 58155QAG8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324343.50    | 0.16%             | 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        |    957000 | PA      | $942022.95    | 0.47%             | 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        |   1427000 | PA      | $1387614.80   | 0.69%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                      | Aetna Inc                                                             | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1229956.00   | 0.61%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                              | Xerox Corp                                                            | CUSIP: 984121CQ4<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    942000 | PA      | $938542.86    | 0.47%             | 2023-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                                 | CUSIP: 760759AM2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324645.75    | 0.16%             | 2023-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                              | Eversource Energy                                                     | CUSIP: 664397AK2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477571.20    | 0.24%             | 2023-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                            | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1060000.00   | 0.53%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                                                  | CUSIP: 959802AX7<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323657.75    | 0.16%             | 2023-06-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                                              | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |   1880000 | PA      | $1868231.20   | 0.93%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                              | CUSIP: 345397XZ1<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362273.45    | 0.18%             | 2023-05-04      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                  | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1638819.20   | 0.82%             | 2023-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CNH Industrial NV                              | CNH Industrial NV                                                     | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $636934.40    | 0.32%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                      | Mosaic Co/The                                                         | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1032980.00   | 0.52%             | 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        |    495000 | PA      | $493915.95    | 0.25%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                 | Air Lease Corp                                                        | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477316.80    | 0.24%             | 2023-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                                       | CUSIP: 58013MFE9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    950000 | PA      | $947606.00    | 0.47%             | 2023-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                             | First Horizon Corp                                                    | CUSIP: 320517AC9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477091.20    | 0.24%             | 2023-05-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Seagate HDD Cayman                             | Seagate HDD Cayman                                                    | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1845000 | PA      | $1841236.20   | 0.92%             | 2023-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Edison International                           | Edison International                                                  | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303819.65    | 0.15%             | 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        |  13930000 | NS      | $13930000.00  | 6.95%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                          | CUSIP: 50247VAA7<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    455000 | PA      | $452301.85    | 0.23%             | 2023-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                             | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478263.25    | 0.24%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2067557.40   | 1.03%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer