# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-012189
**Filing Date:** 2023-1
**Character Count:** 220631
**Document Hash:** fac671d9aeb62a2e5d58f286855be9e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012189.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012189

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230228

**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:** 23551343

**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 Investment Grade Bond Factor ETF (Series ID: S000057342)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000182993 | iShares Investment Grade Bond Factor ETF | IGEB            |

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br> (000)* | *Value* |
| **Corporate Bonds & Notes** |  |  |
| **Advertising — 0.1%** |  |  |
| Interpublic Group of Companies Inc. (The), 3.38%, 03/01/41 (Call 09/01/40) | $225 | $159432 |
| **Aerospace & Defense — 2.2%** |  |  |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;5.15%, 05/01/30 (Call 02/01/30) | 835 | 814652 |
| &nbsp;&nbsp;&nbsp;5.71%, 05/01/40 (Call 11/01/39) | 170 | 161988 |
| &nbsp;&nbsp;&nbsp;5.93%, 05/01/60 (Call 11/01/59) | 975 | 904939 |
| L3Harris Technologies Inc., 4.40%, 06/15/28 (Call 03/15/28) | 1185 | 1145380 |
| Northrop Grumman Corp., 4.75%, 06/01/43 | 245 | 230300 |
| Raytheon Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 06/01/42 | 680 | 628382 |
| &nbsp;&nbsp;&nbsp;4.88%, 10/15/40 | 225 | 212399 |
|  |  | 4098040 |
| **Agriculture — 2.3%** |  |  |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 05/06/30 (Call 02/06/30) | 130 | 111685 |
| &nbsp;&nbsp;&nbsp;4.80%, 02/14/29 (Call 11/14/28) | 101 | 96947 |
| &nbsp;&nbsp;&nbsp;5.38%, 01/31/44 | 778 | 677827 |
| &nbsp;&nbsp;&nbsp;5.80%, 02/14/39 (Call 08/14/38) | 753 | 698091 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.56%, 08/15/27 (Call 05/15/27) | 641 | 584680 |
| &nbsp;&nbsp;&nbsp;4.91%, 04/02/30 (Call 01/02/30) | 314 | 289903 |
| BAT International Finance PLC, 4.45%, 03/16/28 (Call 02/16/28) | 190 | 176949 |
| Philip Morris International Inc., 6.38%, 05/16/38 | 765 | 794180 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 08/15/35 (Call 02/15/35) | 321 | 296343 |
| &nbsp;&nbsp;&nbsp;5.85%, 08/15/45 (Call 02/15/45) | 658 | 575414 |
|  |  | 4302019 |
| **Banks — 16.4%** |  |  |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.84%, 02/04/25 (Call 02/04/24), (1 day SOFR + 0.670%)<sup>(a)</sup> | 900 | 859496 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.09%, 10/01/25 (Call 10/01/24), (3 mo. LIBOR US + 1.090%)<sup>(a)</sup> | 195 | 186059 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.37%, 01/23/26 (Call 01/23/25), (3 mo. LIBOR US + 0.810%)<sup>(a)</sup> | 1035 | 989820 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.97%, 03/05/29 (Call 03/05/28), (3 mo. LIBOR US + 1.070%)<sup>(a)</sup> | 530 | 492314 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.30%, (Call 01/28/25)<sup>(a)(b)(c)</sup> | 950 | 817763 |
| &nbsp;&nbsp;&nbsp;4.45%, 03/03/26 | 355 | 349162 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.13%, (Call 06/20/24)<sup>(a)(b)</sup> | 860 | 812615 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.50%, (Call 10/23/24)<sup>(a)(b)</sup> | 480 | 473486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series FF, 5.88%, (Call 03/15/28)<sup>(a)(b)</sup> | 1200 | 1071000 |
| Bank of New York Mellon Corp., Series F, 4.63%, (Call 09/20/26)<sup>(a)(b)(c)</sup> | 1080 | 933301 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.78%, 10/30/24 (Call 10/30/23), (1 day SOFR + 0.686%)<sup>(a)</sup> | 680 | 647713 |
| &nbsp;&nbsp;&nbsp;3.30%, 04/27/25 | 120 | 116304 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.35%, 04/24/25 (Call 04/24/24), (3 mo. LIBOR US + 0.897%)<sup>(a)</sup> | 360 | 348129 |
| &nbsp;&nbsp;&nbsp;4.60%, 03/09/26 | 169 | 166617 |
| Discover Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 07/27/26 (Call 04/27/26) | 385 | 354785 |
| &nbsp;&nbsp;&nbsp;4.65%, 09/13/28 (Call 06/13/28) | 850 | 793147 |
| Fifth Third Bancorp., 4.77%, 07/28/30 (Call 07/28/29)<sup>(a)</sup> | 960 | 910453 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;1.22%, 12/06/23 (Call 12/06/22) | 770 | 742237 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/03/24 | 460 | 454701 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Banks (continued)** |  |  |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.80%, 03/11/25 (Call 03/11/24), (3 mo. LIBOR US + 1.211%)<sup>(a)</sup> | $890 | $861956 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 05/25/26<sup>(c)</sup> | 860 | 818080 |
| &nbsp;&nbsp;&nbsp;4.25%, 08/18/25 | 240 | 230376 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/08/26 | 890 | 866214 |
| &nbsp;&nbsp;&nbsp;4.95%, 03/31/30 | 260 | 249179 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.40%, 08/11/33 (Call 08/11/32)<sup>(a)</sup> | 200 | 187255 |
| Huntington Bancshares Inc., 2.49%, 08/15/36 <br> (Call 08/15/31)<sup>(a)</sup> | 425 | 307732 |
| Huntington National Bank (The), 5.65%, 01/10/30 | 690 | 695147 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.95%, 02/04/32 (Call 02/04/31), (1 day SOFR <br> + 1.065%)<sup>(a)</sup> | 1150 | 894509 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.01%, 03/13/26 (Call 03/13/25), (3 mo. SOFR <br> + 1.585%)<sup>(a)</sup> | 1005 | 933896 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.30%, 10/15/25 (Call 10/15/24), (1 day SOFR <br> + 1.160%)<sup>(a)</sup> | 100 | 94373 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.74%, 10/15/30 (Call 10/15/29), (1 day SOFR <br> + 1.510%)<sup>(a)</sup> | 1245 | 1057406 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.00%, (Call 08/01/24)<sup>(a)(b)(c)</sup> | 1130 | 1045770 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.10%, (Call 10/01/24)<sup>(a)(b)(c)</sup> | 400 | 388000 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.75%, (Call 02/01/24)<sup>(a)(b)</sup> | 240 | 237969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series HH, 4.60%, (Call 02/01/25)<sup>(a)(b)(c)</sup> | 941 | 835137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series II, 4.00%, (Call 04/01/25)<sup>(a)(b)(c)</sup> | 520 | 432032 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;0.79%, 01/22/25 (Call 01/22/24), (1 day SOFR <br> + 0.509%)<sup>(a)</sup> | 925 | 869979 |
| &nbsp;&nbsp;&nbsp;&nbsp;2.72%, 07/22/25 (Call 07/22/24), (1 day SOFR <br> + 1.152%)<sup>(a)</sup> | 1055 | 1006458 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.77%, 01/24/29 (Call 01/24/28), (3 mo. LIBOR US + 1.140%)<sup>(a)</sup> | 990 | 911634 |
| State Street Corp., 2.35%, 11/01/25 (Call 11/01/24), (1 day SOFR + 0.940%)<sup>(a)</sup> | 970 | 919655 |
| Truist Bank, 2.64%, 09/17/29 (Call 09/17/24)<sup>(a)</sup> | 810 | 755393 |
| Truist Financial Corp., Series N, 4.80%, (Call 09/01/24)<sup>(a)(b)(c)</sup> | 1020 | 925895 |
| U.S. Bancorp., 5.30%, (Call 04/15/27)<sup>(a)(b)(c)</sup> | 1060 | 905876 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.88%, 10/30/30 (Call 10/30/29), (3 mo. SOFR <br> + 1.432%)<sup>(a)</sup> | 985 | 847071 |
| &nbsp;&nbsp;&nbsp;3.00%, 02/19/25 | 240 | 231019 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 06/17/27 (Call 06/17/26), (3 mo. LIBOR US + 1.170%)<sup>(a)</sup> | 875 | 814503 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.90%, (Call 06/15/24)<sup>(a)(b)</sup> | 985 | 903737 |
|  |  | 30745353 |
| **Beverages — 1.1%** |  |  |
| Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc., 4.70%, 02/01/36 (Call 08/01/35) | 750 | 719621 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.60%, 06/01/60 (Call 12/01/59) | 200 | 180091 |
| &nbsp;&nbsp;&nbsp;5.45%, 01/23/39 (Call 07/23/38) | 120 | 122685 |
| &nbsp;&nbsp;&nbsp;8.20%, 01/15/39 | 362 | 456145 |
| Keurig Dr Pepper Inc., 4.60%, 05/25/28 (Call 02/25/28) | 460 | 456888 |
| PepsiCo Inc., 2.63%, 10/21/41 (Call 04/21/41) | 255 | 193075 |
|  |  | 2128505 |
| **Biotechnology — 2.9%** |  |  |
| Amgen Inc., 4.40%, 05/01/45 (Call 11/01/44) | 399 | 344840 |
| Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25) | 550 | 540683 |
| Biogen Inc., 2.25%, 05/01/30 (Call 02/01/30) | 1140 | 940451 |
| Bio-Rad Laboratories Inc., 3.70%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | 405 | 351247 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.80%, 04/01/44 (Call 10/01/43) | 895 | 841014 |
| &nbsp;&nbsp;&nbsp;5.65%, 12/01/41 (Call 06/01/41) | 355 | 367202 |
| Illumina Inc., 2.55%, 03/23/31 (Call 12/23/30) | 275 | 217601 |
| Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 (Call 06/15/30)<sup>(c)</sup> | 1135 | 891749 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Biotechnology (continued)** |  |  |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;1.20%, 09/02/25 (Call 08/02/25) | $690 | $618475 |
| &nbsp;&nbsp;&nbsp;2.15%, 09/02/31 (Call 06/02/31) | 50 | 38546 |
| &nbsp;&nbsp;&nbsp;3.35%, 09/02/51 (Call 03/02/51) | 305 | 196466 |
| &nbsp;&nbsp;&nbsp;3.55%, 09/02/50 (Call 03/02/50) | 180 | 120443 |
|  |  | 5468717 |
| **Building Materials — 0.3%** |  |  |
| Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31) | 810 | 629652 |
| Martin Marietta Materials Inc., 4.25%, 12/15/47 (Call 06/15/47) | 20 | 16384 |
|  |  | 646036 |
| **Chemicals — 1.2%** |  |  |
| Dow Chemical Co. (The), 5.55%, 11/30/48 (Call 05/30/48) | 430 | 406501 |
| DuPont de Nemours Inc., 5.32%, 11/15/38 (Call 05/15/38) | 395 | 383653 |
| Huntsman International LLC, 4.50%, 05/01/29 (Call 02/01/29)<sup>(c)</sup> | 755 | 684413 |
| LYB International Finance BV, 4.88%, 03/15/44 (Call 09/15/43) | 430 | 361476 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 (Call 08/26/54) | 560 | 442541 |
|  |  | 2278584 |
| **Commercial Services — 1.1%** |  |  |
| Equifax Inc., 2.35%, 09/15/31 (Call 06/15/31) | 695 | 538076 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 01/15/32 (Call 10/15/31) | 130 | 100083 |
| &nbsp;&nbsp;&nbsp;2.90%, 10/01/30 (Call 07/01/30) | 1070 | 889407 |
| Verisk Analytics Inc., 4.00%, 06/15/25 (Call 03/15/25) | 545 | 530753 |
|  |  | 2058319 |
| **Computers — 1.4%** |  |  |
| Apple Inc., 2.40%, 08/20/50 (Call 02/20/50) | 775 | 514038 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 06/17/30 (Call 03/17/30)<sup>(c)</sup> | 705 | 607899 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 125 | 109905 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.00%, 09/15/41<sup>(c)</sup> | 432 | 421280 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 02/15/31 (Call 11/15/30) | 235 | 181961 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/30 (Call 02/15/30) | 680 | 620277 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30) | 280 | 228796 |
|  |  | 2684156 |
| **Diversified Financial Services — 1.7%** |  |  |
| American Express Co., 3.55%, (Call 09/15/26)<sup>(a)(b)</sup> | 1160 | 922200 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 02/05/25 (Call 01/05/25) | 670 | 643445 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/09/27 (Call 02/09/27) | 835 | 787316 |
| &nbsp;&nbsp;&nbsp;3.80%, 01/31/28 (Call 12/31/27) | 110 | 102776 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 07/26/30 (Call 07/26/29)<sup>(a)</sup> | 130 | 123911 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.75%, 04/01/51 (Call 10/01/50) | 160 | 117684 |
| &nbsp;&nbsp;&nbsp;4.95%, 07/15/46 | 430 | 390243 |
| Visa Inc., 2.00%, 08/15/50 (Call 02/15/50) | 180 | 112481 |
|  |  | 3200056 |
| **Electric — 10.1%** |  |  |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 12/01/47 (Call 06/01/47) | 130 | 103770 |
| &nbsp;&nbsp;&nbsp;3.85%, 09/01/32 (Call 06/01/32) | 240 | 222845 |
| Avangrid Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 04/15/25 (Call 03/15/25) | 455 | 434709 |
| &nbsp;&nbsp;&nbsp;3.80%, 06/01/29 (Call 03/01/29) | 670 | 613047 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 03/01/50 (Call 09/01/49) | 210 | 145921 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/01/48 (Call 09/01/47) | 120 | 100060 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Connecticut Light & Power Co. (The), 4.00%, 04/01/48 (Call 10/01/47) | $735 | $621194 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 06/15/61 (Call 12/15/60) | 760 | 558268 |
| &nbsp;&nbsp;&nbsp;Series C, 3.00%, 12/01/60 (Call 06/01/60) | 345 | 218497 |
| Consumers Energy Co., 3.10%, 08/15/50 (Call 02/15/50) | 145 | 102091 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.35%, (Call 01/15/27)<sup>(a)(b)</sup> | 820 | 686750 |
| Series B, 4.65%, (Call 12/15/24)<sup>(a)(b)</sup> | 720 | 617448 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/50 (Call 09/01/49) | 75 | 51743 |
| &nbsp;&nbsp;&nbsp;Series A, 3.00%, 03/01/32 (Call 12/01/31) | 190 | 165083 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 03/15/32 (Call 12/15/31) | 260 | 222842 |
| &nbsp;&nbsp;&nbsp;3.20%, 08/15/49 (Call 02/15/49) | 745 | 533677 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/48 (Call 09/15/47) | 30 | 24368 |
| Duke Energy Corp., 3.75%, 09/01/46 (Call 03/01/46) | 85 | 63429 |
| Duke Energy Florida LLC, 2.40%, 12/15/31 (Call 09/15/31) | 440 | 361757 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 04/01/50 (Call 10/01/49) | 255 | 163482 |
| &nbsp;&nbsp;&nbsp;Series YYY, 3.25%, 10/01/49 (Call 04/01/49) | 180 | 125065 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | 310 | 246894 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 04/01/32 (Call 01/01/32)<sup>(c)</sup> | 355 | 316533 |
| &nbsp;&nbsp;&nbsp;3.45%, 03/15/29 (Call 12/15/28) | 245 | 227066 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 06/15/26 (Call 03/15/26) | 199 | 186660 |
| &nbsp;&nbsp;&nbsp;4.75%, 06/15/46 (Call 12/15/45) | 820 | 649414 |
| Enel Finance International NV, 4.63%, 06/15/27 (Call 05/15/27)<sup>(d)</sup> | 810 | 770957 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp;2.35%, 06/15/32 (Call 03/15/32) | 270 | 216791 |
| &nbsp;&nbsp;&nbsp;4.00%, 03/15/33 (Call 12/15/32) | 730 | 663885 |
| &nbsp;&nbsp;&nbsp;4.20%, 09/01/48 (Call 03/01/48) | 245 | 204509 |
| Evergy Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 09/15/24 (Call 08/15/24) | 450 | 426809 |
| &nbsp;&nbsp;&nbsp;2.90%, 09/15/29 (Call 06/15/29) | 700 | 604272 |
| Evergy Kansas Central Inc., 3.45%, 04/15/50 (Call 10/15/49) | 235 | 170640 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 06/15/25 (Call 03/15/25) | 510 | 499552 |
| &nbsp;&nbsp;&nbsp;4.05%, 04/15/30 (Call 01/15/30) | 905 | 853819 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 02/03/32 (Call 11/03/31) | 870 | 729966 |
| &nbsp;&nbsp;&nbsp;3.15%, 10/01/49 (Call 04/01/49) | 120 | 88042 |
| &nbsp;&nbsp;&nbsp;3.95%, 03/01/48 (Call 09/01/47) | 755 | 633625 |
| Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26) | 905 | 842754 |
| Georgia Power Co., 4.30%, 03/15/42 | 230 | 199787 |
| Kentucky Utilities Co., 3.30%, 06/01/50 (Call 12/01/49) | 258 | 184026 |
| Oncor Electric Delivery Co. LLC, 3.10%, 09/15/49 (Call 03/15/49) | 395 | 282387 |
| Public Service Co. of Colorado, 1.88%, 06/15/31 (Call 12/15/30) | 570 | 456541 |
| Public Service Electric & Gas Co., 3.10%, 03/15/32 (Call 12/15/31)<sup>(c)</sup> | 245 | 216569 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;Series WWW, 2.95%, 08/15/51 (Call 02/15/51) | 565 | 393024 |
| &nbsp;&nbsp;&nbsp;Series XXX, 3.00%, 03/15/32 (Call 12/15/31) | 75 | 64673 |
| Sempra Energy |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 06/15/27 (Call 03/15/27) | 100 | 92854 |
| &nbsp;&nbsp;&nbsp;3.40%, 02/01/28 (Call 11/01/27) | 805 | 744603 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, (Call 10/15/25)<sup>(a)(b)(c)</sup> | 220 | 204050 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Electric (continued)** |  |  |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/01/26 (Call 04/01/26) | $591 | $561286 |
| &nbsp;&nbsp;&nbsp;4.40%, 07/01/46 (Call 01/01/46) | 765 | 642878 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 03/15/32 (Call 12/15/31) | 300 | 238766 |
| &nbsp;&nbsp;&nbsp;2.63%, 03/15/51 (Call 09/15/50) | 280 | 176726 |
|  |  | 18926404 |
| **Electronics — 0.6%** |  |  |
| Jabil Inc., 4.25%, 05/15/27 (Call 04/15/27) | 190 | 180775 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.25%, 08/09/24 (Call 12/12/22) | 200 | 185024 |
| &nbsp;&nbsp;&nbsp;1.75%, 08/09/26 (Call 07/09/26) | 470 | 401349 |
| &nbsp;&nbsp;&nbsp;2.38%, 08/09/28 (Call 06/09/28) | 300 | 245704 |
| Trimble Inc., 4.90%, 06/15/28 (Call 03/15/28) | 210 | 203474 |
|  |  | 1216326 |
| **Environmental Control — 0.1%** |  |  |
| Republic Services Inc., 3.95%, 05/15/28 (Call 02/15/28) | 265 | 253126 |
| **Food — 2.0%** |  |  |
| Campbell Soup Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.95%, 03/15/25 (Call 01/15/25) | 285 | 279245 |
| &nbsp;&nbsp;&nbsp;4.15%, 03/15/28 (Call 12/15/27) | 855 | 826631 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 11/01/28 (Call 08/01/28) | 290 | 283192 |
| &nbsp;&nbsp;&nbsp;5.30%, 11/01/38 (Call 05/01/38) | 760 | 723451 |
| Kellogg Co., 3.25%, 04/01/26 | 410 | 391823 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 04/01/30 (Call 01/01/30) | 600 | 627396 |
| &nbsp;&nbsp;&nbsp;6.60%, 04/01/50 (Call 10/01/49) | 477 | 532141 |
|  |  | 3663879 |
| **Gas — 0.9%** |  |  |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 03/01/31 (Call 12/01/30) | 280 | 222002 |
| &nbsp;&nbsp;&nbsp;5.50%, 01/15/26 (Call 12/15/25) | 330 | 330665 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/01/30 (Call 02/01/30) | 465 | 418040 |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/47 (Call 11/15/46) | 849 | 710924 |
|  |  | 1681631 |
| **Health Care - Products — 2.3%** |  |  |
| DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30) | 850 | 704481 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)<sup>(c)</sup> | 233 | 224971 |
| PerkinElmer Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25%, 09/15/31 (Call 06/15/31) | 255 | 199900 |
| &nbsp;&nbsp;&nbsp;3.30%, 09/15/29 (Call 06/15/29) | 858 | 749031 |
| Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30) | 1135 | 889110 |
| STERIS Irish FinCo UnLtd Co. |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 03/15/31 (Call 12/15/30) | 230 | 187940 |
| &nbsp;&nbsp;&nbsp;3.75%, 03/15/51 (Call 09/15/50) | 410 | 296018 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.60%, 11/24/31 (Call 08/24/31) | 600 | 489263 |
| &nbsp;&nbsp;&nbsp;3.55%, 04/01/25 (Call 01/01/25) | 680 | 657286 |
|  |  | 4398000 |
| **Health Care - Services — 2.6%** |  |  |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.45%, 07/15/28 (Call 05/15/28) | 1100 | 925076 |
| &nbsp;&nbsp;&nbsp;3.38%, 02/15/30 (Call 02/15/25) | 420 | 357762 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Health Care - Services (continued)** |  |  |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 03/01/28 (Call 12/01/27) | $66 | $63679 |
| &nbsp;&nbsp;&nbsp;4.65%, 01/15/43. | 255 | 235547 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 03/15/29 (Call 01/15/29)<sup>(d)</sup> | 270 | 237771 |
| &nbsp;&nbsp;&nbsp;4.13%, 06/15/29 (Call 03/15/29) | 810 | 740226 |
| &nbsp;&nbsp;&nbsp;4.50%, 02/15/27 (Call 08/15/26) | 815 | 783493 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13%, 08/15/29 (Call 05/15/29) | 220 | 193393 |
| &nbsp;&nbsp;&nbsp;4.95%, 10/01/44 (Call 04/01/44) | 226 | 209358 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings |  |  |
| 3.60%, 02/01/25 (Call 11/01/24) | 880 | 853729 |
| &nbsp;&nbsp;&nbsp;4.70%, 02/01/45 (Call 08/01/44) | 143 | 125896 |
| Quest Diagnostics Inc., 4.20%, 06/30/29 (Call 03/30/29) | 140 | 134212 |
|  |  | 4860142 |
| **Holding Companies - Diversified — 1.4%** |  |  |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.20%, 11/15/31 (Call 08/15/31) | 265 | 198553 |
| &nbsp;&nbsp;&nbsp;3.88%, 01/15/26 (Call 12/15/25) | 958 | 880933 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp;2.85%, 09/30/28 (Call 07/30/28) | 360 | 285867 |
| &nbsp;&nbsp;&nbsp;3.63%, 01/15/26 (Call 12/15/25) | 810 | 753996 |
| Goldman Sachs BDC Inc., 2.88%, 01/15/26 (Call 12/15/25) | 340 | 313464 |
| Golub Capital BDC Inc., 2.50%, 08/24/26 (Call 07/24/26) | 335 | 286935 |
|  |  | 2719748 |
| **Home Builders — 0.9%** |  |  |
| Lennar Corp., 4.75%, 11/29/27 (Call 05/29/27) | 870 | 832797 |
| NVR Inc., 3.00%, 05/15/30 (Call 11/15/29) | 960 | 813332 |
|  |  | 1646129 |
| **Household Products & Wares — 0.1%** |  |  |
| Avery Dennison Corp., 4.88%, 12/06/28 (Call 09/06/28) | 205 | 201321 |
| **Insurance — 3.9%** |  |  |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 04/01/26 (Call 01/01/26) | 462 | 448898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3 mo. LIBOR US + 2.868%)<sup>(a)</sup> | 370 | 347430 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38%, 03/15/31 (Call 12/15/30) | 355 | 273025 |
| &nbsp;&nbsp;&nbsp;4.20%, 03/17/32 (Call 12/17/31) | 310 | 271463 |
| CNA Financial Corp., 3.90%, 05/01/29 (Call 02/01/29) | 125 | 114905 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.85%, 04/05/29 (Call 02/05/29)<sup>(d)</sup> | 915 | 832940 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.90%, 04/05/32 (Call 01/05/32)<sup>(d)</sup> | 335 | 295405 |
| Everest Reinsurance Holdings Inc., 3.50%, 10/15/50 (Call 04/15/50) | 725 | 500581 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.38%, 03/03/31 (Call 12/03/30) | 345 | 279107 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.63%, 08/16/32 (Call 05/16/32)<sup>(d)</sup> | 690 | 648462 |
| Fidelity National Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2.45%, 03/15/31 (Call 12/15/30)<sup>(c)</sup> | 285 | 219256 |
| &nbsp;&nbsp;&nbsp;3.40%, 06/15/30 (Call 03/15/30) | 385 | 323640 |
| First American Financial Corp., 2.40%, 08/15/31 (Call 05/15/31) | 380 | 281660 |
| Globe Life Inc., 4.55%, 09/15/28 (Call 06/15/28) | 165 | 161779 |
| Markel Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 05/07/52 (Call 11/07/51) | 310 | 211075 |
| &nbsp;&nbsp;&nbsp;5.00%, 05/20/49 (Call 11/20/48) | 160 | 139973 |
| Old Republic International Corp., 3.85%, 06/11/51 (Call 12/11/50) | 345 | 242076 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Insurance (continued)** |  |  |
| Prudential Financial Inc., 5.38%, 05/15/45 (Call 05/15/25), (3 mo. LIBOR US + 3.031%)<sup>(a)</sup> | $970 | $909472 |
| Travelers Companies Inc. (The), 4.05%, 03/07/48 (Call 09/07/47) | 95 | 78130 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 09/15/28 (Call 06/15/28) | 153 | 144557 |
| &nbsp;&nbsp;&nbsp;4.65%, 06/15/27 (Call 05/15/27) | 690 | 670129 |
|  |  | 7393963 |
| **Internet — 0.7%** |  |  |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 08/15/50 (Call 02/15/50) | 1505 | 946358 |
| &nbsp;&nbsp;&nbsp;2.25%, 08/15/60 (Call 02/15/60) | 505 | 305609 |
| Booking Holdings Inc., 4.63%, 04/13/30 (Call 01/13/30) | 55 | 53582 |
|  |  | 1305549 |
| **Lodging — 0.6%** |  |  |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp;Series EE, 5.75%, 05/01/25 (Call 04/01/25) | 260 | 264209 |
| &nbsp;&nbsp;&nbsp;Series FF, 4.63%, 06/15/30 (Call 03/15/30) | 930 | 873339 |
|  |  | 1137548 |
| **Machinery — 0.5%** |  |  |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 03/15/24 (Call 02/15/24) | 135 | 132805 |
| &nbsp;&nbsp;&nbsp;4.95%, 09/15/28 (Call 06/15/28) | 890 | 854896 |
|  |  | 987701 |
| **Manufacturing — 0.7%** |  |  |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.88%, 01/14/38 | 205 | 215199 |
| &nbsp;&nbsp;&nbsp;6.75%, 03/15/32 | 702 | 796585 |
| Textron Inc., 3.00%, 06/01/30 (Call 03/01/30) | 335 | 285838 |
|  |  | 1297622 |
| **Media — 0.8%** |  |  |
| Comcast Corp., 2.99%, 11/01/63 (Call 05/01/63) | 675 | 427030 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.48%, 01/25/39 (Call 07/25/38) | 920 | 847210 |
| &nbsp;&nbsp;&nbsp;5.58%, 01/25/49 (Call 07/25/48) | 15 | 13452 |
| Walt Disney Co. (The), 6.65%, 11/15/37 | 165 | 189326 |
|  |  | 1477018 |
| **Mining — 0.8%** |  |  |
| Newmont Corp., 4.88%, 03/15/42 (Call 09/15/41) | 608 | 555360 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 11/08/42. | 75 | 70297 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.88%, 04/23/45<sup>(c)</sup> | 523 | 521039 |
| &nbsp;&nbsp;&nbsp;6.75%, 04/16/40 | 370 | 403300 |
|  |  | 1549996 |
| **Office & Business Equipment — 0.6%** |  |  |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.67%, 12/01/26 (Call 11/01/26) | 70 | 62042 |
| &nbsp;&nbsp;&nbsp;3.28%, 12/01/28 (Call 10/01/28) | 295 | 249605 |
| &nbsp;&nbsp;&nbsp;3.57%, 12/01/31 (Call 09/01/31) | 935 | 771440 |
|  |  | 1083087 |
| **Oil & Gas — 2.9%** |  |  |
| BP Capital Markets PLC, 4.38%, (Call 06/22/25)<sup>(a)(b)</sup> | 920 | 875150 |
| Canadian Natural Resources Ltd., 3.85%, 06/01/27 (Call 03/01/27) | 980 | 928976 |
| Continental Resources Inc./OK, 4.38%, 01/15/28 (Call 10/15/27) | 990 | 910104 |
| Coterra Energy Inc., 3.90%, 05/15/27 (Call 02/15/27)<sup>(d)</sup> | 405 | 382164 |
| Marathon Petroleum Corp., 4.70%, 05/01/25 (Call 04/01/25) | 710 | 703940 |
| Phillips 66, 4.90%, 10/01/46 (Call 04/01/46)<sup>(d)</sup> | 330 | 299078 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Oil & Gas (continued)** |  |  |
| Pioneer Natural Resources Co., 2.15%, 01/15/31 (Call 10/15/30) | $445 | $359304 |
| Valero Energy Corp., 6.63%, 06/15/37 | 845 | 910257 |
|  |  | 5368973 |
| **Packaging & Containers — 0.5%** |  |  |
| Amcor Finance USA Inc., 3.63%, 04/28/26 (Call 01/28/26) | 314 | 297493 |
| Amcor Flexibles North America Inc., 2.69%, 05/25/31 (Call 02/25/31) | 828 | 668587 |
|  |  | 966080 |
| **Pharmaceuticals — 5.5%** |  |  |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 05/14/25 (Call 02/14/25) | 355 | 345307 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/14/28 (Call 08/14/28) | 460 | 448492 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/14/35 (Call 11/14/34) | 492 | 466066 |
| &nbsp;&nbsp;&nbsp;4.70%, 05/14/45 (Call 11/14/44) | 350 | 322565 |
| &nbsp;&nbsp;&nbsp;4.85%, 06/15/44 (Call 12/15/43) | 80 | 74786 |
| AmerisourceBergen Corp., 2.70%, 03/15/31 (Call 12/15/30) | 1085 | 898272 |
| AstraZeneca PLC, 6.45%, 09/15/37 | 705 | 803196 |
| Becton Dickinson and Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 06/06/27 (Call 03/06/27) | 616 | 588401 |
| &nbsp;&nbsp;&nbsp;3.73%, 12/15/24 (Call 09/15/24) | 624 | 608838 |
| Cigna Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 03/01/27 (Call 12/01/26) | 165 | 155844 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/28 (Call 07/15/28) | 885 | 862542 |
| &nbsp;&nbsp;&nbsp;4.80%, 08/15/38 (Call 02/15/38) | 55 | 51892 |
| &nbsp;&nbsp;&nbsp;4.80%, 07/15/46 (Call 01/16/46) | 815 | 740064 |
| &nbsp;&nbsp;&nbsp;4.90%, 12/15/48 (Call 06/15/48) | 70 | 64623 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 08/15/29 (Call 05/15/29) | 370 | 334215 |
| &nbsp;&nbsp;&nbsp;4.30%, 03/25/28 (Call 12/25/27) | 925 | 899207 |
| &nbsp;&nbsp;&nbsp;4.78%, 03/25/38 (Call 09/25/37) | 924 | 853952 |
| &nbsp;&nbsp;&nbsp;5.13%, 07/20/45 (Call 01/20/45) | 87 | 81232 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.30%, 09/01/30 (Call 06/01/30)<sup>(c)</sup> | 85 | 69641 |
| &nbsp;&nbsp;&nbsp;2.25%, 09/01/50 (Call 03/01/50) | 1365 | 886269 |
| Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26) | 610 | 574754 |
| Takeda Pharmaceutical Co. Ltd., 4.40%, 11/26/23 (Call 10/26/23) | 67 | 66484 |
| Zoetis Inc., 4.70%, 02/01/43 (Call 08/01/42) | 135 | 124739 |
|  |  | 10321381 |
| **Pipelines — 6.0%** |  |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp;3.40%, 02/15/31 (Call 11/15/30) | 255 | 215563 |
| &nbsp;&nbsp;&nbsp;3.60%, 09/01/32 (Call 06/01/32) | 265 | 222235 |
| Cheniere Corpus Christi Holdings LLC, 5.88%, 03/31/25 (Call 10/02/24) | 950 | 954498 |
| Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)<sup>(c)</sup> | 660 | 649984 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;5.50%, 07/15/77 (Call 07/15/27), (3 mo. LIBOR US + 3.418%)<sup>(a)</sup> | 955 | 837444 |
| &nbsp;&nbsp;&nbsp;&nbsp;6.25%, 03/01/78 (Call 03/01/28), (3 mo. LIBOR US + 3.641%)<sup>(a)</sup> | 600 | 544094 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.85%, 03/15/44 (Call 09/15/43) | 450 | 401804 |
| &nbsp;&nbsp;&nbsp;5.10%, 02/15/45 (Call 08/15/44) | 390 | 355970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series E, 5.25%, 08/16/77 (Call 08/16/27), (3 mo. LIBOR US + 3.033%)<sup>(a)</sup> | 1045 | 848452 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Pipelines (continued)** |  |  |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.30%, 03/01/28 (Call 12/01/27) | $860 | $831502 |
| &nbsp;&nbsp;&nbsp;5.30%, 12/01/34 (Call 06/01/34) | 231 | 219506 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp;2.65%, 08/15/30 (Call 05/15/30) | 85 | 69753 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/38 (Call 10/15/37) | 1045 | 896198 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.10%, 03/15/30 (Call 12/15/29) | 145 | 122634 |
| &nbsp;&nbsp;&nbsp;3.40%, 09/01/29 (Call 06/01/29) | 575 | 500663 |
| &nbsp;&nbsp;&nbsp;4.55%, 07/15/28 (Call 04/15/28) | 520 | 494264 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.10%, 04/15/30 (Call 01/15/30) | 190 | 177305 |
| &nbsp;&nbsp;&nbsp;4.63%, 03/01/34 (Call 12/01/33) | 75 | 69242 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.88%, 01/15/26 (Call 10/15/25)<sup>(c)</sup> | 640 | 635974 |
| &nbsp;&nbsp;&nbsp;7.63%, 01/15/39 | 493 | 574521 |
| Transcanada Trust, 5.30%, 03/15/77 (Call 03/15/27), (3 mo. LIBOR US + 3.208%)<sup>(a)</sup> | 75 | 62785 |
| Transcontinental Gas Pipe Line Co. LLC, 7.85%, 02/01/26 (Call 11/01/25) | 240 | 258041 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 09/15/25 (Call 06/15/25) | 560 | 545971 |
| &nbsp;&nbsp;&nbsp;6.30%, 04/15/40 | 672 | 696534 |
|  |  | 11184937 |
| **Real Estate Investment Trusts — 6.0%** |  |  |
| American Homes 4 Rent LP, 4.25%, 02/15/28 (Call 11/15/27) | 165 | 153746 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.38%, 10/15/26 (Call 07/15/26)<sup>(c)</sup> | 92 | 85755 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.55%, 07/15/27 (Call 04/15/27)<sup>(c)</sup> | 165 | 153265 |
| &nbsp;&nbsp;&nbsp;3.80%, 08/15/29 (Call 05/15/29) | 153 | 139980 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 375 | 364061 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.30%, 07/01/30 (Call 04/01/30) | 100 | 87946 |
| &nbsp;&nbsp;&nbsp;3.65%, 09/01/27 (Call 06/01/27) | 25 | 23335 |
| &nbsp;&nbsp;&nbsp;3.70%, 06/15/26 (Call 03/15/26) | 65 | 61912 |
| &nbsp;&nbsp;&nbsp;3.80%, 02/15/28 (Call 11/15/27) | 180 | 167920 |
| &nbsp;&nbsp;&nbsp;4.45%, 02/15/26 (Call 11/15/25) | 450 | 439908 |
| CubeSmart LP, 2.25%, 12/15/28 (Call 10/15/28) | 320 | 264244 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 08/15/27 (Call 05/15/27) | 855 | 797580 |
| &nbsp;&nbsp;&nbsp;4.45%, 07/15/28 (Call 04/15/28) | 241 | 229787 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.15%, 07/15/30 (Call 04/15/30) | 865 | 692958 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.20%, 11/18/29 (Call 08/18/29)<sup>(c)</sup> | 391 | 342829 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 01/15/32 (Call 10/15/31) | 30 | 23689 |
| &nbsp;&nbsp;&nbsp;5.25%, 06/01/25 (Call 03/01/25) | 435 | 426017 |
| &nbsp;&nbsp;&nbsp;5.30%, 01/15/29 (Call 10/15/28) | 705 | 662806 |
| Healthcare Realty Holdings LP, 2.00%, 03/15/31 (Call 12/15/30)<sup>(c)</sup> | 670 | 508918 |
| Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29) | 190 | 159456 |
| Healthpeak Properties Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25%, 07/15/26 (Call 05/15/26) | 255 | 240950 |
| &nbsp;&nbsp;&nbsp;3.50%, 07/15/29 (Call 04/15/29) | 145 | 130061 |
| Host Hotels & Resorts LP, Series I, 3.50%, 09/15/30 (Call 06/15/30) | 855 | 713649 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 08/15/31 (Call 05/15/31) | 350 | 259097 |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/28 (Call 09/15/28) | 320 | 264690 |
| Physicians Realty LP, 2.63%, 11/01/31 (Call 08/01/31) | 285 | 224038 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Real Estate Investment Trusts (continued)** |  |  |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp;2.70%, 07/15/31 (Call 04/15/31) | $745 | $579652 |
| &nbsp;&nbsp;&nbsp;4.20%, 04/15/32 (Call 01/15/32) | 370 | 319223 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp;4.38%, 05/15/25 | 20 | 19248 |
| &nbsp;&nbsp;&nbsp;4.75%, 02/15/28 (Call 01/15/28) | 690 | 650435 |
| &nbsp;&nbsp;&nbsp;5.63%, 05/15/52 (Call 11/15/51) | 210 | 189586 |
| Welltower Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.80%, 06/01/31 (Call 03/01/31) | 150 | 121234 |
| &nbsp;&nbsp;&nbsp;4.00%, 06/01/25 (Call 03/01/25) | 775 | 756421 |
| &nbsp;&nbsp;&nbsp;4.25%, 04/15/28 (Call 01/15/28) | 391 | 369979 |
| Weyerhaeuser Co., 4.00%, 11/15/29 (Call 08/15/29) | 540 | 495244 |
| WP Carey Inc., 2.40%, 02/01/31 (Call 11/01/30) | 255 | 202758 |
|  |  | 11322377 |
| **Retail — 2.2%** |  |  |
| Best Buy Co. Inc., 4.45%, 10/01/28 (Call 07/01/28)<sup>(c)</sup> | 150 | 144751 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 05/15/25 (Call 03/15/25) | 210 | 205753 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/15/28 (Call 02/15/28) | 860 | 821372 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.70%, 12/09/35 (Call 06/09/35) | 220 | 213183 |
| &nbsp;&nbsp;&nbsp;4.88%, 12/09/45 (Call 06/09/45) | 135 | 126892 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 06/01/29 (Call 03/01/29) | 130 | 121619 |
| &nbsp;&nbsp;&nbsp;4.35%, 06/01/28 (Call 03/01/28) | 170 | 165036 |
| Ross Stores Inc., 4.60%, 04/15/25 (Call 03/15/25) | 320 | 318542 |
| Walgreens Boots Alliance Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 06/01/26 (Call 03/01/26) | 718 | 687510 |
| &nbsp;&nbsp;&nbsp;4.80%, 11/18/44 (Call 05/18/44) | 405 | 346476 |
| Walmart Inc., 2.50%, 09/22/41 (Call 03/22/41) | 1185 | 884837 |
|  |  | 4035971 |
| **Semiconductors — 4.0%** |  |  |
| Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 (Call 10/15/26) | 566 | 535820 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.15%, 11/15/30 (Call 08/15/30) | 775 | 696058 |
| &nbsp;&nbsp;&nbsp;4.75%, 04/15/29 (Call 01/15/29) | 494 | 473118 |
| &nbsp;&nbsp;&nbsp;5.00%, 04/15/30 (Call 01/15/30) | 282 | 270084 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.65%, 04/15/26 (Call 03/15/26) | 110 | 97128 |
| &nbsp;&nbsp;&nbsp;2.45%, 04/15/28 (Call 02/15/28) | 425 | 360615 |
| &nbsp;&nbsp;&nbsp;2.95%, 04/15/31 (Call 01/15/31) | 675 | 551552 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.97%, 02/15/24 |  |  |
| &nbsp;&nbsp;&nbsp;4.25%, 09/01/25 (Call 01/03/23) | 810 | 787937 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.66%, 02/15/30 (Call 11/15/29) | 830 | 766846 |
| &nbsp;&nbsp;&nbsp;4.98%, 02/06/26 (Call 12/06/25) | 143 | 141419 |
| &nbsp;&nbsp;&nbsp;5.33%, 02/06/29 (Call 11/06/28) | 195 | 189547 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 (Call 09/01/28)<sup>(c)</sup> | 315 | 316041 |
| NXP BV/NXP Funding LLC/NXP USA Inc., 4.30%, 06/18/29 (Call 03/18/29) | 900 | 838607 |
| Qorvo Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1.75%, 12/15/24 (Call 12/15/22)<sup>(d)</sup> | 245 | 224532 |
| &nbsp;&nbsp;&nbsp;4.38%, 10/15/29 (Call 10/15/24) | 845 | 749870 |
| Skyworks Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.80%, 06/01/26 (Call 05/01/26) | 277 | 241865 |
| &nbsp;&nbsp;&nbsp;3.00%, 06/01/31 (Call 03/01/31) | 245 | 191802 |
|  |  | 7432841 |

---

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *<br> Par <br> (000)* | *Value* |
| **Shipbuilding — 0.4%** |  |  |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.04%, 08/16/28 (Call 06/16/28) | $330 | $274164 |
| &nbsp;&nbsp;&nbsp;3.48%, 12/01/27 (Call 09/01/27) | 69 | 63232 |
| &nbsp;&nbsp;&nbsp;3.84%, 05/01/25 (Call 04/01/25) | 246 | 237261 |
| &nbsp;&nbsp;&nbsp;4.20%, 05/01/30 (Call 02/01/30) | 250 | 229568 |
|  |  | 804225 |
| **Software — 3.4%** |  |  |
| Broadridge Financial Solutions Inc., 2.60%, 05/01/31 (Call 02/01/31) | 405 | 331166 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 06/01/25 (Call 03/01/25) | 530 | 514408 |
| &nbsp;&nbsp;&nbsp;4.20%, 10/01/28 (Call 07/01/28) | 840 | 801641 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.95%, 04/01/30 (Call 01/01/30) | 530 | 454840 |
| &nbsp;&nbsp;&nbsp;&nbsp;3.40%, 07/08/24 (Call 04/08/24)<sup>(c)</sup> | 510 | 497866 |
| &nbsp;&nbsp;&nbsp;3.90%, 05/15/35 (Call 11/15/34) | 160 | 133747 |
| &nbsp;&nbsp;&nbsp;4.30%, 07/08/34 (Call 01/08/34) | 980 | 868148 |
| &nbsp;&nbsp;&nbsp;5.38%, 07/15/40 | 885 | 817696 |
| Roper Technologies Inc., 4.20%, 09/15/28 (Call 06/15/28) | 725 | 699975 |
| VMware Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.90%, 08/21/27 (Call 05/21/27) | 921 | 866654 |
| &nbsp;&nbsp;&nbsp;4.50%, 05/15/25 (Call 04/15/25) | 325 | 321623 |
|  |  | 6307764 |
| **Telecommunications — 5.8%** |  |  |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.65%, 09/15/59 (Call 03/15/59)<sup>(c)</sup> | 90 | 62513 |
| &nbsp;&nbsp;&nbsp;4.25%, 03/01/27 (Call 12/01/26) | 795 | 780480 |
| &nbsp;&nbsp;&nbsp;4.35%, 03/01/29 (Call 12/01/28) | 265 | 254286 |
| &nbsp;&nbsp;&nbsp;4.85%, 03/01/39 (Call 09/01/38) | 760 | 696395 |
| &nbsp;&nbsp;&nbsp;5.15%, 02/15/50 (Call 08/14/49). | 280 | 257511 |
| &nbsp;&nbsp;&nbsp;&nbsp;5.25%, 03/01/37 (Call 09/01/36)<sup>(c)</sup> | 530 | 517308 |
| &nbsp;&nbsp;&nbsp;5.65%, 02/15/47 (Call 08/15/46) | 455 | 453075 |
| Deutsche Telekom International Finance BV, 8.75%, 06/15/30 | 755 | 899663 |
| Juniper Networks Inc., 3.75%, 08/15/29 (Call 05/15/29)<sup>(c)</sup> | 130 | 115909 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30%, 11/15/30 (Call 08/15/30) | 280 | 220793 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/23/28 (Call 11/23/27) | 205 | 199837 |
| &nbsp;&nbsp;&nbsp;4.60%, 05/23/29 (Call 02/23/29) | 645 | 613705 |
| Orange SA, 9.00%, 03/01/31 | 738 | 913313 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.55%, 02/15/31 (Call 11/15/30) | 300 | 248740 |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/60 (Call 05/15/60) | 105 | 72777 |
| &nbsp;&nbsp;&nbsp;3.75%, 04/15/27 (Call 02/15/27) | 775 | 734124 |
| &nbsp;&nbsp;&nbsp;3.88%, 04/15/30 (Call 01/15/30) | 1027 | 943233 |
| &nbsp;&nbsp;&nbsp;4.38%, 04/15/40 (Call 10/15/39) | 240 | 208752 |
| &nbsp;&nbsp;&nbsp;4.50%, 04/15/50 (Call 10/15/49) | 105 | 88692 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.27%, 01/15/36<sup>(c)</sup> | 330 | 294400 |
| &nbsp;&nbsp;&nbsp;4.40%, 11/01/34 (Call 05/01/34) | 358 | 330513 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| **Telecommunications (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 08/10/33 | $72 | $68233 |
| &nbsp;&nbsp;&nbsp;5.25%, 03/16/37 | 685 | 681210 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 05/30/38 | 620 | 574142 |
| &nbsp;&nbsp;&nbsp;6.15%, 02/27/37 | 740 | 752059 |
|  |  | 10981663 |
| **Toys, Games & Hobbies — 0.5%** |  |  |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.55%, 11/19/26 (Call 09/19/26) | 170 | 159822 |
| &nbsp;&nbsp;&nbsp;3.90%, 11/19/29 (Call 08/19/29) | 760 | 685420 |
|  |  | 845242 |
| **Transportation — 0.9%** |  |  |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28) | 165 | 155089 |
| Union Pacific Corp., 3.75%, 02/05/70 (Call 08/05/69) | 750 | 557907 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;3.05%, 11/15/27 (Call 08/15/27)<sup>(c)</sup> | 305 | 290924 |
| &nbsp;&nbsp;&nbsp;6.20%, 01/15/38 | 575 | 649650 |
|  |  | 1653570 |
| **Total Long-Term Investments — 98.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $201,245,058)** |  | 184793431 |
| **Short-Term Securities** |  |  |
| **Money Market Funds — 4.3%** |  |  |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.06%<sup>(e)(f)(g)</sup> | 6359 | 6359844 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 3.64%<sup>(e)(f)</sup> | 1633 | 1633000 |
| **Total Short-Term Securities — 4.3%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $7,990,162)** |  | 7992844 |
| **Total Investments — 102.7%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $209,235,220)** |  | 192786275 |
| **Liabilities in Excess of Other Assets — (2.7)%** |  | (5031656) |
| **NetAssets—100.0%** |  | $187754619 |

---

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

<sup>(b)</sup> Perpetual security with no stated maturity date.

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

<sup>(d)</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>(e)</sup> Affiliate of the Fund.

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

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

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> Investment Grade Bond Factor ETF** |
| November 30, 2022 |  |

---

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended November 30, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 02/28/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 11/30/22* | *Shares<br> Held at<br> 11/30/22<br> (000)* | *Income* | *Capital Gain<br> Distributions from<br> Underlying Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares | $3424264 | $2934986 <sup>(a)</sup> | $— | $(707) | $1301 | $6359844 | 6359 | $11161 <sup>(b)</sup> | $— |
| BlackRock Cash Funds: Treasury, SL Agency Shares | 2373000 |  | (740000)<sup>(a)</sup> |  |  | 1633000 | 1633 | 19818 |  |
|  |  |  |  | $(707) | $1301 | $7992844 |  | $30979 | $— |

---

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

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

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds & Notes | $— | $184793431 | $— | $184793431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 7992844 |  |  | 7992844 |
|  | $7992844 | $184793431 | $— | $192786275 |

---

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Investment Grade Bond Factor ETF

- **b. EDGAR series identifier (if any):** S000057342

- **c. LEI of Series:** 549300QBLHV9U0KL0M22

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**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:** $200788003.71

**Total Liabilities:** $13013087.35

**Net Assets:** $187774916.36

**Cash Not Reported:** $3407.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.33000000 | **1-Year:** 3913.12000000 | **5-Year:** 48027.43000000 | **10-Year:** 28189.54000000 | **30-Year:** 50100.73000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000182993 | -4.97%               | -0.55%               | 4.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-808354.97              | $-7903169.82                               |
| Month 2  | $-1211877.49             | $-206551.70                                |
| Month 3  | $-1406094.99             | $8125166.35                                |

**Designated Index Information**

- **Index Name:** BlackRock Investment Grade Enhanced Bond Index

- **Index Identifier:** RFSUSIGC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $432031.60    | 0.23%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc                          | Micron Technology Inc                                       | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189546.64    | 0.10%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                            | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61912.02     | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                         | AmerisourceBergen Corp                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    985000 | PA      | $815481.85    | 0.43%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                 | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    865000 | PA      | $692958.14    | 0.37%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                           | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    355000 | PA      | $273025.25    | 0.15%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                     | Evergy Inc                                                  | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $604271.73    | 0.32%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                     | Zoetis Inc                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217138.47    | 0.12%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                              | Teledyne FLIR LLC                                           | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    380000 | PA      | $310509.49    | 0.17%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                      | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    245000 | PA      | $191801.99    | 0.10%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    277000 | PA      | $241865.29    | 0.13%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                               | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    805000 | PA      | $744602.96    | 0.40%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                          | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $196466.38    | 0.10%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                            | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $814502.57    | 0.43%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Orange SA                                      | Orange SA                                                   | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    398000 | PA      | $492545.43    | 0.26%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                             | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    360000 | PA      | $285866.87    | 0.15%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                          | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $574142.02    | 0.31%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                    | Phillips 66 Co                                              | CUSIP: 718547AN2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    370000 | PA      | $335329.42    | 0.18%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                  | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144047.11    | 0.08%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                         | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    840000 | PA      | $826830.85    | 0.44%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                          | Micron Technology Inc                                       | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141418.68    | 0.08%             | 2026-02-06      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                      | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    345000 | PA      | $218497.43    | 0.12%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                  | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    795000 | PA      | $721903.13    | 0.38%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                             | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    858000 | PA      | $749030.70    | 0.40%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                    | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    755000 | PA      | $633624.72    | 0.34%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                            | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279245.47    | 0.15%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                  | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    680000 | PA      | $657286.35    | 0.35%             | 2025-04-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $961950.00    | 0.51%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                             | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $642877.74    | 0.34%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                         | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    720000 | PA      | $617447.63    | 0.33%             | 2024-12-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                   | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    775000 | PA      | $514037.47    | 0.27%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                            | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231018.60    | 0.12%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                   | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    575000 | PA      | $649649.76    | 0.35%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                         | Commonwealth Edison Co                                      | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    210000 | PA      | $145920.60    | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                  | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    680000 | PA      | $628382.42    | 0.33%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    356000 | PA      | $344097.48    | 0.18%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    698000 | PA      | $668359.56    | 0.36%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                        | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    560000 | PA      | $545970.53    | 0.29%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                            | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $347430.00    | 0.19%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                       | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $55275.03     | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                             | Coterra Energy Inc                                          | CUSIP: 127097AE3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    405000 | PA      | $382163.82    | 0.20%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                            | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111685.32    | 0.06%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    405000 | PA      | $346475.82    | 0.18%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                         | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $933895.89    | 0.50%             | 2026-03-13      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                             | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51742.98     | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                           | Verisk Analytics Inc                                        | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    545000 | PA      | $530753.19    | 0.28%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                  | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    705000 | PA      | $685751.08    | 0.37%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                   | Illumina Inc                                                | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    375000 | PA      | $296728.79    | 0.16%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                            | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    775000 | PA      | $734124.55    | 0.39%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $453411.33    | 0.24%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                        | Consolidated Edison Co of New York Inc                      | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    690000 | PA      | $506848.45    | 0.27%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                         | Old Republic International Corp                             | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    345000 | PA      | $242076.34    | 0.13%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                 | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    410000 | PA      | $296017.68    | 0.16%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                    | Markel Corp                                                 | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    310000 | PA      | $211075.34    | 0.11%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                          | Goldman Sachs BDC Inc                                       | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    340000 | PA      | $313463.84    | 0.17%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                      | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220793.21    | 0.12%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                            | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $87946.13     | 0.05%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                           | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $249178.64    | 0.13%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    330000 | PA      | $274164.18    | 0.15%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                   | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    493000 | PA      | $574520.95    | 0.31%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    885000 | PA      | $862542.36    | 0.46%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                               | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116303.67    | 0.06%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    250000 | PA      | $215691.31    | 0.11%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                  | Welltower Inc                                               | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    150000 | PA      | $121234.13    | 0.06%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $294399.74    | 0.16%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                               | Duke Energy Corp                                            | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63428.99     | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121619.04    | 0.06%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                    | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    870000 | PA      | $729965.55    | 0.39%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    494000 | PA      | $473117.75    | 0.25%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                        | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186059.01    | 0.10%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                          | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    610000 | PA      | $575022.60    | 0.31%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    695000 | PA      | $624207.15    | 0.33%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                  | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $729877.73    | 0.39%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                       | Duke Energy Progress LLC                                    | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227066.32    | 0.12%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                         | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237968.61    | 0.13%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Markel Corp                                    | Markel Corp                                                 | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139973.25    | 0.07%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                  | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64622.96     | 0.03%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                              | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $928975.91    | 0.49%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                          | Interpublic Group of Cos Inc/The                            | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    325000 | PA      | $230290.02    | 0.12%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                               | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    680000 | PA      | $647713.21    | 0.34%             | 2024-10-30      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                   | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    795000 | PA      | $947326.90    | 0.50%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                 | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    435000 | PA      | $371163.11    | 0.20%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                       | Pioneer Natural Resources Co                                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    445000 | PA      | $359304.13    | 0.19%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                            | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167919.71    | 0.09%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                            | LYB International Finance BV                                | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $378288.93    | 0.20%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                         | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63678.42     | 0.03%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                             | CNA Financial Corp                                          | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114904.77    | 0.06%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                        | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954498.23    | 0.51%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    753000 | PA      | $698091.29    | 0.37%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                       | Willis North America Inc                                    | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    153000 | PA      | $144557.19    | 0.08%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                            | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $243543.77    | 0.13%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                               | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49153.77     | 0.03%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                  | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155843.70    | 0.08%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                             | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164489.62    | 0.09%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                           | Physicians Realty LP                                        | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    365000 | PA      | $286925.28    | 0.15%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    492000 | PA      | $466065.48    | 0.25%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                          | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    385000 | PA      | $314811.90    | 0.17%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                               | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $348182.31    | 0.19%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                    | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208157.66    | 0.11%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                          | Reynolds American Inc                                       | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    658000 | PA      | $575413.62    | 0.31%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                           | Southern Copper Corp                                        | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $381500.00    | 0.20%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                           | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $866214.35    | 0.46%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                   | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494264.10    | 0.26%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                             | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    107000 | PA      | $99905.86     | 0.05%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                 | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $497866.42    | 0.27%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                       | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $662805.75    | 0.35%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                  | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $448492.39    | 0.24%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                | AstraZeneca PLC                                             | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    705000 | PA      | $803196.09    | 0.43%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                      | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    645000 | PA      | $613704.76    | 0.33%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                       | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $216790.86    | 0.12%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                        | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473485.81    | 0.25%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NVR INC                                        | NVR Inc                                                     | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    860000 | PA      | $728609.73    | 0.39%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                     | STERIS Irish FinCo UnLtd Co                                 | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    230000 | PA      | $187939.64    | 0.10%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $177304.54    | 0.09%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $307731.64    | 0.16%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                      | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109905.10    | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                        | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456887.56    | 0.24%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                               | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73149.34     | 0.04%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                  | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    830000 | PA      | $792097.59    | 0.42%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     92000 | PA      | $85754.48     | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                   | Alphabet Inc                                                | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    505000 | PA      | $305609.54    | 0.16%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                         | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    880000 | PA      | $853729.32    | 0.45%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                           | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    219000 | PA      | $200694.27    | 0.11%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                      | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $360614.53    | 0.19%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                | DTE Electric Co                                             | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165083.27    | 0.09%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    745000 | PA      | $579652.29    | 0.31%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                         | Commonwealth Edison Co                                      | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100060.14    | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                         | HP Inc                                                      | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    442000 | PA      | $431031.37    | 0.23%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    350000 | PA      | $259097.24    | 0.14%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                              | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    470000 | PA      | $401349.52    | 0.21%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                           | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238766.15    | 0.13%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                    | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    760000 | PA      | $696395.44    | 0.37%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                        | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $989819.69    | 0.53%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co LLC                       | CUSIP: 893574AH6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $258041.15    | 0.14%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc                                      | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199836.94    | 0.11%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                         | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    941000 | PA      | $835137.50    | 0.44%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                         | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    203000 | PA      | $178720.03    | 0.10%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                             | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    715000 | PA      | $742272.99    | 0.40%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares       | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   6483974 | NS      | $6484622.38   | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                  | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    910000 | PA      | $777686.00    | 0.41%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                   | NiSource Inc                                                | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    465000 | PA      | $418040.35    | 0.22%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                  | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    835000 | PA      | $787315.73    | 0.42%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $719621.01    | 0.38%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                 | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    160000 | PA      | $117683.78    | 0.06%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                   | Avangrid Inc                                                | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    670000 | PA      | $613047.47    | 0.33%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                  | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322564.75    | 0.17%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                          | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180091.45    | 0.10%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                            | Avery Dennison Corp                                         | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201321.36    | 0.11%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                          | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    665000 | PA      | $562032.53    | 0.30%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    595000 | PA      | $376419.12    | 0.20%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                      | Qorvo Inc                                                   | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224531.48    | 0.12%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                       | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    910000 | PA      | $840759.05    | 0.45%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| HCA INC                                        | HCA Inc                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    810000 | PA      | $740226.15    | 0.39%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                | Eagle Materials Inc                                         | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    810000 | PA      | $629651.94    | 0.34%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    641000 | PA      | $584680.52    | 0.31%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    358000 | PA      | $330513.08    | 0.18%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                    | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88042.27     | 0.05%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                              | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $951796.52    | 0.51%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                     | Humana Inc                                                  | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    226000 | PA      | $209358.31    | 0.11%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                           | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    748000 | PA      | $603989.79    | 0.32%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102775.99    | 0.05%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                            | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452904.11    | 0.24%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                   | WP Carey Inc                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    255000 | PA      | $202757.44    | 0.11%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                          | LyondellBasell Industries NV                                | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $442541.19    | 0.24%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161987.89    | 0.09%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                               | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    670000 | PA      | $508917.72    | 0.27%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                         | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    880000 | PA      | $853600.00    | 0.45%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Best Buy Co Inc                                | Best Buy Co Inc                                             | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144751.10    | 0.08%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                               | Altria Group Inc                                            | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48953.28     | 0.03%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                  | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $249605.40    | 0.13%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                    | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    810000 | PA      | $787936.97    | 0.42%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                             | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205753.28    | 0.11%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    304000 | PA      | $259761.03    | 0.14%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                        | Raymond James Financial Inc                                 | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390242.70    | 0.21%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                      | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $875150.00    | 0.47%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $551552.22    | 0.29%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                           | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    246000 | PA      | $237260.68    | 0.13%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                               | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    169000 | PA      | $166616.99    | 0.09%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                    | Truist Bank                                                 | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    810000 | PA      | $755392.92    | 0.40%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                         | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $235547.07    | 0.13%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    905000 | PA      | $755382.96    | 0.40%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet Inc                                                | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $896053.20    | 0.48%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                     | Cigna Corp                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51891.91     | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                   | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    255000 | PA      | $240950.12    | 0.13%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                          | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $160590.59    | 0.09%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                            | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $995487.50    | 0.53%             | 2024-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                        | Walt Disney Co/The                                          | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    165000 | PA      | $189325.53    | 0.10%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                     | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237770.94    | 0.13%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                          | Amcor Finance USA Inc                                       | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    314000 | PA      | $297492.65    | 0.16%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    455000 | PA      | $434708.68    | 0.23%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                     | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    255000 | PA      | $163482.13    | 0.09%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                         | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    702000 | PA      | $796584.92    | 0.42%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122684.62    | 0.07%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                           | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $401803.81    | 0.21%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                   | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24368.10     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent LP                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    165000 | PA      | $153746.28    | 0.08%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                     | Evergy Inc                                                  | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426808.85    | 0.23%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                     | Fortis Inc/Canada                                           | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $842754.43    | 0.45%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                          | Republic Services Inc                                       | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $253125.74    | 0.13%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200164.39    | 0.11%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                         | Boardwalk Pipelines LP                                      | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    265000 | PA      | $222234.50    | 0.12%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    235000 | PA      | $181961.43    | 0.10%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                          | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    362000 | PA      | $456144.72    | 0.24%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                          | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1065000 | PA      | $834274.91    | 0.44%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                           | Keurig Dr Pepper Inc                                        | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158987.64    | 0.08%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                         | CUSIP: 744573AT3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $297306.42    | 0.16%             | 2023-11-08      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                         | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367202.59    | 0.20%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                        | Digital Realty Trust LP                                     | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    241000 | PA      | $229786.96    | 0.12%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                        | Fidelity National Financial Inc                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    285000 | PA      | $219255.70    | 0.12%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248740.12    | 0.13%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                               | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    930000 | PA      | $873338.57    | 0.47%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                           | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    985000 | PA      | $799737.50    | 0.43%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                   | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    575000 | PA      | $500662.56    | 0.27%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                         | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98572.75     | 0.05%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $176949.57    | 0.09%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1047695.06   | 0.56%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                 | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64672.62     | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                   | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $122634.45    | 0.07%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                     | Fiserv Inc                                                  | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    530000 | PA      | $514407.87    | 0.27%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                           | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    441000 | PA      | $419057.82    | 0.22%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                       | Bio-Rad Laboratories Inc                                    | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351246.97    | 0.19%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                         | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    795000 | PA      | $747045.68    | 0.40%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                       | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    730000 | PA      | $663884.91    | 0.35%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                         | Zimmer Biomet Holdings Inc                                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    540000 | PA      | $440337.19    | 0.23%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                           | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229567.52    | 0.12%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                    | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    355000 | PA      | $316533.30    | 0.17%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    320000 | PA      | $264690.33    | 0.14%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                    | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    335000 | PA      | $295405.08    | 0.16%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    280000 | PA      | $222001.83    | 0.12%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $894509.08    | 0.48%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                    | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254286.57    | 0.14%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                         | Boardwalk Pipelines LP                                      | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    255000 | PA      | $215563.33    | 0.11%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                 | Globe Life Inc                                              | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161778.69    | 0.09%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                           | Booking Holdings Inc                                        | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131518.95    | 0.07%             | 2030-04-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                            | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    718000 | PA      | $625552.23    | 0.33%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                             | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    551000 | PA      | $523297.21    | 0.28%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                  | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    507000 | PA      | $565608.55    | 0.30%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                           | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $818080.25    | 0.44%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                            | Emera US Finance LP                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $776128.89    | 0.41%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143609.64    | 0.08%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                    | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    930000 | PA      | $856419.07    | 0.46%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                          | Kentucky Utilities Co                                       | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    298000 | PA      | $212557.34    | 0.11%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                  | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212399.02    | 0.11%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                           | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69641.45     | 0.04%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                   | Enbridge Inc                                                | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    955000 | PA      | $837444.10    | 0.45%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                 | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    895000 | PA      | $844385.03    | 0.45%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                              | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    395000 | PA      | $282386.68    | 0.15%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                    | PepsiCo Inc                                                 | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    255000 | PA      | $193075.18    | 0.10%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                       | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $998514.00    | 0.53%             | 2024-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BROWN & BROWN INC                              | Brown & Brown Inc                                           | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    310000 | PA      | $271463.02    | 0.14%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                         | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435872.72    | 0.23%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                              | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    985000 | PA      | $939678.45    | 0.50%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                             | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    944000 | PA      | $872436.21    | 0.46%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                              | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | PA      | $869978.69    | 0.46%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                          | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    210000 | PA      | $189585.90    | 0.10%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                          | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    850000 | PA      | $809122.79    | 0.43%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                           | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $355969.66    | 0.19%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     67000 | PA      | $66483.47     | 0.04%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                              | Johnson & Johnson                                           | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $782384.04    | 0.42%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    570000 | PA      | $456540.83    | 0.24%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                          | Entergy Louisiana LLC                                       | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $204509.14    | 0.11%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                            | Emera US Finance LP                                         | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $186660.01    | 0.10%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                | PerkinElmer Inc                                             | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    255000 | PA      | $199900.45    | 0.11%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                     | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    710000 | PA      | $703939.69    | 0.37%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                 | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158156.96    | 0.08%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                       | Huntsman International LLC                                  | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    805000 | PA      | $729737.66    | 0.39%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares            | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1633000 | NS      | $1633000.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                     | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    695000 | PA      | $668131.83    | 0.36%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc                                      | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    725000 | PA      | $699974.70    | 0.37%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                    | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $115380.11    | 0.06%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                       | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    435000 | PA      | $426016.96    | 0.23%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                         | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    375000 | PA      | $364061.13    | 0.19%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                              | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $648462.19    | 0.35%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                             | Vodafone Group PLC                                          | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $691081.19    | 0.37%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                 | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $454840.47    | 0.24%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                    | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383370.93    | 0.20%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                      | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $97128.27     | 0.05%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                   | NiSource Inc                                                | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    849000 | PA      | $710924.21    | 0.38%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                   | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    695000 | PA      | $497859.99    | 0.27%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                               | Campbell Soup Co                                            | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    835000 | PA      | $807294.43    | 0.43%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                 | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133747.28    | 0.07%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                       | Walgreens Boots Alliance Inc                                | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9810.44      | 0.01%             | 2024-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                               | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    775000 | PA      | $756421.13    | 0.40%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                  | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    685000 | PA      | $681210.22    | 0.36%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                     | VMware Inc                                                  | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321623.00    | 0.17%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                               | BAT Capital Corp                                            | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    314000 | PA      | $289902.77    | 0.15%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                            | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $23334.69     | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                         | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123212.92    | 0.07%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                        | Broadcom Corp / Broadcom Cayman Finance Ltd                 | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    566000 | PA      | $535820.44    | 0.29%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                | Tyson Foods Inc                                             | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    790000 | PA      | $776106.82    | 0.41%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                         | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    265000 | PA      | $218390.71    | 0.12%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                               | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204050.00    | 0.11%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    680000 | PA      | $569500.00    | 0.30%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                     | VMware Inc                                                  | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    891000 | PA      | $838424.68    | 0.45%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    985000 | PA      | $847071.46    | 0.45%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                        | Columbia Pipeline Group Inc                                 | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    660000 | PA      | $649984.12    | 0.35%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                    | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    915000 | PA      | $832940.26    | 0.44%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                    | Baxalta Inc                                                 | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540683.20    | 0.29%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                   | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    829000 | PA      | $801283.18    | 0.43%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                        | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    860000 | PA      | $812614.66    | 0.43%             | 2024-06-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    153000 | PA      | $139980.35    | 0.07%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                           | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $230375.88    | 0.12%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                           | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    958000 | PA      | $880933.37    | 0.47%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                  | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    760000 | PA      | $685419.51    | 0.37%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                            | Dow Chemical Co/The                                         | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    460000 | PA      | $434861.78    | 0.23%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                              | Travelers Cos Inc/The                                       | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111026.64    | 0.06%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                  | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    680000 | PA      | $620276.78    | 0.33%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                        | Digital Realty Trust LP                                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    855000 | PA      | $797579.43    | 0.42%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                              | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $279107.00    | 0.15%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                      | Qorvo Inc                                                   | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    805000 | PA      | $714373.10    | 0.38%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                    | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132804.94    | 0.07%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                               | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92853.82     | 0.05%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                         | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     83000 | PA      | $59568.40     | 0.03%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                   | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    489000 | PA      | $422623.02    | 0.23%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                             | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $334215.14    | 0.18%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                            | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88691.61     | 0.05%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                    | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    795000 | PA      | $780480.45    | 0.42%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    608000 | PA      | $555360.06    | 0.30%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                               | Georgia Power Co                                            | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199787.19    | 0.11%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                  | Welltower Inc                                               | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    391000 | PA      | $369978.98    | 0.20%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                          | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $38546.20     | 0.02%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                          | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283191.77    | 0.15%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                             | Ameren Illinois Co                                          | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103769.92    | 0.06%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                | McDonald's Corp                                             | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213183.07    | 0.11%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    970000 | PA      | $806284.88    | 0.43%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                             | Valero Energy Corp                                          | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    805000 | PA      | $867167.84    | 0.46%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                    | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517307.71    | 0.28%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                            | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $121295.13    | 0.06%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                       | Florida Power & Light Co                                    | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    183000 | PA      | $148239.59    | 0.08%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                     | Hasbro Inc                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    390000 | PA      | $366651.27    | 0.20%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                       | Edwards Lifesciences Corp                                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    233000 | PA      | $224971.00    | 0.12%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                          | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216568.69    | 0.12%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                               | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $946746.34    | 0.50%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc                                             | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    860000 | PA      | $821371.45    | 0.44%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                           | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    970000 | PA      | $919654.80    | 0.49%             | 2025-11-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                      | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    705000 | PA      | $607899.30    | 0.32%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                            | DENTSPLY SIRONA Inc                                         | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    760000 | PA      | $629888.84    | 0.34%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                 | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    885000 | PA      | $817695.53    | 0.44%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    845000 | PA      | $821438.03    | 0.44%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    835000 | PA      | $814651.87    | 0.43%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                              | Golub Capital BDC Inc                                       | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    335000 | PA      | $286934.87    | 0.15%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    995000 | PA      | $923501.47    | 0.49%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                        | O'Reilly Automotive Inc                                     | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165036.11    | 0.09%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                            | CUSIP: 06406RBF3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400818.48    | 0.21%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                          | CH Robinson Worldwide Inc                                   | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155089.02    | 0.08%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                        | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    930000 | PA      | $830025.00    | 0.44%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                               | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    850000 | PA      | $793147.44    | 0.42%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                          | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $618474.87    | 0.33%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                        | Fidelity National Financial Inc                             | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    385000 | PA      | $323640.21    | 0.17%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                              | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $303034.55    | 0.16%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                            | American Tower Corp                                         | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634071.06    | 0.34%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                  | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74786.06     | 0.04%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                  | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193393.13    | 0.10%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                               | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    810000 | PA      | $770956.68    | 0.41%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                       | First American Financial Corp                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    380000 | PA      | $281659.42    | 0.15%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                         | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1045769.80   | 0.56%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Dupont De Nemours Inc                          | DuPont de Nemours Inc                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    455000 | PA      | $441929.55    | 0.24%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                       | Everest Reinsurance Holdings Inc                            | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $472962.54    | 0.25%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                | Weyerhaeuser Co                                             | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    530000 | PA      | $486073.08    | 0.26%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                          | Reynolds American Inc                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    321000 | PA      | $296342.73    | 0.16%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                 | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $453053.97    | 0.24%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                             | Union Pacific Corp                                          | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $557907.16    | 0.30%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                    | Exelon Corp                                                 | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $499551.50    | 0.27%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                        | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    672000 | PA      | $696534.16    | 0.37%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                         | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100083.19    | 0.05%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    565000 | PA      | $393024.44    | 0.21%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                     | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    440000 | PA      | $361757.17    | 0.19%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                           | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    860000 | PA      | $831501.79    | 0.44%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                              | HSBC Holdings PLC                                           | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    890000 | PA      | $861955.59    | 0.46%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                   | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $170640.31    | 0.09%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1057406.48   | 0.56%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                        | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330664.47    | 0.18%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                        | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349162.27    | 0.19%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                       | Shire Acquisitions Investments Ireland DAC                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    610000 | PA      | $574753.85    | 0.31%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                               | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264209.48    | 0.14%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                 | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    391000 | PA      | $342829.35    | 0.18%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                       | AT&T Inc                                                    | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    280000 | PA      | $257510.70    | 0.14%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                               | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    190000 | PA      | $159455.78    | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                       | Fortune Brands Home & Security Inc                          | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250244.27    | 0.13%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                    | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67259.93     | 0.04%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                | Ross Stores Inc                                             | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318542.02    | 0.17%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                 | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    695000 | PA      | $538075.19    | 0.29%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62513.34     | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                            | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $933301.39    | 0.50%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Oracle Corp                                    | Oracle Corp                                                 | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885864.93    | 0.47%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                        | CUSIP: 060505FQ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $817762.59    | 0.44%             | 2025-01-28      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corp                           | Southern Copper Corp                                        | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32805.50     | 0.02%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                          | Healthpeak Properties Inc                                   | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    145000 | PA      | $130060.87    | 0.07%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                  | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $721936.25    | 0.38%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                     | Kellogg Co                                                  | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    410000 | PA      | $391822.80    | 0.21%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    890000 | PA      | $854896.44    | 0.46%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                          | Quest Diagnostics Inc                                       | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134212.30    | 0.07%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                   | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $635974.35    | 0.34%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service Inc                                   | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119231.24    | 0.06%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                            | American Tower Corp                                         | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    165000 | PA      | $153265.17    | 0.08%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Transcanada Trust                              | Transcanada Trust                                           | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $62785.32     | 0.03%             | 2077-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                   | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $189261.22    | 0.10%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $943232.92    | 0.50%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                    | Lennar Corp                                                 | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    870000 | PA      | $832796.88    | 0.44%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc                                                 | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203474.12    | 0.11%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $210471.53    | 0.11%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                     | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    576000 | PA      | $550192.73    | 0.29%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                           | Juniper Networks Inc                                        | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178321.33    | 0.09%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                   | Broadcom Inc                                                | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    282000 | PA      | $270084.37    | 0.14%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                             | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    810000 | PA      | $753995.45    | 0.40%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                    | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    850000 | PA      | $796960.00    | 0.42%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                        | Becton Dickinson and Co                                     | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    634000 | PA      | $618594.66    | 0.33%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                           | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $198553.19    | 0.11%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                               | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    360000 | PA      | $348128.97    | 0.19%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                    | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    310000 | PA      | $246894.00    | 0.13%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                        | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $859496.40    | 0.46%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                           | Southern Copper Corp                                        | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    473000 | PA      | $471226.25    | 0.25%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                               | Crown Castle Inc                                            | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    450000 | PA      | $439907.49    | 0.23%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                  | Discover Bank                                               | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    385000 | PA      | $354785.14    | 0.19%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                              | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185023.92    | 0.10%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Electric Co                            | General Electric Co                                         | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215198.84    | 0.11%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                     | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $125064.74    | 0.07%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                         | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    835000 | PA      | $806073.74    | 0.43%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                            | American International Group Inc                            | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    462000 | PA      | $448897.99    | 0.24%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                  | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627396.35    | 0.33%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                       | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    245000 | PA      | $230299.97    | 0.12%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                     | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $896198.07    | 0.48%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                           | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    280000 | PA      | $176726.44    | 0.09%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                    | Walmart Inc                                                 | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $907237.60    | 0.48%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-29

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer